ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 31-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
792.0 |
769.9 |
-22.1 |
-2.8% |
771.5 |
| High |
794.5 |
784.9 |
-9.6 |
-1.2% |
796.7 |
| Low |
772.9 |
767.5 |
-5.4 |
-0.7% |
769.4 |
| Close |
774.8 |
780.2 |
5.4 |
0.7% |
774.8 |
| Range |
21.6 |
17.4 |
-4.2 |
-19.4% |
27.3 |
| ATR |
12.9 |
13.2 |
0.3 |
2.5% |
0.0 |
| Volume |
178,558 |
131,442 |
-47,116 |
-26.4% |
688,980 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
829.8 |
822.3 |
789.8 |
|
| R3 |
812.3 |
805.0 |
785.0 |
|
| R2 |
795.0 |
795.0 |
783.5 |
|
| R1 |
787.5 |
787.5 |
781.8 |
791.3 |
| PP |
777.5 |
777.5 |
777.5 |
779.5 |
| S1 |
770.3 |
770.3 |
778.5 |
773.8 |
| S2 |
760.3 |
760.3 |
777.0 |
|
| S3 |
742.8 |
752.8 |
775.5 |
|
| S4 |
725.3 |
735.3 |
770.8 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
862.3 |
845.8 |
789.8 |
|
| R3 |
835.0 |
818.5 |
782.3 |
|
| R2 |
807.5 |
807.5 |
779.8 |
|
| R1 |
791.3 |
791.3 |
777.3 |
799.5 |
| PP |
780.3 |
780.3 |
780.3 |
784.5 |
| S1 |
764.0 |
764.0 |
772.3 |
772.0 |
| S2 |
753.0 |
753.0 |
769.8 |
|
| S3 |
725.8 |
736.5 |
767.3 |
|
| S4 |
698.5 |
709.3 |
759.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
796.7 |
767.5 |
29.2 |
3.7% |
15.0 |
1.9% |
43% |
False |
True |
140,156 |
| 10 |
809.9 |
767.5 |
42.4 |
5.4% |
15.0 |
1.9% |
30% |
False |
True |
135,640 |
| 20 |
809.9 |
767.5 |
42.4 |
5.4% |
14.5 |
1.9% |
30% |
False |
True |
122,235 |
| 40 |
809.9 |
742.2 |
67.7 |
8.7% |
11.8 |
1.5% |
56% |
False |
False |
99,586 |
| 60 |
809.9 |
698.7 |
111.2 |
14.3% |
10.8 |
1.4% |
73% |
False |
False |
66,545 |
| 80 |
809.9 |
682.1 |
127.8 |
16.4% |
10.0 |
1.3% |
77% |
False |
False |
49,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
858.8 |
|
2.618 |
830.5 |
|
1.618 |
813.0 |
|
1.000 |
802.3 |
|
0.618 |
795.8 |
|
HIGH |
785.0 |
|
0.618 |
778.3 |
|
0.500 |
776.3 |
|
0.382 |
774.3 |
|
LOW |
767.5 |
|
0.618 |
756.8 |
|
1.000 |
750.0 |
|
1.618 |
739.3 |
|
2.618 |
722.0 |
|
4.250 |
693.5 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
778.8 |
782.0 |
| PP |
777.5 |
781.5 |
| S1 |
776.3 |
780.8 |
|