ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
832.4 |
827.8 |
-4.6 |
-0.6% |
822.0 |
| High |
837.8 |
830.4 |
-7.4 |
-0.9% |
837.8 |
| Low |
830.6 |
811.0 |
-19.6 |
-2.4% |
818.3 |
| Close |
834.3 |
812.3 |
-22.0 |
-2.6% |
834.3 |
| Range |
7.2 |
19.4 |
12.2 |
169.4% |
19.5 |
| ATR |
11.3 |
12.1 |
0.9 |
7.6% |
0.0 |
| Volume |
87,588 |
0 |
-87,588 |
-100.0% |
437,937 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
876.0 |
863.5 |
823.0 |
|
| R3 |
856.8 |
844.3 |
817.8 |
|
| R2 |
837.3 |
837.3 |
815.8 |
|
| R1 |
824.8 |
824.8 |
814.0 |
821.3 |
| PP |
818.0 |
818.0 |
818.0 |
816.3 |
| S1 |
805.5 |
805.5 |
810.5 |
802.0 |
| S2 |
798.5 |
798.5 |
808.8 |
|
| S3 |
779.0 |
786.0 |
807.0 |
|
| S4 |
759.8 |
766.5 |
801.8 |
|
|
| 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 |
811.0 |
26.8 |
3.3% |
10.5 |
1.3% |
5% |
False |
True |
72,524 |
| 10 |
837.8 |
802.2 |
35.6 |
4.4% |
10.5 |
1.3% |
28% |
False |
False |
85,550 |
| 20 |
837.8 |
767.5 |
70.3 |
8.7% |
12.3 |
1.5% |
64% |
False |
False |
105,833 |
| 40 |
837.8 |
767.5 |
70.3 |
8.7% |
12.3 |
1.5% |
64% |
False |
False |
102,055 |
| 60 |
837.8 |
716.7 |
121.1 |
14.9% |
11.5 |
1.4% |
79% |
False |
False |
90,009 |
| 80 |
837.8 |
693.5 |
144.3 |
17.8% |
10.8 |
1.3% |
82% |
False |
False |
67,620 |
| 100 |
837.8 |
665.7 |
172.1 |
21.2% |
10.0 |
1.2% |
85% |
False |
False |
54,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
912.8 |
|
2.618 |
881.3 |
|
1.618 |
861.8 |
|
1.000 |
849.8 |
|
0.618 |
842.5 |
|
HIGH |
830.5 |
|
0.618 |
823.0 |
|
0.500 |
820.8 |
|
0.382 |
818.5 |
|
LOW |
811.0 |
|
0.618 |
799.0 |
|
1.000 |
791.5 |
|
1.618 |
779.5 |
|
2.618 |
760.3 |
|
4.250 |
728.5 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
820.8 |
824.5 |
| PP |
818.0 |
820.3 |
| S1 |
815.0 |
816.3 |
|