ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
829.5 |
825.4 |
-4.1 |
-0.5% |
820.1 |
| High |
832.0 |
829.7 |
-2.3 |
-0.3% |
832.0 |
| Low |
816.4 |
804.0 |
-12.4 |
-1.5% |
800.6 |
| Close |
825.4 |
809.7 |
-15.7 |
-1.9% |
825.4 |
| Range |
15.6 |
25.7 |
10.1 |
64.7% |
31.4 |
| ATR |
15.4 |
16.1 |
0.7 |
4.8% |
0.0 |
| Volume |
135,381 |
189,128 |
53,747 |
39.7% |
731,701 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
891.5 |
876.3 |
823.8 |
|
| R3 |
865.8 |
850.8 |
816.8 |
|
| R2 |
840.3 |
840.3 |
814.5 |
|
| R1 |
825.0 |
825.0 |
812.0 |
819.8 |
| PP |
814.5 |
814.5 |
814.5 |
811.8 |
| S1 |
799.3 |
799.3 |
807.3 |
794.0 |
| S2 |
788.8 |
788.8 |
805.0 |
|
| S3 |
763.0 |
773.5 |
802.8 |
|
| S4 |
737.3 |
747.8 |
795.5 |
|
|
| 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 |
3.9% |
21.0 |
2.6% |
29% |
False |
False |
158,795 |
| 10 |
832.0 |
789.3 |
42.7 |
5.3% |
20.3 |
2.5% |
48% |
False |
False |
141,850 |
| 20 |
837.8 |
789.3 |
48.5 |
6.0% |
15.3 |
1.9% |
42% |
False |
False |
119,273 |
| 40 |
837.8 |
767.5 |
70.3 |
8.7% |
14.3 |
1.8% |
60% |
False |
False |
120,452 |
| 60 |
837.8 |
757.1 |
80.7 |
10.0% |
13.0 |
1.6% |
65% |
False |
False |
112,691 |
| 80 |
837.8 |
698.7 |
139.1 |
17.2% |
12.3 |
1.5% |
80% |
False |
False |
85,290 |
| 100 |
837.8 |
688.1 |
149.7 |
18.5% |
11.3 |
1.4% |
81% |
False |
False |
68,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
939.0 |
|
2.618 |
897.0 |
|
1.618 |
871.3 |
|
1.000 |
855.5 |
|
0.618 |
845.5 |
|
HIGH |
829.8 |
|
0.618 |
820.0 |
|
0.500 |
816.8 |
|
0.382 |
813.8 |
|
LOW |
804.0 |
|
0.618 |
788.0 |
|
1.000 |
778.3 |
|
1.618 |
762.5 |
|
2.618 |
736.8 |
|
4.250 |
694.8 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
816.8 |
818.0 |
| PP |
814.5 |
815.3 |
| S1 |
812.0 |
812.5 |
|