ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 27-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
778.6 |
791.3 |
12.7 |
1.6% |
800.8 |
| High |
793.8 |
796.7 |
2.9 |
0.4% |
809.9 |
| Low |
777.4 |
787.3 |
9.9 |
1.3% |
771.0 |
| Close |
791.1 |
792.6 |
1.5 |
0.2% |
771.9 |
| Range |
16.4 |
9.4 |
-7.0 |
-42.7% |
38.9 |
| ATR |
12.4 |
12.2 |
-0.2 |
-1.7% |
0.0 |
| Volume |
149,434 |
113,078 |
-36,356 |
-24.3% |
535,985 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
820.5 |
816.0 |
797.8 |
|
| R3 |
811.0 |
806.5 |
795.3 |
|
| R2 |
801.5 |
801.5 |
794.3 |
|
| R1 |
797.0 |
797.0 |
793.5 |
799.3 |
| PP |
792.3 |
792.3 |
792.3 |
793.3 |
| S1 |
787.8 |
787.8 |
791.8 |
790.0 |
| S2 |
782.8 |
782.8 |
791.0 |
|
| S3 |
773.5 |
778.3 |
790.0 |
|
| S4 |
764.0 |
769.0 |
787.5 |
|
|
| 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 |
796.7 |
769.4 |
27.3 |
3.4% |
11.8 |
1.5% |
85% |
True |
False |
124,615 |
| 10 |
809.9 |
769.4 |
40.5 |
5.1% |
13.0 |
1.6% |
57% |
False |
False |
121,249 |
| 20 |
809.9 |
769.4 |
40.5 |
5.1% |
13.3 |
1.7% |
57% |
False |
False |
112,063 |
| 40 |
809.9 |
727.5 |
82.4 |
10.4% |
11.3 |
1.4% |
79% |
False |
False |
91,863 |
| 60 |
809.9 |
698.7 |
111.2 |
14.0% |
10.8 |
1.3% |
84% |
False |
False |
61,395 |
| 80 |
809.9 |
680.6 |
129.3 |
16.3% |
9.8 |
1.2% |
87% |
False |
False |
46,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
836.8 |
|
2.618 |
821.3 |
|
1.618 |
812.0 |
|
1.000 |
806.0 |
|
0.618 |
802.5 |
|
HIGH |
796.8 |
|
0.618 |
793.0 |
|
0.500 |
792.0 |
|
0.382 |
791.0 |
|
LOW |
787.3 |
|
0.618 |
781.5 |
|
1.000 |
778.0 |
|
1.618 |
772.0 |
|
2.618 |
762.8 |
|
4.250 |
747.3 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
792.5 |
789.5 |
| PP |
792.3 |
786.3 |
| S1 |
792.0 |
783.0 |
|