ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
822.0 |
822.8 |
0.8 |
0.1% |
798.2 |
| High |
826.1 |
825.0 |
-1.1 |
-0.1% |
822.9 |
| Low |
820.1 |
818.3 |
-1.8 |
-0.2% |
796.5 |
| Close |
823.8 |
819.9 |
-3.9 |
-0.5% |
820.8 |
| Range |
6.0 |
6.7 |
0.7 |
11.7% |
26.4 |
| ATR |
12.3 |
11.9 |
-0.4 |
-3.2% |
0.0 |
| Volume |
75,315 |
86,296 |
10,981 |
14.6% |
529,032 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
841.3 |
837.3 |
823.5 |
|
| R3 |
834.5 |
830.5 |
821.8 |
|
| R2 |
827.8 |
827.8 |
821.3 |
|
| R1 |
823.8 |
823.8 |
820.5 |
822.5 |
| PP |
821.0 |
821.0 |
821.0 |
820.5 |
| S1 |
817.3 |
817.3 |
819.3 |
815.8 |
| S2 |
814.3 |
814.3 |
818.8 |
|
| S3 |
807.8 |
810.5 |
818.0 |
|
| S4 |
801.0 |
803.8 |
816.3 |
|
|
| 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 |
826.1 |
802.2 |
23.9 |
2.9% |
10.0 |
1.2% |
74% |
False |
False |
97,423 |
| 10 |
826.1 |
785.0 |
41.1 |
5.0% |
10.3 |
1.3% |
85% |
False |
False |
100,052 |
| 20 |
826.1 |
767.5 |
58.6 |
7.1% |
13.0 |
1.6% |
89% |
False |
False |
120,280 |
| 40 |
826.1 |
767.5 |
58.6 |
7.1% |
12.0 |
1.5% |
89% |
False |
False |
101,778 |
| 60 |
826.1 |
710.9 |
115.2 |
14.1% |
11.5 |
1.4% |
95% |
False |
False |
85,449 |
| 80 |
826.1 |
691.9 |
134.2 |
16.4% |
10.8 |
1.3% |
95% |
False |
False |
64,167 |
| 100 |
826.1 |
655.5 |
170.6 |
20.8% |
10.0 |
1.2% |
96% |
False |
False |
51,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
853.5 |
|
2.618 |
842.5 |
|
1.618 |
835.8 |
|
1.000 |
831.8 |
|
0.618 |
829.3 |
|
HIGH |
825.0 |
|
0.618 |
822.5 |
|
0.500 |
821.8 |
|
0.382 |
820.8 |
|
LOW |
818.3 |
|
0.618 |
814.3 |
|
1.000 |
811.5 |
|
1.618 |
807.5 |
|
2.618 |
800.8 |
|
4.250 |
789.8 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
821.8 |
818.5 |
| PP |
821.0 |
817.3 |
| S1 |
820.5 |
816.0 |
|