ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 14-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
809.4 |
822.0 |
12.6 |
1.6% |
798.2 |
| High |
822.9 |
826.1 |
3.2 |
0.4% |
822.9 |
| Low |
805.7 |
820.1 |
14.4 |
1.8% |
796.5 |
| Close |
820.8 |
823.8 |
3.0 |
0.4% |
820.8 |
| Range |
17.2 |
6.0 |
-11.2 |
-65.1% |
26.4 |
| ATR |
12.7 |
12.3 |
-0.5 |
-3.8% |
0.0 |
| Volume |
102,214 |
75,315 |
-26,899 |
-26.3% |
529,032 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
841.3 |
838.5 |
827.0 |
|
| R3 |
835.3 |
832.5 |
825.5 |
|
| R2 |
829.3 |
829.3 |
825.0 |
|
| R1 |
826.5 |
826.5 |
824.3 |
828.0 |
| PP |
823.3 |
823.3 |
823.3 |
824.0 |
| S1 |
820.5 |
820.5 |
823.3 |
822.0 |
| S2 |
817.3 |
817.3 |
822.8 |
|
| S3 |
811.3 |
814.5 |
822.3 |
|
| S4 |
805.3 |
808.5 |
820.5 |
|
|
| 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 |
826.1 |
802.2 |
23.9 |
2.9% |
10.5 |
1.3% |
90% |
True |
False |
98,575 |
| 10 |
826.1 |
781.3 |
44.8 |
5.4% |
11.5 |
1.4% |
95% |
True |
False |
105,326 |
| 20 |
826.1 |
767.5 |
58.6 |
7.1% |
13.3 |
1.6% |
96% |
True |
False |
120,483 |
| 40 |
826.1 |
767.5 |
58.6 |
7.1% |
12.0 |
1.4% |
96% |
True |
False |
102,135 |
| 60 |
826.1 |
710.9 |
115.2 |
14.0% |
11.5 |
1.4% |
98% |
True |
False |
84,012 |
| 80 |
826.1 |
691.9 |
134.2 |
16.3% |
10.8 |
1.3% |
98% |
True |
False |
63,088 |
| 100 |
826.1 |
653.5 |
172.6 |
21.0% |
10.0 |
1.2% |
99% |
True |
False |
50,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
851.5 |
|
2.618 |
841.8 |
|
1.618 |
835.8 |
|
1.000 |
832.0 |
|
0.618 |
829.8 |
|
HIGH |
826.0 |
|
0.618 |
823.8 |
|
0.500 |
823.0 |
|
0.382 |
822.5 |
|
LOW |
820.0 |
|
0.618 |
816.5 |
|
1.000 |
814.0 |
|
1.618 |
810.5 |
|
2.618 |
804.5 |
|
4.250 |
794.5 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
823.5 |
820.5 |
| PP |
823.3 |
817.3 |
| S1 |
823.0 |
814.3 |
|