ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
820.4 |
825.7 |
5.3 |
0.6% |
798.2 |
| High |
828.3 |
835.3 |
7.0 |
0.8% |
822.9 |
| Low |
820.1 |
824.1 |
4.0 |
0.5% |
796.5 |
| Close |
826.4 |
832.4 |
6.0 |
0.7% |
820.8 |
| Range |
8.2 |
11.2 |
3.0 |
36.6% |
26.4 |
| ATR |
11.6 |
11.6 |
0.0 |
-0.3% |
0.0 |
| Volume |
94,933 |
93,805 |
-1,128 |
-1.2% |
529,032 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
864.3 |
859.5 |
838.5 |
|
| R3 |
853.0 |
848.3 |
835.5 |
|
| R2 |
841.8 |
841.8 |
834.5 |
|
| R1 |
837.0 |
837.0 |
833.5 |
839.5 |
| PP |
830.5 |
830.5 |
830.5 |
831.8 |
| S1 |
826.0 |
826.0 |
831.3 |
828.3 |
| S2 |
819.5 |
819.5 |
830.3 |
|
| S3 |
808.3 |
814.8 |
829.3 |
|
| S4 |
797.0 |
803.5 |
826.3 |
|
|
| 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 |
835.3 |
805.7 |
29.6 |
3.6% |
9.8 |
1.2% |
90% |
True |
False |
90,512 |
| 10 |
835.3 |
792.4 |
42.9 |
5.2% |
10.3 |
1.2% |
93% |
True |
False |
97,670 |
| 20 |
835.3 |
767.5 |
67.8 |
8.1% |
12.0 |
1.4% |
96% |
True |
False |
113,068 |
| 40 |
835.3 |
767.5 |
67.8 |
8.1% |
11.8 |
1.4% |
96% |
True |
False |
102,477 |
| 60 |
835.3 |
716.7 |
118.6 |
14.2% |
11.3 |
1.4% |
98% |
True |
False |
88,591 |
| 80 |
835.3 |
691.9 |
143.4 |
17.2% |
10.8 |
1.3% |
98% |
True |
False |
66,525 |
| 100 |
835.3 |
665.7 |
169.6 |
20.4% |
10.0 |
1.2% |
98% |
True |
False |
53,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
883.0 |
|
2.618 |
864.5 |
|
1.618 |
853.5 |
|
1.000 |
846.5 |
|
0.618 |
842.3 |
|
HIGH |
835.3 |
|
0.618 |
831.0 |
|
0.500 |
829.8 |
|
0.382 |
828.5 |
|
LOW |
824.0 |
|
0.618 |
817.3 |
|
1.000 |
813.0 |
|
1.618 |
806.0 |
|
2.618 |
794.8 |
|
4.250 |
776.5 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
831.5 |
830.5 |
| PP |
830.5 |
828.8 |
| S1 |
829.8 |
826.8 |
|