ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 07-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
796.3 |
798.2 |
1.9 |
0.2% |
769.9 |
| High |
799.7 |
812.5 |
12.8 |
1.6% |
801.5 |
| Low |
792.4 |
796.5 |
4.1 |
0.5% |
767.5 |
| Close |
798.4 |
806.1 |
7.7 |
1.0% |
798.4 |
| Range |
7.3 |
16.0 |
8.7 |
119.2% |
34.0 |
| ATR |
12.8 |
13.1 |
0.2 |
1.8% |
0.0 |
| Volume |
97,325 |
111,469 |
14,144 |
14.5% |
580,364 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
853.0 |
845.5 |
815.0 |
|
| R3 |
837.0 |
829.5 |
810.5 |
|
| R2 |
821.0 |
821.0 |
809.0 |
|
| R1 |
813.5 |
813.5 |
807.5 |
817.3 |
| PP |
805.0 |
805.0 |
805.0 |
807.0 |
| S1 |
797.5 |
797.5 |
804.8 |
801.3 |
| S2 |
789.0 |
789.0 |
803.3 |
|
| S3 |
773.0 |
781.5 |
801.8 |
|
| S4 |
757.0 |
765.5 |
797.3 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
891.3 |
878.8 |
817.0 |
|
| R3 |
857.3 |
844.8 |
807.8 |
|
| R2 |
823.3 |
823.3 |
804.8 |
|
| R1 |
810.8 |
810.8 |
801.5 |
817.0 |
| PP |
789.3 |
789.3 |
789.3 |
792.3 |
| S1 |
776.8 |
776.8 |
795.3 |
783.0 |
| S2 |
755.3 |
755.3 |
792.3 |
|
| S3 |
721.3 |
742.8 |
789.0 |
|
| S4 |
687.3 |
708.8 |
779.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
812.5 |
781.3 |
31.2 |
3.9% |
12.8 |
1.6% |
79% |
True |
False |
112,078 |
| 10 |
812.5 |
767.5 |
45.0 |
5.6% |
13.8 |
1.7% |
86% |
True |
False |
126,117 |
| 20 |
812.5 |
767.5 |
45.0 |
5.6% |
13.3 |
1.6% |
86% |
True |
False |
119,831 |
| 40 |
812.5 |
764.0 |
48.5 |
6.0% |
11.8 |
1.5% |
87% |
True |
False |
109,800 |
| 60 |
812.5 |
698.7 |
113.8 |
14.1% |
11.3 |
1.4% |
94% |
True |
False |
75,819 |
| 80 |
812.5 |
688.1 |
124.4 |
15.4% |
10.5 |
1.3% |
95% |
True |
False |
56,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
880.5 |
|
2.618 |
854.5 |
|
1.618 |
838.5 |
|
1.000 |
828.5 |
|
0.618 |
822.5 |
|
HIGH |
812.5 |
|
0.618 |
806.5 |
|
0.500 |
804.5 |
|
0.382 |
802.5 |
|
LOW |
796.5 |
|
0.618 |
786.5 |
|
1.000 |
780.5 |
|
1.618 |
770.5 |
|
2.618 |
754.5 |
|
4.250 |
728.5 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
805.5 |
803.8 |
| PP |
805.0 |
801.3 |
| S1 |
804.5 |
798.8 |
|