ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 03-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
803.3 |
810.6 |
7.3 |
0.9% |
827.8 |
| High |
813.8 |
830.4 |
16.6 |
2.0% |
830.4 |
| Low |
800.6 |
809.6 |
9.0 |
1.1% |
789.3 |
| Close |
809.6 |
828.5 |
18.9 |
2.3% |
822.3 |
| Range |
13.2 |
20.8 |
7.6 |
57.6% |
41.1 |
| ATR |
15.0 |
15.4 |
0.4 |
2.8% |
0.0 |
| Volume |
150,188 |
141,145 |
-9,043 |
-6.0% |
497,679 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
885.3 |
877.8 |
840.0 |
|
| R3 |
864.5 |
856.8 |
834.3 |
|
| R2 |
843.8 |
843.8 |
832.3 |
|
| R1 |
836.0 |
836.0 |
830.5 |
839.8 |
| PP |
822.8 |
822.8 |
822.8 |
824.8 |
| S1 |
815.3 |
815.3 |
826.5 |
819.0 |
| S2 |
802.0 |
802.0 |
824.8 |
|
| S3 |
781.3 |
794.5 |
822.8 |
|
| S4 |
760.5 |
773.8 |
817.0 |
|
|
| 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 |
830.4 |
800.6 |
29.8 |
3.6% |
19.5 |
2.4% |
94% |
True |
False |
144,319 |
| 10 |
837.8 |
789.3 |
48.5 |
5.9% |
18.0 |
2.2% |
81% |
False |
False |
127,539 |
| 20 |
837.8 |
785.0 |
52.8 |
6.4% |
14.3 |
1.7% |
82% |
False |
False |
113,992 |
| 40 |
837.8 |
767.5 |
70.3 |
8.5% |
14.0 |
1.7% |
87% |
False |
False |
117,437 |
| 60 |
837.8 |
756.0 |
81.8 |
9.9% |
12.5 |
1.5% |
89% |
False |
False |
108,128 |
| 80 |
837.8 |
698.7 |
139.1 |
16.8% |
12.0 |
1.4% |
93% |
False |
False |
81,234 |
| 100 |
837.8 |
682.1 |
155.7 |
18.8% |
11.0 |
1.3% |
94% |
False |
False |
65,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
918.8 |
|
2.618 |
884.8 |
|
1.618 |
864.0 |
|
1.000 |
851.3 |
|
0.618 |
843.3 |
|
HIGH |
830.5 |
|
0.618 |
822.5 |
|
0.500 |
820.0 |
|
0.382 |
817.5 |
|
LOW |
809.5 |
|
0.618 |
796.8 |
|
1.000 |
788.8 |
|
1.618 |
776.0 |
|
2.618 |
755.3 |
|
4.250 |
721.3 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
825.8 |
824.3 |
| PP |
822.8 |
819.8 |
| S1 |
820.0 |
815.5 |
|