ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
827.8 |
813.5 |
-14.3 |
-1.7% |
822.0 |
| High |
830.4 |
819.4 |
-11.0 |
-1.3% |
837.8 |
| Low |
811.0 |
792.9 |
-18.1 |
-2.2% |
818.3 |
| Close |
812.3 |
797.7 |
-14.6 |
-1.8% |
834.3 |
| Range |
19.4 |
26.5 |
7.1 |
36.6% |
19.5 |
| ATR |
12.1 |
13.2 |
1.0 |
8.5% |
0.0 |
| Volume |
0 |
192,971 |
192,971 |
|
437,937 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
882.8 |
866.8 |
812.3 |
|
| R3 |
856.3 |
840.3 |
805.0 |
|
| R2 |
829.8 |
829.8 |
802.5 |
|
| R1 |
813.8 |
813.8 |
800.3 |
808.5 |
| PP |
803.3 |
803.3 |
803.3 |
800.8 |
| S1 |
787.3 |
787.3 |
795.3 |
782.0 |
| S2 |
776.8 |
776.8 |
792.8 |
|
| S3 |
750.3 |
760.8 |
790.5 |
|
| S4 |
723.8 |
734.3 |
783.0 |
|
|
| 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 |
792.9 |
44.9 |
5.6% |
14.5 |
1.8% |
11% |
False |
True |
93,859 |
| 10 |
837.8 |
792.9 |
44.9 |
5.6% |
12.3 |
1.5% |
11% |
False |
True |
95,641 |
| 20 |
837.8 |
767.5 |
70.3 |
8.8% |
13.0 |
1.6% |
43% |
False |
False |
109,068 |
| 40 |
837.8 |
767.5 |
70.3 |
8.8% |
12.8 |
1.6% |
43% |
False |
False |
105,953 |
| 60 |
837.8 |
716.7 |
121.1 |
15.2% |
12.0 |
1.5% |
67% |
False |
False |
93,225 |
| 80 |
837.8 |
693.5 |
144.3 |
18.1% |
11.3 |
1.4% |
72% |
False |
False |
70,032 |
| 100 |
837.8 |
665.7 |
172.1 |
21.6% |
10.3 |
1.3% |
77% |
False |
False |
56,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
932.0 |
|
2.618 |
888.8 |
|
1.618 |
862.3 |
|
1.000 |
846.0 |
|
0.618 |
835.8 |
|
HIGH |
819.5 |
|
0.618 |
809.3 |
|
0.500 |
806.3 |
|
0.382 |
803.0 |
|
LOW |
793.0 |
|
0.618 |
776.5 |
|
1.000 |
766.5 |
|
1.618 |
750.0 |
|
2.618 |
723.5 |
|
4.250 |
680.3 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
806.3 |
815.3 |
| PP |
803.3 |
809.5 |
| S1 |
800.5 |
803.5 |
|