ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 09-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
805.9 |
811.4 |
5.5 |
0.7% |
769.9 |
| High |
812.8 |
813.1 |
0.3 |
0.0% |
801.5 |
| Low |
803.3 |
804.1 |
0.8 |
0.1% |
767.5 |
| Close |
811.9 |
809.6 |
-2.3 |
-0.3% |
798.4 |
| Range |
9.5 |
9.0 |
-0.5 |
-5.3% |
34.0 |
| ATR |
12.8 |
12.5 |
-0.3 |
-2.1% |
0.0 |
| Volume |
92,055 |
103,560 |
11,505 |
12.5% |
580,364 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
836.0 |
831.8 |
814.5 |
|
| R3 |
827.0 |
822.8 |
812.0 |
|
| R2 |
818.0 |
818.0 |
811.3 |
|
| R1 |
813.8 |
813.8 |
810.5 |
811.3 |
| PP |
809.0 |
809.0 |
809.0 |
807.8 |
| S1 |
804.8 |
804.8 |
808.8 |
802.3 |
| S2 |
800.0 |
800.0 |
808.0 |
|
| S3 |
791.0 |
795.8 |
807.0 |
|
| S4 |
782.0 |
786.8 |
804.8 |
|
|
| 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 |
813.1 |
785.0 |
28.1 |
3.5% |
11.0 |
1.4% |
88% |
True |
False |
105,194 |
| 10 |
813.1 |
767.5 |
45.6 |
5.6% |
13.0 |
1.6% |
92% |
True |
False |
117,908 |
| 20 |
813.1 |
767.5 |
45.6 |
5.6% |
13.0 |
1.6% |
92% |
True |
False |
118,034 |
| 40 |
813.1 |
765.1 |
48.0 |
5.9% |
11.8 |
1.5% |
93% |
True |
False |
106,657 |
| 60 |
813.1 |
698.7 |
114.4 |
14.1% |
11.3 |
1.4% |
97% |
True |
False |
79,078 |
| 80 |
813.1 |
688.1 |
125.0 |
15.4% |
10.5 |
1.3% |
97% |
True |
False |
59,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
851.3 |
|
2.618 |
836.8 |
|
1.618 |
827.8 |
|
1.000 |
822.0 |
|
0.618 |
818.8 |
|
HIGH |
813.0 |
|
0.618 |
809.8 |
|
0.500 |
808.5 |
|
0.382 |
807.5 |
|
LOW |
804.0 |
|
0.618 |
798.5 |
|
1.000 |
795.0 |
|
1.618 |
789.5 |
|
2.618 |
780.5 |
|
4.250 |
765.8 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
809.3 |
808.0 |
| PP |
809.0 |
806.5 |
| S1 |
808.5 |
804.8 |
|