ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
808.2 |
785.7 |
-22.5 |
-2.8% |
782.8 |
| High |
809.5 |
787.1 |
-22.4 |
-2.8% |
806.8 |
| Low |
783.5 |
773.2 |
-10.3 |
-1.3% |
775.9 |
| Close |
785.8 |
775.8 |
-10.0 |
-1.3% |
805.9 |
| Range |
26.0 |
13.9 |
-12.1 |
-46.5% |
30.9 |
| ATR |
12.2 |
12.3 |
0.1 |
1.0% |
0.0 |
| Volume |
167,562 |
165,399 |
-2,163 |
-1.3% |
479,839 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
820.5 |
812.0 |
783.5 |
|
| R3 |
806.5 |
798.0 |
779.5 |
|
| R2 |
792.5 |
792.5 |
778.3 |
|
| R1 |
784.3 |
784.3 |
777.0 |
781.5 |
| PP |
778.8 |
778.8 |
778.8 |
777.3 |
| S1 |
770.3 |
770.3 |
774.5 |
767.5 |
| S2 |
764.8 |
764.8 |
773.3 |
|
| S3 |
751.0 |
756.5 |
772.0 |
|
| S4 |
737.0 |
742.5 |
768.3 |
|
|
| 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 |
773.2 |
36.7 |
4.7% |
14.0 |
1.8% |
7% |
False |
True |
117,883 |
| 10 |
809.9 |
773.2 |
36.7 |
4.7% |
13.5 |
1.7% |
7% |
False |
True |
115,163 |
| 20 |
809.9 |
773.2 |
36.7 |
4.7% |
11.8 |
1.5% |
7% |
False |
True |
91,886 |
| 40 |
809.9 |
716.7 |
93.2 |
12.0% |
11.0 |
1.4% |
63% |
False |
False |
76,352 |
| 60 |
809.9 |
691.9 |
118.0 |
15.2% |
10.3 |
1.3% |
71% |
False |
False |
51,011 |
| 80 |
809.9 |
665.7 |
144.2 |
18.6% |
9.5 |
1.2% |
76% |
False |
False |
38,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
846.3 |
|
2.618 |
823.5 |
|
1.618 |
809.5 |
|
1.000 |
801.0 |
|
0.618 |
795.8 |
|
HIGH |
787.0 |
|
0.618 |
781.8 |
|
0.500 |
780.3 |
|
0.382 |
778.5 |
|
LOW |
773.3 |
|
0.618 |
764.5 |
|
1.000 |
759.3 |
|
1.618 |
750.8 |
|
2.618 |
736.8 |
|
4.250 |
714.0 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
780.3 |
791.5 |
| PP |
778.8 |
786.3 |
| S1 |
777.3 |
781.0 |
|