ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 25-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
771.5 |
777.2 |
5.7 |
0.7% |
800.8 |
| High |
780.6 |
779.5 |
-1.1 |
-0.1% |
809.9 |
| Low |
769.4 |
769.4 |
0.0 |
0.0% |
771.0 |
| Close |
777.2 |
778.2 |
1.0 |
0.1% |
771.9 |
| Range |
11.2 |
10.1 |
-1.1 |
-9.8% |
38.9 |
| ATR |
12.2 |
12.1 |
-0.2 |
-1.2% |
0.0 |
| Volume |
119,639 |
128,271 |
8,632 |
7.2% |
535,985 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
806.0 |
802.3 |
783.8 |
|
| R3 |
796.0 |
792.0 |
781.0 |
|
| R2 |
785.8 |
785.8 |
780.0 |
|
| R1 |
782.0 |
782.0 |
779.3 |
784.0 |
| PP |
775.8 |
775.8 |
775.8 |
776.8 |
| S1 |
772.0 |
772.0 |
777.3 |
773.8 |
| S2 |
765.5 |
765.5 |
776.3 |
|
| S3 |
755.5 |
761.8 |
775.5 |
|
| S4 |
745.5 |
751.8 |
772.8 |
|
|
| 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 |
809.5 |
769.4 |
40.1 |
5.2% |
14.8 |
1.9% |
22% |
False |
True |
138,705 |
| 10 |
809.9 |
769.4 |
40.5 |
5.2% |
12.0 |
1.5% |
22% |
False |
True |
113,346 |
| 20 |
809.9 |
769.4 |
40.5 |
5.2% |
12.5 |
1.6% |
22% |
False |
True |
102,838 |
| 40 |
809.9 |
716.7 |
93.2 |
12.0% |
11.5 |
1.5% |
66% |
False |
False |
85,304 |
| 60 |
809.9 |
693.5 |
116.4 |
15.0% |
10.5 |
1.4% |
73% |
False |
False |
57,020 |
| 80 |
809.9 |
665.7 |
144.2 |
18.5% |
9.8 |
1.2% |
78% |
False |
False |
42,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
822.5 |
|
2.618 |
806.0 |
|
1.618 |
795.8 |
|
1.000 |
789.5 |
|
0.618 |
785.8 |
|
HIGH |
779.5 |
|
0.618 |
775.8 |
|
0.500 |
774.5 |
|
0.382 |
773.3 |
|
LOW |
769.5 |
|
0.618 |
763.3 |
|
1.000 |
759.3 |
|
1.618 |
753.0 |
|
2.618 |
743.0 |
|
4.250 |
726.5 |
|
|
| Fisher Pivots for day following 25-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
777.0 |
777.5 |
| PP |
775.8 |
777.0 |
| S1 |
774.5 |
776.3 |
|