ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
769.9 |
781.3 |
11.4 |
1.5% |
771.5 |
| High |
784.9 |
800.3 |
15.4 |
2.0% |
796.7 |
| Low |
767.5 |
781.3 |
13.8 |
1.8% |
769.4 |
| Close |
780.2 |
796.1 |
15.9 |
2.0% |
774.8 |
| Range |
17.4 |
19.0 |
1.6 |
9.2% |
27.3 |
| ATR |
13.2 |
13.7 |
0.5 |
3.8% |
0.0 |
| Volume |
131,442 |
139,037 |
7,595 |
5.8% |
688,980 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
849.5 |
841.8 |
806.5 |
|
| R3 |
830.5 |
822.8 |
801.3 |
|
| R2 |
811.5 |
811.5 |
799.5 |
|
| R1 |
803.8 |
803.8 |
797.8 |
807.8 |
| PP |
792.5 |
792.5 |
792.5 |
794.5 |
| S1 |
784.8 |
784.8 |
794.3 |
788.8 |
| S2 |
773.5 |
773.5 |
792.5 |
|
| S3 |
754.5 |
765.8 |
791.0 |
|
| S4 |
735.5 |
746.8 |
785.8 |
|
|
| 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 |
800.3 |
767.5 |
32.8 |
4.1% |
16.8 |
2.1% |
87% |
True |
False |
142,309 |
| 10 |
809.5 |
767.5 |
42.0 |
5.3% |
15.8 |
2.0% |
68% |
False |
False |
140,507 |
| 20 |
809.9 |
767.5 |
42.4 |
5.3% |
14.5 |
1.8% |
67% |
False |
False |
123,707 |
| 40 |
809.9 |
747.5 |
62.4 |
7.8% |
11.8 |
1.5% |
78% |
False |
False |
103,024 |
| 60 |
809.9 |
698.7 |
111.2 |
14.0% |
11.0 |
1.4% |
88% |
False |
False |
68,826 |
| 80 |
809.9 |
682.1 |
127.8 |
16.1% |
10.3 |
1.3% |
89% |
False |
False |
51,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
881.0 |
|
2.618 |
850.0 |
|
1.618 |
831.0 |
|
1.000 |
819.3 |
|
0.618 |
812.0 |
|
HIGH |
800.3 |
|
0.618 |
793.0 |
|
0.500 |
790.8 |
|
0.382 |
788.5 |
|
LOW |
781.3 |
|
0.618 |
769.5 |
|
1.000 |
762.3 |
|
1.618 |
750.5 |
|
2.618 |
731.5 |
|
4.250 |
700.5 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
794.3 |
792.0 |
| PP |
792.5 |
788.0 |
| S1 |
790.8 |
784.0 |
|