ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
793.1 |
788.6 |
-4.5 |
-0.6% |
825.0 |
| High |
794.9 |
793.6 |
-1.3 |
-0.2% |
826.7 |
| Low |
770.2 |
774.7 |
4.5 |
0.6% |
786.0 |
| Close |
786.4 |
779.4 |
-7.0 |
-0.9% |
799.6 |
| Range |
24.7 |
18.9 |
-5.8 |
-23.5% |
40.7 |
| ATR |
15.5 |
15.8 |
0.2 |
1.6% |
0.0 |
| Volume |
235,333 |
341,317 |
105,984 |
45.0% |
397,636 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
839.3 |
828.3 |
789.8 |
|
| R3 |
820.3 |
809.3 |
784.5 |
|
| R2 |
801.5 |
801.5 |
782.8 |
|
| R1 |
790.5 |
790.5 |
781.3 |
786.5 |
| PP |
782.5 |
782.5 |
782.5 |
780.5 |
| S1 |
771.5 |
771.5 |
777.8 |
767.5 |
| S2 |
763.8 |
763.8 |
776.0 |
|
| S3 |
744.8 |
752.8 |
774.3 |
|
| S4 |
725.8 |
733.8 |
769.0 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
926.3 |
903.5 |
822.0 |
|
| R3 |
885.5 |
863.0 |
810.8 |
|
| R2 |
844.8 |
844.8 |
807.0 |
|
| R1 |
822.3 |
822.3 |
803.3 |
813.3 |
| PP |
804.0 |
804.0 |
804.0 |
799.5 |
| S1 |
781.5 |
781.5 |
795.8 |
772.5 |
| S2 |
763.5 |
763.5 |
792.3 |
|
| S3 |
722.8 |
740.8 |
788.5 |
|
| S4 |
682.0 |
700.0 |
777.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
815.7 |
770.2 |
45.5 |
5.8% |
19.5 |
2.5% |
20% |
False |
False |
232,659 |
| 10 |
828.9 |
770.2 |
58.7 |
7.5% |
19.0 |
2.4% |
16% |
False |
False |
119,397 |
| 20 |
834.1 |
770.2 |
63.9 |
8.2% |
16.0 |
2.0% |
14% |
False |
False |
59,847 |
| 40 |
834.1 |
764.8 |
69.3 |
8.9% |
12.0 |
1.5% |
21% |
False |
False |
29,995 |
| 60 |
834.1 |
764.8 |
69.3 |
8.9% |
9.3 |
1.2% |
21% |
False |
False |
20,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
874.0 |
|
2.618 |
843.0 |
|
1.618 |
824.3 |
|
1.000 |
812.5 |
|
0.618 |
805.3 |
|
HIGH |
793.5 |
|
0.618 |
786.5 |
|
0.500 |
784.3 |
|
0.382 |
782.0 |
|
LOW |
774.8 |
|
0.618 |
763.0 |
|
1.000 |
755.8 |
|
1.618 |
744.0 |
|
2.618 |
725.3 |
|
4.250 |
694.5 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
784.3 |
785.5 |
| PP |
782.5 |
783.5 |
| S1 |
781.0 |
781.5 |
|