ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
800.8 |
808.2 |
7.4 |
0.9% |
782.8 |
| High |
809.9 |
809.5 |
-0.4 |
0.0% |
806.8 |
| Low |
798.6 |
783.5 |
-15.1 |
-1.9% |
775.9 |
| Close |
808.2 |
785.8 |
-22.4 |
-2.8% |
805.9 |
| Range |
11.3 |
26.0 |
14.7 |
130.1% |
30.9 |
| ATR |
11.2 |
12.2 |
1.1 |
9.5% |
0.0 |
| Volume |
90,370 |
167,562 |
77,192 |
85.4% |
479,839 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
871.0 |
854.3 |
800.0 |
|
| R3 |
845.0 |
828.3 |
793.0 |
|
| R2 |
819.0 |
819.0 |
790.5 |
|
| R1 |
802.3 |
802.3 |
788.3 |
797.8 |
| PP |
793.0 |
793.0 |
793.0 |
790.5 |
| S1 |
776.3 |
776.3 |
783.5 |
771.8 |
| S2 |
767.0 |
767.0 |
781.0 |
|
| S3 |
741.0 |
750.3 |
778.8 |
|
| S4 |
715.0 |
724.3 |
771.5 |
|
|
| 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 |
809.9 |
783.5 |
26.4 |
3.4% |
12.8 |
1.6% |
9% |
False |
True |
101,242 |
| 10 |
809.9 |
774.0 |
35.9 |
4.6% |
13.8 |
1.8% |
33% |
False |
False |
108,911 |
| 20 |
809.9 |
774.0 |
35.9 |
4.6% |
11.5 |
1.5% |
33% |
False |
False |
87,096 |
| 40 |
809.9 |
710.9 |
99.0 |
12.6% |
11.0 |
1.4% |
76% |
False |
False |
72,223 |
| 60 |
809.9 |
691.9 |
118.0 |
15.0% |
10.3 |
1.3% |
80% |
False |
False |
48,255 |
| 80 |
809.9 |
655.5 |
154.4 |
19.6% |
9.5 |
1.2% |
84% |
False |
False |
36,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
920.0 |
|
2.618 |
877.5 |
|
1.618 |
851.5 |
|
1.000 |
835.5 |
|
0.618 |
825.5 |
|
HIGH |
809.5 |
|
0.618 |
799.5 |
|
0.500 |
796.5 |
|
0.382 |
793.5 |
|
LOW |
783.5 |
|
0.618 |
767.5 |
|
1.000 |
757.5 |
|
1.618 |
741.5 |
|
2.618 |
715.5 |
|
4.250 |
673.0 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
796.5 |
796.8 |
| PP |
793.0 |
793.0 |
| S1 |
789.3 |
789.5 |
|