ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 04-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
810.6 |
829.5 |
18.9 |
2.3% |
820.1 |
| High |
830.4 |
832.0 |
1.6 |
0.2% |
832.0 |
| Low |
809.6 |
816.4 |
6.8 |
0.8% |
800.6 |
| Close |
828.5 |
825.4 |
-3.1 |
-0.4% |
825.4 |
| Range |
20.8 |
15.6 |
-5.2 |
-25.0% |
31.4 |
| ATR |
15.4 |
15.4 |
0.0 |
0.1% |
0.0 |
| Volume |
141,145 |
135,381 |
-5,764 |
-4.1% |
731,701 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
871.5 |
864.0 |
834.0 |
|
| R3 |
855.8 |
848.5 |
829.8 |
|
| R2 |
840.3 |
840.3 |
828.3 |
|
| R1 |
832.8 |
832.8 |
826.8 |
828.8 |
| PP |
824.5 |
824.5 |
824.5 |
822.5 |
| S1 |
817.3 |
817.3 |
824.0 |
813.0 |
| S2 |
809.0 |
809.0 |
822.5 |
|
| S3 |
793.5 |
801.5 |
821.0 |
|
| S4 |
777.8 |
786.0 |
816.8 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
913.5 |
900.8 |
842.8 |
|
| R3 |
882.3 |
869.5 |
834.0 |
|
| R2 |
850.8 |
850.8 |
831.3 |
|
| R1 |
838.0 |
838.0 |
828.3 |
844.5 |
| PP |
819.3 |
819.3 |
819.3 |
822.5 |
| S1 |
806.8 |
806.8 |
822.5 |
813.0 |
| S2 |
788.0 |
788.0 |
819.8 |
|
| S3 |
756.5 |
775.3 |
816.8 |
|
| S4 |
725.3 |
743.8 |
808.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
832.0 |
800.6 |
31.4 |
3.8% |
18.5 |
2.2% |
79% |
True |
False |
146,340 |
| 10 |
837.8 |
789.3 |
48.5 |
5.9% |
18.5 |
2.2% |
74% |
False |
False |
131,696 |
| 20 |
837.8 |
789.3 |
48.5 |
5.9% |
14.3 |
1.7% |
74% |
False |
False |
114,683 |
| 40 |
837.8 |
767.5 |
70.3 |
8.5% |
14.0 |
1.7% |
82% |
False |
False |
118,249 |
| 60 |
837.8 |
757.1 |
80.7 |
9.8% |
12.5 |
1.5% |
85% |
False |
False |
110,084 |
| 80 |
837.8 |
698.7 |
139.1 |
16.9% |
12.0 |
1.4% |
91% |
False |
False |
82,926 |
| 100 |
837.8 |
688.1 |
149.7 |
18.1% |
11.0 |
1.3% |
92% |
False |
False |
66,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
898.3 |
|
2.618 |
872.8 |
|
1.618 |
857.3 |
|
1.000 |
847.5 |
|
0.618 |
841.8 |
|
HIGH |
832.0 |
|
0.618 |
826.0 |
|
0.500 |
824.3 |
|
0.382 |
822.3 |
|
LOW |
816.5 |
|
0.618 |
806.8 |
|
1.000 |
800.8 |
|
1.618 |
791.3 |
|
2.618 |
775.5 |
|
4.250 |
750.0 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
825.0 |
822.3 |
| PP |
824.5 |
819.3 |
| S1 |
824.3 |
816.3 |
|