ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 14-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
800.5 |
801.0 |
0.5 |
0.1% |
782.8 |
| High |
803.0 |
806.8 |
3.8 |
0.5% |
806.8 |
| Low |
795.5 |
795.2 |
-0.3 |
0.0% |
775.9 |
| Close |
800.0 |
805.9 |
5.9 |
0.7% |
805.9 |
| Range |
7.5 |
11.6 |
4.1 |
54.7% |
30.9 |
| ATR |
11.1 |
11.1 |
0.0 |
0.3% |
0.0 |
| Volume |
84,449 |
81,635 |
-2,814 |
-3.3% |
479,839 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837.5 |
833.3 |
812.3 |
|
| R3 |
825.8 |
821.8 |
809.0 |
|
| R2 |
814.3 |
814.3 |
808.0 |
|
| R1 |
810.0 |
810.0 |
807.0 |
812.3 |
| PP |
802.8 |
802.8 |
802.8 |
803.8 |
| S1 |
798.5 |
798.5 |
804.8 |
800.5 |
| S2 |
791.0 |
791.0 |
803.8 |
|
| S3 |
779.5 |
786.8 |
802.8 |
|
| S4 |
767.8 |
775.3 |
799.5 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
889.0 |
878.3 |
823.0 |
|
| R3 |
858.0 |
847.5 |
814.5 |
|
| R2 |
827.0 |
827.0 |
811.5 |
|
| R1 |
816.5 |
816.5 |
808.8 |
821.8 |
| PP |
796.3 |
796.3 |
796.3 |
798.8 |
| S1 |
785.5 |
785.5 |
803.0 |
791.0 |
| S2 |
765.3 |
765.3 |
800.3 |
|
| S3 |
734.5 |
754.8 |
797.5 |
|
| S4 |
703.5 |
723.8 |
789.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
806.8 |
775.9 |
30.9 |
3.8% |
10.5 |
1.3% |
97% |
True |
False |
95,967 |
| 10 |
806.8 |
774.0 |
32.8 |
4.1% |
14.0 |
1.7% |
97% |
True |
False |
108,830 |
| 20 |
806.8 |
769.5 |
37.3 |
4.6% |
10.5 |
1.3% |
98% |
True |
False |
83,787 |
| 40 |
806.8 |
710.9 |
95.9 |
11.9% |
10.5 |
1.3% |
99% |
True |
False |
65,776 |
| 60 |
806.8 |
691.9 |
114.9 |
14.3% |
9.8 |
1.2% |
99% |
True |
False |
43,956 |
| 80 |
806.8 |
653.5 |
153.3 |
19.0% |
9.3 |
1.2% |
99% |
True |
False |
32,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
856.0 |
|
2.618 |
837.3 |
|
1.618 |
825.5 |
|
1.000 |
818.5 |
|
0.618 |
814.0 |
|
HIGH |
806.8 |
|
0.618 |
802.3 |
|
0.500 |
801.0 |
|
0.382 |
799.8 |
|
LOW |
795.3 |
|
0.618 |
788.0 |
|
1.000 |
783.5 |
|
1.618 |
776.5 |
|
2.618 |
764.8 |
|
4.250 |
746.0 |
|
|
| Fisher Pivots for day following 14-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
804.3 |
804.0 |
| PP |
802.8 |
802.0 |
| S1 |
801.0 |
800.3 |
|