ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
795.8 |
796.6 |
0.8 |
0.1% |
825.4 |
| High |
803.3 |
797.2 |
-6.1 |
-0.8% |
829.7 |
| Low |
789.1 |
773.1 |
-16.0 |
-2.0% |
788.5 |
| Close |
799.1 |
789.1 |
-10.0 |
-1.3% |
802.2 |
| Range |
14.2 |
24.1 |
9.9 |
69.7% |
41.2 |
| ATR |
16.5 |
17.2 |
0.7 |
4.1% |
0.0 |
| Volume |
100,547 |
64,841 |
-35,706 |
-35.5% |
822,390 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
858.8 |
848.0 |
802.3 |
|
| R3 |
834.8 |
824.0 |
795.8 |
|
| R2 |
810.5 |
810.5 |
793.5 |
|
| R1 |
799.8 |
799.8 |
791.3 |
793.3 |
| PP |
786.5 |
786.5 |
786.5 |
783.0 |
| S1 |
775.8 |
775.8 |
787.0 |
769.0 |
| S2 |
762.3 |
762.3 |
784.8 |
|
| S3 |
738.3 |
751.8 |
782.5 |
|
| S4 |
714.3 |
727.5 |
775.8 |
|
|
| 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 |
827.8 |
773.1 |
54.7 |
6.9% |
17.8 |
2.3% |
29% |
False |
True |
125,888 |
| 10 |
832.0 |
773.1 |
58.9 |
7.5% |
18.8 |
2.4% |
27% |
False |
True |
141,449 |
| 20 |
837.8 |
773.1 |
64.7 |
8.2% |
17.5 |
2.2% |
25% |
False |
True |
128,989 |
| 40 |
837.8 |
767.5 |
70.3 |
8.9% |
15.3 |
1.9% |
31% |
False |
False |
124,736 |
| 60 |
837.8 |
767.5 |
70.3 |
8.9% |
13.8 |
1.7% |
31% |
False |
False |
111,086 |
| 80 |
837.8 |
710.9 |
126.9 |
16.1% |
13.0 |
1.6% |
62% |
False |
False |
95,256 |
| 100 |
837.8 |
691.9 |
145.9 |
18.5% |
12.0 |
1.5% |
67% |
False |
False |
76,268 |
| 120 |
837.8 |
653.5 |
184.3 |
23.4% |
11.3 |
1.4% |
74% |
False |
False |
63,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
899.5 |
|
2.618 |
860.3 |
|
1.618 |
836.3 |
|
1.000 |
821.3 |
|
0.618 |
812.0 |
|
HIGH |
797.3 |
|
0.618 |
788.0 |
|
0.500 |
785.3 |
|
0.382 |
782.3 |
|
LOW |
773.0 |
|
0.618 |
758.3 |
|
1.000 |
749.0 |
|
1.618 |
734.0 |
|
2.618 |
710.0 |
|
4.250 |
670.8 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
787.8 |
790.0 |
| PP |
786.5 |
789.8 |
| S1 |
785.3 |
789.5 |
|