ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
825.7 |
832.4 |
6.7 |
0.8% |
822.0 |
| High |
835.3 |
837.8 |
2.5 |
0.3% |
837.8 |
| Low |
824.1 |
830.6 |
6.5 |
0.8% |
818.3 |
| Close |
832.4 |
834.3 |
1.9 |
0.2% |
834.3 |
| Range |
11.2 |
7.2 |
-4.0 |
-35.7% |
19.5 |
| ATR |
11.6 |
11.3 |
-0.3 |
-2.7% |
0.0 |
| Volume |
93,805 |
87,588 |
-6,217 |
-6.6% |
437,937 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
855.8 |
852.3 |
838.3 |
|
| R3 |
848.8 |
845.0 |
836.3 |
|
| R2 |
841.5 |
841.5 |
835.5 |
|
| R1 |
837.8 |
837.8 |
835.0 |
839.8 |
| PP |
834.3 |
834.3 |
834.3 |
835.0 |
| S1 |
830.8 |
830.8 |
833.8 |
832.5 |
| S2 |
827.0 |
827.0 |
833.0 |
|
| S3 |
819.8 |
823.5 |
832.3 |
|
| S4 |
812.8 |
816.3 |
830.3 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
888.8 |
881.0 |
845.0 |
|
| R3 |
869.3 |
861.5 |
839.8 |
|
| R2 |
849.8 |
849.8 |
838.0 |
|
| R1 |
842.0 |
842.0 |
836.0 |
845.8 |
| PP |
830.3 |
830.3 |
830.3 |
832.0 |
| S1 |
822.5 |
822.5 |
832.5 |
826.3 |
| S2 |
810.8 |
810.8 |
830.8 |
|
| S3 |
791.3 |
803.0 |
829.0 |
|
| S4 |
771.8 |
783.5 |
823.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
837.8 |
818.3 |
19.5 |
2.3% |
7.8 |
0.9% |
82% |
True |
False |
87,587 |
| 10 |
837.8 |
796.5 |
41.3 |
5.0% |
10.3 |
1.2% |
92% |
True |
False |
96,696 |
| 20 |
837.8 |
767.5 |
70.3 |
8.4% |
11.8 |
1.4% |
95% |
True |
False |
111,815 |
| 40 |
837.8 |
767.5 |
70.3 |
8.4% |
12.0 |
1.4% |
95% |
True |
False |
103,194 |
| 60 |
837.8 |
716.7 |
121.1 |
14.5% |
11.3 |
1.3% |
97% |
True |
False |
90,047 |
| 80 |
837.8 |
693.5 |
144.3 |
17.3% |
10.8 |
1.3% |
98% |
True |
False |
67,620 |
| 100 |
837.8 |
665.7 |
172.1 |
20.6% |
10.0 |
1.2% |
98% |
True |
False |
54,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
868.5 |
|
2.618 |
856.8 |
|
1.618 |
849.5 |
|
1.000 |
845.0 |
|
0.618 |
842.3 |
|
HIGH |
837.8 |
|
0.618 |
835.0 |
|
0.500 |
834.3 |
|
0.382 |
833.3 |
|
LOW |
830.5 |
|
0.618 |
826.3 |
|
1.000 |
823.5 |
|
1.618 |
819.0 |
|
2.618 |
811.8 |
|
4.250 |
800.0 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
834.3 |
832.5 |
| PP |
834.3 |
830.8 |
| S1 |
834.3 |
829.0 |
|