ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
800.6 |
795.8 |
-4.8 |
-0.6% |
825.4 |
| High |
807.0 |
803.3 |
-3.7 |
-0.5% |
829.7 |
| Low |
788.5 |
789.1 |
0.6 |
0.1% |
788.5 |
| Close |
802.2 |
799.1 |
-3.1 |
-0.4% |
802.2 |
| Range |
18.5 |
14.2 |
-4.3 |
-23.2% |
41.2 |
| ATR |
16.7 |
16.5 |
-0.2 |
-1.1% |
0.0 |
| Volume |
97,925 |
100,547 |
2,622 |
2.7% |
822,390 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
839.8 |
833.8 |
807.0 |
|
| R3 |
825.5 |
819.5 |
803.0 |
|
| R2 |
811.3 |
811.3 |
801.8 |
|
| R1 |
805.3 |
805.3 |
800.5 |
808.3 |
| PP |
797.3 |
797.3 |
797.3 |
798.8 |
| S1 |
791.0 |
791.0 |
797.8 |
794.0 |
| S2 |
783.0 |
783.0 |
796.5 |
|
| S3 |
768.8 |
776.8 |
795.3 |
|
| S4 |
754.5 |
762.8 |
791.3 |
|
|
| 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 |
828.4 |
788.5 |
39.9 |
5.0% |
17.5 |
2.2% |
27% |
False |
False |
146,761 |
| 10 |
832.0 |
788.5 |
43.5 |
5.4% |
19.3 |
2.4% |
24% |
False |
False |
152,778 |
| 20 |
837.8 |
788.5 |
49.3 |
6.2% |
16.5 |
2.1% |
22% |
False |
False |
129,512 |
| 40 |
837.8 |
767.5 |
70.3 |
8.8% |
15.0 |
1.9% |
45% |
False |
False |
125,156 |
| 60 |
837.8 |
765.1 |
72.7 |
9.1% |
13.5 |
1.7% |
47% |
False |
False |
112,457 |
| 80 |
837.8 |
708.7 |
129.1 |
16.2% |
12.8 |
1.6% |
70% |
False |
False |
94,445 |
| 100 |
837.8 |
691.9 |
145.9 |
18.3% |
11.8 |
1.5% |
73% |
False |
False |
75,620 |
| 120 |
837.8 |
643.3 |
194.5 |
24.3% |
11.3 |
1.4% |
80% |
False |
False |
63,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
863.8 |
|
2.618 |
840.5 |
|
1.618 |
826.3 |
|
1.000 |
817.5 |
|
0.618 |
812.0 |
|
HIGH |
803.3 |
|
0.618 |
798.0 |
|
0.500 |
796.3 |
|
0.382 |
794.5 |
|
LOW |
789.0 |
|
0.618 |
780.3 |
|
1.000 |
775.0 |
|
1.618 |
766.0 |
|
2.618 |
752.0 |
|
4.250 |
728.8 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
798.3 |
803.5 |
| PP |
797.3 |
802.0 |
| S1 |
796.3 |
800.5 |
|