ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 01-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
820.1 |
824.2 |
4.1 |
0.5% |
827.8 |
| High |
829.8 |
830.2 |
0.4 |
0.0% |
830.4 |
| Low |
816.0 |
801.1 |
-14.9 |
-1.8% |
789.3 |
| Close |
822.9 |
804.6 |
-18.3 |
-2.2% |
822.3 |
| Range |
13.8 |
29.1 |
15.3 |
110.9% |
41.1 |
| ATR |
14.0 |
15.1 |
1.1 |
7.7% |
0.0 |
| Volume |
126,851 |
178,136 |
51,285 |
40.4% |
497,679 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
899.3 |
881.0 |
820.5 |
|
| R3 |
870.3 |
852.0 |
812.5 |
|
| R2 |
841.0 |
841.0 |
810.0 |
|
| R1 |
822.8 |
822.8 |
807.3 |
817.5 |
| PP |
812.0 |
812.0 |
812.0 |
809.3 |
| S1 |
793.8 |
793.8 |
802.0 |
788.3 |
| S2 |
782.8 |
782.8 |
799.3 |
|
| S3 |
753.8 |
764.8 |
796.5 |
|
| S4 |
724.8 |
735.5 |
788.5 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
937.3 |
921.0 |
845.0 |
|
| R3 |
896.3 |
879.8 |
833.5 |
|
| R2 |
855.0 |
855.0 |
829.8 |
|
| R1 |
838.8 |
838.8 |
826.0 |
826.3 |
| PP |
814.0 |
814.0 |
814.0 |
807.8 |
| S1 |
797.5 |
797.5 |
818.5 |
785.3 |
| S2 |
773.0 |
773.0 |
814.8 |
|
| S3 |
731.8 |
756.5 |
811.0 |
|
| S4 |
690.8 |
715.5 |
799.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
830.2 |
789.3 |
40.9 |
5.1% |
21.8 |
2.7% |
37% |
True |
False |
160,533 |
| 10 |
837.8 |
789.3 |
48.5 |
6.0% |
16.0 |
2.0% |
32% |
False |
False |
116,528 |
| 20 |
837.8 |
781.3 |
56.5 |
7.0% |
13.8 |
1.7% |
41% |
False |
False |
110,927 |
| 40 |
837.8 |
767.5 |
70.3 |
8.7% |
14.3 |
1.8% |
53% |
False |
False |
116,581 |
| 60 |
837.8 |
742.2 |
95.6 |
11.9% |
12.5 |
1.5% |
65% |
False |
False |
103,366 |
| 80 |
837.8 |
698.7 |
139.1 |
17.3% |
11.5 |
1.4% |
76% |
False |
False |
77,641 |
| 100 |
837.8 |
682.1 |
155.7 |
19.4% |
10.8 |
1.3% |
79% |
False |
False |
62,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
954.0 |
|
2.618 |
906.5 |
|
1.618 |
877.3 |
|
1.000 |
859.3 |
|
0.618 |
848.3 |
|
HIGH |
830.3 |
|
0.618 |
819.0 |
|
0.500 |
815.8 |
|
0.382 |
812.3 |
|
LOW |
801.0 |
|
0.618 |
783.0 |
|
1.000 |
772.0 |
|
1.618 |
754.0 |
|
2.618 |
725.0 |
|
4.250 |
677.5 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
815.8 |
815.8 |
| PP |
812.0 |
812.0 |
| S1 |
808.3 |
808.3 |
|