ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
794.1 |
800.5 |
6.4 |
0.8% |
784.5 |
| High |
801.4 |
803.0 |
1.6 |
0.2% |
800.3 |
| Low |
793.6 |
795.5 |
1.9 |
0.2% |
774.0 |
| Close |
800.4 |
800.0 |
-0.4 |
0.0% |
784.7 |
| Range |
7.8 |
7.5 |
-0.3 |
-3.8% |
26.3 |
| ATR |
11.4 |
11.1 |
-0.3 |
-2.4% |
0.0 |
| Volume |
82,195 |
84,449 |
2,254 |
2.7% |
608,466 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
822.0 |
818.5 |
804.0 |
|
| R3 |
814.5 |
811.0 |
802.0 |
|
| R2 |
807.0 |
807.0 |
801.5 |
|
| R1 |
803.5 |
803.5 |
800.8 |
801.5 |
| PP |
799.5 |
799.5 |
799.5 |
798.5 |
| S1 |
796.0 |
796.0 |
799.3 |
794.0 |
| S2 |
792.0 |
792.0 |
798.5 |
|
| S3 |
784.5 |
788.5 |
798.0 |
|
| S4 |
777.0 |
781.0 |
796.0 |
|
|
| 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 |
803.0 |
774.0 |
29.0 |
3.6% |
12.3 |
1.5% |
90% |
True |
False |
109,130 |
| 10 |
803.0 |
774.0 |
29.0 |
3.6% |
13.8 |
1.7% |
90% |
True |
False |
106,807 |
| 20 |
803.0 |
765.1 |
37.9 |
4.7% |
10.5 |
1.3% |
92% |
True |
False |
87,059 |
| 40 |
803.0 |
708.7 |
94.3 |
11.8% |
10.5 |
1.3% |
97% |
True |
False |
63,735 |
| 60 |
803.0 |
691.9 |
111.1 |
13.9% |
9.8 |
1.2% |
97% |
True |
False |
42,596 |
| 80 |
803.0 |
643.3 |
159.7 |
20.0% |
9.3 |
1.1% |
98% |
True |
False |
31,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
835.0 |
|
2.618 |
822.8 |
|
1.618 |
815.3 |
|
1.000 |
810.5 |
|
0.618 |
807.8 |
|
HIGH |
803.0 |
|
0.618 |
800.3 |
|
0.500 |
799.3 |
|
0.382 |
798.3 |
|
LOW |
795.5 |
|
0.618 |
790.8 |
|
1.000 |
788.0 |
|
1.618 |
783.3 |
|
2.618 |
775.8 |
|
4.250 |
763.5 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
799.8 |
798.5 |
| PP |
799.5 |
797.0 |
| S1 |
799.3 |
795.5 |
|