ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
807.5 |
809.4 |
1.9 |
0.2% |
798.2 |
| High |
812.8 |
822.9 |
10.1 |
1.2% |
822.9 |
| Low |
802.2 |
805.7 |
3.5 |
0.4% |
796.5 |
| Close |
811.7 |
820.8 |
9.1 |
1.1% |
820.8 |
| Range |
10.6 |
17.2 |
6.6 |
62.3% |
26.4 |
| ATR |
12.4 |
12.7 |
0.3 |
2.8% |
0.0 |
| Volume |
119,734 |
102,214 |
-17,520 |
-14.6% |
529,032 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
868.0 |
861.8 |
830.3 |
|
| R3 |
850.8 |
844.5 |
825.5 |
|
| R2 |
833.8 |
833.8 |
824.0 |
|
| R1 |
827.3 |
827.3 |
822.5 |
830.5 |
| PP |
816.5 |
816.5 |
816.5 |
818.0 |
| S1 |
810.0 |
810.0 |
819.3 |
813.3 |
| S2 |
799.3 |
799.3 |
817.8 |
|
| S3 |
782.0 |
792.8 |
816.0 |
|
| S4 |
764.8 |
775.8 |
811.3 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
892.5 |
883.0 |
835.3 |
|
| R3 |
866.3 |
856.8 |
828.0 |
|
| R2 |
839.8 |
839.8 |
825.8 |
|
| R1 |
830.3 |
830.3 |
823.3 |
835.0 |
| PP |
813.5 |
813.5 |
813.5 |
815.8 |
| S1 |
804.0 |
804.0 |
818.5 |
808.8 |
| S2 |
787.0 |
787.0 |
816.0 |
|
| S3 |
760.5 |
777.5 |
813.5 |
|
| S4 |
734.3 |
751.0 |
806.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
822.9 |
796.5 |
26.4 |
3.2% |
12.5 |
1.5% |
92% |
True |
False |
105,806 |
| 10 |
822.9 |
767.5 |
55.4 |
6.7% |
12.8 |
1.5% |
96% |
True |
False |
110,939 |
| 20 |
822.9 |
767.5 |
55.4 |
6.7% |
13.5 |
1.6% |
96% |
True |
False |
120,799 |
| 40 |
822.9 |
765.1 |
57.8 |
7.0% |
12.0 |
1.5% |
96% |
True |
False |
103,929 |
| 60 |
822.9 |
708.7 |
114.2 |
13.9% |
11.5 |
1.4% |
98% |
True |
False |
82,757 |
| 80 |
822.9 |
691.9 |
131.0 |
16.0% |
10.8 |
1.3% |
98% |
True |
False |
62,147 |
| 100 |
822.9 |
643.3 |
179.6 |
21.9% |
10.0 |
1.2% |
99% |
True |
False |
49,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
896.0 |
|
2.618 |
868.0 |
|
1.618 |
850.8 |
|
1.000 |
840.0 |
|
0.618 |
833.5 |
|
HIGH |
823.0 |
|
0.618 |
816.3 |
|
0.500 |
814.3 |
|
0.382 |
812.3 |
|
LOW |
805.8 |
|
0.618 |
795.0 |
|
1.000 |
788.5 |
|
1.618 |
777.8 |
|
2.618 |
760.8 |
|
4.250 |
732.5 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
818.8 |
818.0 |
| PP |
816.5 |
815.3 |
| S1 |
814.3 |
812.5 |
|