ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
787.8 |
779.8 |
-8.0 |
-1.0% |
825.4 |
| High |
796.3 |
795.3 |
-1.0 |
-0.1% |
829.7 |
| Low |
777.5 |
776.5 |
-1.0 |
-0.1% |
788.5 |
| Close |
782.2 |
783.8 |
1.6 |
0.2% |
802.2 |
| Range |
18.8 |
18.8 |
0.0 |
0.0% |
41.2 |
| ATR |
17.3 |
17.4 |
0.1 |
0.6% |
0.0 |
| Volume |
100,688 |
25,343 |
-75,345 |
-74.8% |
822,390 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
841.5 |
831.5 |
794.3 |
|
| R3 |
822.8 |
812.8 |
789.0 |
|
| R2 |
804.0 |
804.0 |
787.3 |
|
| R1 |
794.0 |
794.0 |
785.5 |
799.0 |
| PP |
785.3 |
785.3 |
785.3 |
787.8 |
| S1 |
775.0 |
775.0 |
782.0 |
780.3 |
| S2 |
766.5 |
766.5 |
780.3 |
|
| S3 |
747.5 |
756.3 |
778.8 |
|
| S4 |
728.8 |
737.5 |
773.5 |
|
|
| 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 |
807.0 |
773.1 |
33.9 |
4.3% |
19.0 |
2.4% |
32% |
False |
False |
77,868 |
| 10 |
832.0 |
773.1 |
58.9 |
7.5% |
19.0 |
2.4% |
18% |
False |
False |
124,919 |
| 20 |
837.8 |
773.1 |
64.7 |
8.3% |
18.5 |
2.4% |
17% |
False |
False |
126,229 |
| 40 |
837.8 |
767.5 |
70.3 |
9.0% |
15.3 |
2.0% |
23% |
False |
False |
121,438 |
| 60 |
837.8 |
767.5 |
70.3 |
9.0% |
14.0 |
1.8% |
23% |
False |
False |
109,991 |
| 80 |
837.8 |
710.9 |
126.9 |
16.2% |
13.3 |
1.7% |
57% |
False |
False |
96,831 |
| 100 |
837.8 |
691.9 |
145.9 |
18.6% |
12.3 |
1.6% |
63% |
False |
False |
77,528 |
| 120 |
837.8 |
655.5 |
182.3 |
23.3% |
11.5 |
1.5% |
70% |
False |
False |
64,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
875.3 |
|
2.618 |
844.5 |
|
1.618 |
825.8 |
|
1.000 |
814.0 |
|
0.618 |
807.0 |
|
HIGH |
795.3 |
|
0.618 |
788.0 |
|
0.500 |
786.0 |
|
0.382 |
783.8 |
|
LOW |
776.5 |
|
0.618 |
765.0 |
|
1.000 |
757.8 |
|
1.618 |
746.0 |
|
2.618 |
727.3 |
|
4.250 |
696.5 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
786.0 |
785.3 |
| PP |
785.3 |
784.8 |
| S1 |
784.5 |
784.3 |
|