ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
811.2 |
823.8 |
12.6 |
1.6% |
820.1 |
| High |
828.4 |
827.8 |
-0.6 |
-0.1% |
832.0 |
| Low |
805.5 |
817.6 |
12.1 |
1.5% |
800.6 |
| Close |
824.2 |
818.1 |
-6.1 |
-0.7% |
825.4 |
| Range |
22.9 |
10.2 |
-12.7 |
-55.5% |
31.4 |
| ATR |
16.6 |
16.1 |
-0.5 |
-2.8% |
0.0 |
| Volume |
169,209 |
145,409 |
-23,800 |
-14.1% |
731,701 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
851.8 |
845.3 |
823.8 |
|
| R3 |
841.5 |
835.0 |
821.0 |
|
| R2 |
831.3 |
831.3 |
820.0 |
|
| R1 |
824.8 |
824.8 |
819.0 |
823.0 |
| PP |
821.3 |
821.3 |
821.3 |
820.3 |
| S1 |
814.5 |
814.5 |
817.3 |
812.8 |
| S2 |
811.0 |
811.0 |
816.3 |
|
| S3 |
800.8 |
804.3 |
815.3 |
|
| S4 |
790.5 |
794.3 |
812.5 |
|
|
| 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 |
804.0 |
28.0 |
3.4% |
19.0 |
2.3% |
50% |
False |
False |
156,054 |
| 10 |
832.0 |
789.3 |
42.7 |
5.2% |
19.0 |
2.3% |
67% |
False |
False |
154,015 |
| 20 |
837.8 |
789.3 |
48.5 |
5.9% |
15.5 |
1.9% |
59% |
False |
False |
124,828 |
| 40 |
837.8 |
767.5 |
70.3 |
8.6% |
14.3 |
1.7% |
72% |
False |
False |
121,374 |
| 60 |
837.8 |
765.1 |
72.7 |
8.9% |
13.0 |
1.6% |
73% |
False |
False |
113,925 |
| 80 |
837.8 |
698.7 |
139.1 |
17.0% |
12.3 |
1.5% |
86% |
False |
False |
89,222 |
| 100 |
837.8 |
688.1 |
149.7 |
18.3% |
11.5 |
1.4% |
87% |
False |
False |
71,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
871.3 |
|
2.618 |
854.5 |
|
1.618 |
844.3 |
|
1.000 |
838.0 |
|
0.618 |
834.0 |
|
HIGH |
827.8 |
|
0.618 |
824.0 |
|
0.500 |
822.8 |
|
0.382 |
821.5 |
|
LOW |
817.5 |
|
0.618 |
811.3 |
|
1.000 |
807.5 |
|
1.618 |
801.0 |
|
2.618 |
791.0 |
|
4.250 |
774.3 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
822.8 |
817.8 |
| PP |
821.3 |
817.3 |
| S1 |
819.8 |
816.8 |
|