ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
811.4 |
807.5 |
-3.9 |
-0.5% |
769.9 |
| High |
813.1 |
812.8 |
-0.3 |
0.0% |
801.5 |
| Low |
804.1 |
802.2 |
-1.9 |
-0.2% |
767.5 |
| Close |
809.6 |
811.7 |
2.1 |
0.3% |
798.4 |
| Range |
9.0 |
10.6 |
1.6 |
17.8% |
34.0 |
| ATR |
12.5 |
12.4 |
-0.1 |
-1.1% |
0.0 |
| Volume |
103,560 |
119,734 |
16,174 |
15.6% |
580,364 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
840.8 |
836.8 |
817.5 |
|
| R3 |
830.0 |
826.3 |
814.5 |
|
| R2 |
819.5 |
819.5 |
813.8 |
|
| R1 |
815.5 |
815.5 |
812.8 |
817.5 |
| PP |
809.0 |
809.0 |
809.0 |
810.0 |
| S1 |
805.0 |
805.0 |
810.8 |
807.0 |
| S2 |
798.3 |
798.3 |
809.8 |
|
| S3 |
787.8 |
794.5 |
808.8 |
|
| S4 |
777.0 |
783.8 |
805.8 |
|
|
| 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 |
792.4 |
20.7 |
2.6% |
10.5 |
1.3% |
93% |
False |
False |
104,828 |
| 10 |
813.1 |
767.5 |
45.6 |
5.6% |
13.3 |
1.6% |
97% |
False |
False |
118,574 |
| 20 |
813.1 |
767.5 |
45.6 |
5.6% |
13.0 |
1.6% |
97% |
False |
False |
119,911 |
| 40 |
813.1 |
765.1 |
48.0 |
5.9% |
12.0 |
1.5% |
97% |
False |
False |
105,638 |
| 60 |
813.1 |
703.5 |
109.6 |
13.5% |
11.3 |
1.4% |
99% |
False |
False |
81,053 |
| 80 |
813.1 |
691.9 |
121.2 |
14.9% |
10.5 |
1.3% |
99% |
False |
False |
60,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
857.8 |
|
2.618 |
840.5 |
|
1.618 |
830.0 |
|
1.000 |
823.5 |
|
0.618 |
819.3 |
|
HIGH |
812.8 |
|
0.618 |
808.8 |
|
0.500 |
807.5 |
|
0.382 |
806.3 |
|
LOW |
802.3 |
|
0.618 |
795.8 |
|
1.000 |
791.5 |
|
1.618 |
785.0 |
|
2.618 |
774.5 |
|
4.250 |
757.3 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
810.3 |
810.3 |
| PP |
809.0 |
809.0 |
| S1 |
807.5 |
807.8 |
|