ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 21-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
785.7 |
775.1 |
-10.6 |
-1.3% |
800.8 |
| High |
787.1 |
783.1 |
-4.0 |
-0.5% |
809.9 |
| Low |
773.2 |
771.0 |
-2.2 |
-0.3% |
771.0 |
| Close |
775.8 |
771.9 |
-3.9 |
-0.5% |
771.9 |
| Range |
13.9 |
12.1 |
-1.8 |
-12.9% |
38.9 |
| ATR |
12.3 |
12.3 |
0.0 |
-0.1% |
0.0 |
| Volume |
165,399 |
112,654 |
-52,745 |
-31.9% |
535,985 |
|
| Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
811.8 |
803.8 |
778.5 |
|
| R3 |
799.5 |
791.8 |
775.3 |
|
| R2 |
787.5 |
787.5 |
774.0 |
|
| R1 |
779.8 |
779.8 |
773.0 |
777.5 |
| PP |
775.3 |
775.3 |
775.3 |
774.3 |
| S1 |
767.5 |
767.5 |
770.8 |
765.5 |
| S2 |
763.3 |
763.3 |
769.8 |
|
| S3 |
751.3 |
755.5 |
768.5 |
|
| S4 |
739.0 |
743.3 |
765.3 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
901.0 |
875.3 |
793.3 |
|
| R3 |
862.0 |
836.5 |
782.5 |
|
| R2 |
823.3 |
823.3 |
779.0 |
|
| R1 |
797.5 |
797.5 |
775.5 |
791.0 |
| PP |
784.3 |
784.3 |
784.3 |
781.0 |
| S1 |
758.8 |
758.8 |
768.3 |
752.0 |
| S2 |
745.3 |
745.3 |
764.8 |
|
| S3 |
706.5 |
719.8 |
761.3 |
|
| S4 |
667.5 |
680.8 |
750.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
809.9 |
771.0 |
38.9 |
5.0% |
15.0 |
1.9% |
2% |
False |
True |
123,524 |
| 10 |
809.9 |
771.0 |
38.9 |
5.0% |
13.8 |
1.8% |
2% |
False |
True |
116,327 |
| 20 |
809.9 |
771.0 |
38.9 |
5.0% |
12.0 |
1.6% |
2% |
False |
True |
94,573 |
| 40 |
809.9 |
716.7 |
93.2 |
12.1% |
11.0 |
1.4% |
59% |
False |
False |
79,163 |
| 60 |
809.9 |
693.5 |
116.4 |
15.1% |
10.5 |
1.3% |
67% |
False |
False |
52,888 |
| 80 |
809.9 |
665.7 |
144.2 |
18.7% |
9.5 |
1.2% |
74% |
False |
False |
39,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
834.5 |
|
2.618 |
814.8 |
|
1.618 |
802.8 |
|
1.000 |
795.3 |
|
0.618 |
790.5 |
|
HIGH |
783.0 |
|
0.618 |
778.5 |
|
0.500 |
777.0 |
|
0.382 |
775.5 |
|
LOW |
771.0 |
|
0.618 |
763.5 |
|
1.000 |
759.0 |
|
1.618 |
751.5 |
|
2.618 |
739.3 |
|
4.250 |
719.5 |
|
|
| Fisher Pivots for day following 21-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
777.0 |
790.3 |
| PP |
775.3 |
784.3 |
| S1 |
773.5 |
778.0 |
|