ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
798.2 |
805.9 |
7.7 |
1.0% |
769.9 |
| High |
812.5 |
812.8 |
0.3 |
0.0% |
801.5 |
| Low |
796.5 |
803.3 |
6.8 |
0.9% |
767.5 |
| Close |
806.1 |
811.9 |
5.8 |
0.7% |
798.4 |
| Range |
16.0 |
9.5 |
-6.5 |
-40.6% |
34.0 |
| ATR |
13.1 |
12.8 |
-0.3 |
-1.9% |
0.0 |
| Volume |
111,469 |
92,055 |
-19,414 |
-17.4% |
580,364 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
837.8 |
834.3 |
817.0 |
|
| R3 |
828.3 |
824.8 |
814.5 |
|
| R2 |
818.8 |
818.8 |
813.8 |
|
| R1 |
815.3 |
815.3 |
812.8 |
817.0 |
| PP |
809.3 |
809.3 |
809.3 |
810.3 |
| S1 |
805.8 |
805.8 |
811.0 |
807.5 |
| S2 |
799.8 |
799.8 |
810.3 |
|
| S3 |
790.3 |
796.3 |
809.3 |
|
| S4 |
780.8 |
786.8 |
806.8 |
|
|
| 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 |
812.8 |
785.0 |
27.8 |
3.4% |
10.8 |
1.3% |
97% |
True |
False |
102,681 |
| 10 |
812.8 |
767.5 |
45.3 |
5.6% |
13.8 |
1.7% |
98% |
True |
False |
122,495 |
| 20 |
812.8 |
767.5 |
45.3 |
5.6% |
13.0 |
1.6% |
98% |
True |
False |
117,920 |
| 40 |
812.8 |
765.1 |
47.7 |
5.9% |
11.8 |
1.5% |
98% |
True |
False |
108,473 |
| 60 |
812.8 |
698.7 |
114.1 |
14.1% |
11.3 |
1.4% |
99% |
True |
False |
77,353 |
| 80 |
812.8 |
688.1 |
124.7 |
15.4% |
10.5 |
1.3% |
99% |
True |
False |
58,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
853.3 |
|
2.618 |
837.8 |
|
1.618 |
828.3 |
|
1.000 |
822.3 |
|
0.618 |
818.8 |
|
HIGH |
812.8 |
|
0.618 |
809.3 |
|
0.500 |
808.0 |
|
0.382 |
807.0 |
|
LOW |
803.3 |
|
0.618 |
797.5 |
|
1.000 |
793.8 |
|
1.618 |
788.0 |
|
2.618 |
778.5 |
|
4.250 |
763.0 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
810.5 |
808.8 |
| PP |
809.3 |
805.8 |
| S1 |
808.0 |
802.5 |
|