ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
775.1 |
771.5 |
-3.6 |
-0.5% |
800.8 |
| High |
783.1 |
780.6 |
-2.5 |
-0.3% |
809.9 |
| Low |
771.0 |
769.4 |
-1.6 |
-0.2% |
771.0 |
| Close |
771.9 |
777.2 |
5.3 |
0.7% |
771.9 |
| Range |
12.1 |
11.2 |
-0.9 |
-7.4% |
38.9 |
| ATR |
12.3 |
12.2 |
-0.1 |
-0.6% |
0.0 |
| Volume |
112,654 |
119,639 |
6,985 |
6.2% |
535,985 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
809.3 |
804.5 |
783.3 |
|
| R3 |
798.3 |
793.3 |
780.3 |
|
| R2 |
787.0 |
787.0 |
779.3 |
|
| R1 |
782.0 |
782.0 |
778.3 |
784.5 |
| PP |
775.8 |
775.8 |
775.8 |
777.0 |
| S1 |
770.8 |
770.8 |
776.3 |
773.3 |
| S2 |
764.5 |
764.5 |
775.3 |
|
| S3 |
753.3 |
759.8 |
774.0 |
|
| S4 |
742.3 |
748.5 |
771.0 |
|
|
| 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 |
769.4 |
40.5 |
5.2% |
15.0 |
1.9% |
19% |
False |
True |
131,124 |
| 10 |
809.9 |
769.4 |
40.5 |
5.2% |
12.8 |
1.6% |
19% |
False |
True |
113,546 |
| 20 |
809.9 |
769.4 |
40.5 |
5.2% |
12.3 |
1.6% |
19% |
False |
True |
98,276 |
| 40 |
809.9 |
716.7 |
93.2 |
12.0% |
11.3 |
1.5% |
65% |
False |
False |
82,097 |
| 60 |
809.9 |
693.5 |
116.4 |
15.0% |
10.5 |
1.3% |
72% |
False |
False |
54,882 |
| 80 |
809.9 |
665.7 |
144.2 |
18.6% |
9.5 |
1.2% |
77% |
False |
False |
41,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
828.3 |
|
2.618 |
810.0 |
|
1.618 |
798.8 |
|
1.000 |
791.8 |
|
0.618 |
787.5 |
|
HIGH |
780.5 |
|
0.618 |
776.3 |
|
0.500 |
775.0 |
|
0.382 |
773.8 |
|
LOW |
769.5 |
|
0.618 |
762.5 |
|
1.000 |
758.3 |
|
1.618 |
751.3 |
|
2.618 |
740.0 |
|
4.250 |
721.8 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
776.5 |
778.3 |
| PP |
775.8 |
778.0 |
| S1 |
775.0 |
777.5 |
|