ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 11-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
782.8 |
789.2 |
6.4 |
0.8% |
784.5 |
| High |
793.0 |
797.0 |
4.0 |
0.5% |
800.3 |
| Low |
775.9 |
788.1 |
12.2 |
1.6% |
774.0 |
| Close |
789.6 |
793.7 |
4.1 |
0.5% |
784.7 |
| Range |
17.1 |
8.9 |
-8.2 |
-48.0% |
26.3 |
| ATR |
11.9 |
11.7 |
-0.2 |
-1.8% |
0.0 |
| Volume |
130,273 |
101,287 |
-28,986 |
-22.3% |
608,466 |
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
819.8 |
815.5 |
798.5 |
|
| R3 |
810.8 |
806.8 |
796.3 |
|
| R2 |
801.8 |
801.8 |
795.3 |
|
| R1 |
797.8 |
797.8 |
794.5 |
799.8 |
| PP |
793.0 |
793.0 |
793.0 |
794.0 |
| S1 |
788.8 |
788.8 |
793.0 |
791.0 |
| S2 |
784.0 |
784.0 |
792.0 |
|
| S3 |
775.3 |
780.0 |
791.3 |
|
| S4 |
766.3 |
771.0 |
788.8 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
865.3 |
851.3 |
799.3 |
|
| R3 |
839.0 |
825.0 |
792.0 |
|
| R2 |
812.8 |
812.8 |
789.5 |
|
| R1 |
798.8 |
798.8 |
787.0 |
805.8 |
| PP |
786.3 |
786.3 |
786.3 |
789.8 |
| S1 |
772.3 |
772.3 |
782.3 |
779.3 |
| S2 |
760.0 |
760.0 |
780.0 |
|
| S3 |
733.8 |
746.0 |
777.5 |
|
| S4 |
707.5 |
719.8 |
770.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
797.0 |
774.0 |
23.0 |
2.9% |
14.8 |
1.8% |
86% |
True |
False |
116,581 |
| 10 |
800.3 |
774.0 |
26.3 |
3.3% |
13.0 |
1.7% |
75% |
False |
False |
98,053 |
| 20 |
800.3 |
765.1 |
35.2 |
4.4% |
10.8 |
1.3% |
81% |
False |
False |
95,279 |
| 40 |
800.3 |
698.7 |
101.6 |
12.8% |
10.5 |
1.3% |
94% |
False |
False |
59,601 |
| 60 |
800.3 |
688.1 |
112.2 |
14.1% |
9.8 |
1.2% |
94% |
False |
False |
39,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
834.8 |
|
2.618 |
820.3 |
|
1.618 |
811.5 |
|
1.000 |
806.0 |
|
0.618 |
802.5 |
|
HIGH |
797.0 |
|
0.618 |
793.5 |
|
0.500 |
792.5 |
|
0.382 |
791.5 |
|
LOW |
788.0 |
|
0.618 |
782.5 |
|
1.000 |
779.3 |
|
1.618 |
773.8 |
|
2.618 |
764.8 |
|
4.250 |
750.3 |
|
|
| Fisher Pivots for day following 11-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
793.3 |
791.0 |
| PP |
793.0 |
788.3 |
| S1 |
792.5 |
785.5 |
|