ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
822.8 |
820.4 |
-2.4 |
-0.3% |
798.2 |
| High |
825.0 |
828.3 |
3.3 |
0.4% |
822.9 |
| Low |
818.3 |
820.1 |
1.8 |
0.2% |
796.5 |
| Close |
819.9 |
826.4 |
6.5 |
0.8% |
820.8 |
| Range |
6.7 |
8.2 |
1.5 |
22.4% |
26.4 |
| ATR |
11.9 |
11.6 |
-0.2 |
-2.1% |
0.0 |
| Volume |
86,296 |
94,933 |
8,637 |
10.0% |
529,032 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
849.5 |
846.3 |
831.0 |
|
| R3 |
841.3 |
838.0 |
828.8 |
|
| R2 |
833.3 |
833.3 |
828.0 |
|
| R1 |
829.8 |
829.8 |
827.3 |
831.5 |
| PP |
825.0 |
825.0 |
825.0 |
825.8 |
| S1 |
821.5 |
821.5 |
825.8 |
823.3 |
| S2 |
816.8 |
816.8 |
825.0 |
|
| S3 |
808.5 |
813.3 |
824.3 |
|
| S4 |
800.3 |
805.3 |
822.0 |
|
|
| 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 |
828.3 |
802.2 |
26.1 |
3.2% |
9.8 |
1.2% |
93% |
True |
False |
95,698 |
| 10 |
828.3 |
785.0 |
43.3 |
5.2% |
10.5 |
1.3% |
96% |
True |
False |
100,446 |
| 20 |
828.3 |
767.5 |
60.8 |
7.4% |
12.3 |
1.5% |
97% |
True |
False |
116,648 |
| 40 |
828.3 |
767.5 |
60.8 |
7.4% |
11.8 |
1.4% |
97% |
True |
False |
101,872 |
| 60 |
828.3 |
710.9 |
117.4 |
14.2% |
11.3 |
1.4% |
98% |
True |
False |
87,031 |
| 80 |
828.3 |
691.9 |
136.4 |
16.5% |
10.8 |
1.3% |
99% |
True |
False |
65,353 |
| 100 |
828.3 |
655.5 |
172.8 |
20.9% |
10.0 |
1.2% |
99% |
True |
False |
52,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
863.3 |
|
2.618 |
849.8 |
|
1.618 |
841.5 |
|
1.000 |
836.5 |
|
0.618 |
833.3 |
|
HIGH |
828.3 |
|
0.618 |
825.3 |
|
0.500 |
824.3 |
|
0.382 |
823.3 |
|
LOW |
820.0 |
|
0.618 |
815.0 |
|
1.000 |
812.0 |
|
1.618 |
806.8 |
|
2.618 |
798.8 |
|
4.250 |
785.3 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
825.8 |
825.3 |
| PP |
825.0 |
824.3 |
| S1 |
824.3 |
823.3 |
|