ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 03-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
797.2 |
795.3 |
-1.9 |
-0.2% |
771.5 |
| High |
801.5 |
798.6 |
-2.9 |
-0.4% |
796.7 |
| Low |
793.9 |
785.0 |
-8.9 |
-1.1% |
769.4 |
| Close |
795.3 |
796.3 |
1.0 |
0.1% |
774.8 |
| Range |
7.6 |
13.6 |
6.0 |
78.9% |
27.3 |
| ATR |
13.2 |
13.3 |
0.0 |
0.2% |
0.0 |
| Volume |
90,996 |
121,564 |
30,568 |
33.6% |
688,980 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
834.0 |
828.8 |
803.8 |
|
| R3 |
820.5 |
815.3 |
800.0 |
|
| R2 |
807.0 |
807.0 |
798.8 |
|
| R1 |
801.5 |
801.5 |
797.5 |
804.3 |
| PP |
793.3 |
793.3 |
793.3 |
794.5 |
| S1 |
788.0 |
788.0 |
795.0 |
790.8 |
| S2 |
779.8 |
779.8 |
793.8 |
|
| S3 |
766.0 |
774.5 |
792.5 |
|
| S4 |
752.5 |
760.8 |
788.8 |
|
|
| 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 |
801.5 |
767.5 |
34.0 |
4.3% |
15.8 |
2.0% |
85% |
False |
False |
132,319 |
| 10 |
801.5 |
767.5 |
34.0 |
4.3% |
13.8 |
1.7% |
85% |
False |
False |
128,467 |
| 20 |
809.9 |
767.5 |
42.4 |
5.3% |
13.8 |
1.7% |
68% |
False |
False |
121,815 |
| 40 |
809.9 |
757.1 |
52.8 |
6.6% |
11.8 |
1.5% |
74% |
False |
False |
107,785 |
| 60 |
809.9 |
698.7 |
111.2 |
14.0% |
11.3 |
1.4% |
88% |
False |
False |
72,340 |
| 80 |
809.9 |
688.1 |
121.8 |
15.3% |
10.3 |
1.3% |
89% |
False |
False |
54,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
856.5 |
|
2.618 |
834.3 |
|
1.618 |
820.5 |
|
1.000 |
812.3 |
|
0.618 |
807.0 |
|
HIGH |
798.5 |
|
0.618 |
793.5 |
|
0.500 |
791.8 |
|
0.382 |
790.3 |
|
LOW |
785.0 |
|
0.618 |
776.5 |
|
1.000 |
771.5 |
|
1.618 |
763.0 |
|
2.618 |
749.5 |
|
4.250 |
727.3 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
794.8 |
794.8 |
| PP |
793.3 |
793.0 |
| S1 |
791.8 |
791.5 |
|