ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
781.3 |
797.2 |
15.9 |
2.0% |
771.5 |
| High |
800.3 |
801.5 |
1.2 |
0.1% |
796.7 |
| Low |
781.3 |
793.9 |
12.6 |
1.6% |
769.4 |
| Close |
796.1 |
795.3 |
-0.8 |
-0.1% |
774.8 |
| Range |
19.0 |
7.6 |
-11.4 |
-60.0% |
27.3 |
| ATR |
13.7 |
13.2 |
-0.4 |
-3.2% |
0.0 |
| Volume |
139,037 |
90,996 |
-48,041 |
-34.6% |
688,980 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
819.8 |
815.0 |
799.5 |
|
| R3 |
812.0 |
807.5 |
797.5 |
|
| R2 |
804.5 |
804.5 |
796.8 |
|
| R1 |
800.0 |
800.0 |
796.0 |
798.5 |
| PP |
797.0 |
797.0 |
797.0 |
796.3 |
| S1 |
792.3 |
792.3 |
794.5 |
790.8 |
| S2 |
789.3 |
789.3 |
794.0 |
|
| S3 |
781.8 |
784.8 |
793.3 |
|
| S4 |
774.0 |
777.0 |
791.0 |
|
|
| 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 |
801.5 |
767.5 |
34.0 |
4.3% |
15.0 |
1.9% |
82% |
True |
False |
130,622 |
| 10 |
801.5 |
767.5 |
34.0 |
4.3% |
13.8 |
1.7% |
82% |
True |
False |
132,850 |
| 20 |
809.9 |
767.5 |
42.4 |
5.3% |
13.8 |
1.7% |
66% |
False |
False |
120,881 |
| 40 |
809.9 |
756.0 |
53.9 |
6.8% |
11.8 |
1.5% |
73% |
False |
False |
105,196 |
| 60 |
809.9 |
698.7 |
111.2 |
14.0% |
11.3 |
1.4% |
87% |
False |
False |
70,314 |
| 80 |
809.9 |
682.1 |
127.8 |
16.1% |
10.3 |
1.3% |
89% |
False |
False |
52,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
833.8 |
|
2.618 |
821.5 |
|
1.618 |
813.8 |
|
1.000 |
809.0 |
|
0.618 |
806.3 |
|
HIGH |
801.5 |
|
0.618 |
798.5 |
|
0.500 |
797.8 |
|
0.382 |
796.8 |
|
LOW |
794.0 |
|
0.618 |
789.3 |
|
1.000 |
786.3 |
|
1.618 |
781.5 |
|
2.618 |
774.0 |
|
4.250 |
761.5 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
797.8 |
791.8 |
| PP |
797.0 |
788.0 |
| S1 |
796.0 |
784.5 |
|