ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
818.3 |
800.6 |
-17.7 |
-2.2% |
825.4 |
| High |
818.6 |
807.0 |
-11.6 |
-1.4% |
829.7 |
| Low |
796.7 |
788.5 |
-8.2 |
-1.0% |
788.5 |
| Close |
798.8 |
802.2 |
3.4 |
0.4% |
802.2 |
| Range |
21.9 |
18.5 |
-3.4 |
-15.5% |
41.2 |
| ATR |
16.6 |
16.7 |
0.1 |
0.8% |
0.0 |
| Volume |
220,719 |
97,925 |
-122,794 |
-55.6% |
822,390 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
854.8 |
847.0 |
812.5 |
|
| R3 |
836.3 |
828.5 |
807.3 |
|
| R2 |
817.8 |
817.8 |
805.5 |
|
| R1 |
810.0 |
810.0 |
804.0 |
813.8 |
| PP |
799.3 |
799.3 |
799.3 |
801.3 |
| S1 |
791.5 |
791.5 |
800.5 |
795.3 |
| S2 |
780.8 |
780.8 |
798.8 |
|
| S3 |
762.3 |
773.0 |
797.0 |
|
| S4 |
743.8 |
754.5 |
792.0 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
930.5 |
907.5 |
824.8 |
|
| R3 |
889.3 |
866.3 |
813.5 |
|
| R2 |
848.0 |
848.0 |
809.8 |
|
| R1 |
825.0 |
825.0 |
806.0 |
816.0 |
| PP |
806.8 |
806.8 |
806.8 |
802.3 |
| S1 |
784.0 |
784.0 |
798.5 |
774.8 |
| S2 |
765.5 |
765.5 |
794.8 |
|
| S3 |
724.5 |
742.8 |
790.8 |
|
| S4 |
683.3 |
701.5 |
779.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
829.7 |
788.5 |
41.2 |
5.1% |
19.8 |
2.5% |
33% |
False |
True |
164,478 |
| 10 |
832.0 |
788.5 |
43.5 |
5.4% |
19.3 |
2.4% |
31% |
False |
True |
155,409 |
| 20 |
837.8 |
788.5 |
49.3 |
6.1% |
16.8 |
2.1% |
28% |
False |
True |
129,596 |
| 40 |
837.8 |
767.5 |
70.3 |
8.8% |
14.8 |
1.9% |
49% |
False |
False |
124,753 |
| 60 |
837.8 |
765.1 |
72.7 |
9.1% |
13.5 |
1.7% |
51% |
False |
False |
113,624 |
| 80 |
837.8 |
703.5 |
134.3 |
16.7% |
12.5 |
1.6% |
73% |
False |
False |
93,189 |
| 100 |
837.8 |
691.9 |
145.9 |
18.2% |
11.8 |
1.5% |
76% |
False |
False |
74,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
885.5 |
|
2.618 |
855.5 |
|
1.618 |
837.0 |
|
1.000 |
825.5 |
|
0.618 |
818.5 |
|
HIGH |
807.0 |
|
0.618 |
800.0 |
|
0.500 |
797.8 |
|
0.382 |
795.5 |
|
LOW |
788.5 |
|
0.618 |
777.0 |
|
1.000 |
770.0 |
|
1.618 |
758.5 |
|
2.618 |
740.0 |
|
4.250 |
710.0 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
800.8 |
808.3 |
| PP |
799.3 |
806.3 |
| S1 |
797.8 |
804.3 |
|