ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 21-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
780.7 |
795.7 |
15.0 |
1.9% |
793.1 |
| High |
793.0 |
811.9 |
18.9 |
2.4% |
800.6 |
| Low |
780.0 |
791.7 |
11.7 |
1.5% |
770.2 |
| Close |
792.4 |
810.9 |
18.5 |
2.3% |
792.4 |
| Range |
13.0 |
20.2 |
7.2 |
55.4% |
30.4 |
| ATR |
15.6 |
16.0 |
0.3 |
2.1% |
0.0 |
| Volume |
133,853 |
120,867 |
-12,986 |
-9.7% |
1,088,069 |
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
865.5 |
858.3 |
822.0 |
|
| R3 |
845.3 |
838.3 |
816.5 |
|
| R2 |
825.0 |
825.0 |
814.5 |
|
| R1 |
818.0 |
818.0 |
812.8 |
821.5 |
| PP |
804.8 |
804.8 |
804.8 |
806.5 |
| S1 |
797.8 |
797.8 |
809.0 |
801.3 |
| S2 |
784.8 |
784.8 |
807.3 |
|
| S3 |
764.5 |
777.5 |
805.3 |
|
| S4 |
744.3 |
757.3 |
799.8 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879.0 |
866.0 |
809.0 |
|
| R3 |
848.5 |
835.8 |
800.8 |
|
| R2 |
818.3 |
818.3 |
798.0 |
|
| R1 |
805.3 |
805.3 |
795.3 |
796.5 |
| PP |
787.8 |
787.8 |
787.8 |
783.3 |
| S1 |
774.8 |
774.8 |
789.5 |
766.0 |
| S2 |
757.3 |
757.3 |
786.8 |
|
| S3 |
727.0 |
744.5 |
784.0 |
|
| S4 |
696.5 |
714.0 |
775.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
811.9 |
770.2 |
41.7 |
5.1% |
18.8 |
2.3% |
98% |
True |
False |
197,954 |
| 10 |
825.7 |
770.2 |
55.5 |
6.8% |
18.3 |
2.2% |
73% |
False |
False |
160,339 |
| 20 |
828.9 |
770.2 |
58.7 |
7.2% |
17.8 |
2.2% |
69% |
False |
False |
80,489 |
| 40 |
834.1 |
764.8 |
69.3 |
8.5% |
12.5 |
1.5% |
67% |
False |
False |
40,319 |
| 60 |
834.1 |
764.8 |
69.3 |
8.5% |
10.3 |
1.3% |
67% |
False |
False |
26,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
897.8 |
|
2.618 |
864.8 |
|
1.618 |
844.5 |
|
1.000 |
832.0 |
|
0.618 |
824.5 |
|
HIGH |
812.0 |
|
0.618 |
804.3 |
|
0.500 |
801.8 |
|
0.382 |
799.5 |
|
LOW |
791.8 |
|
0.618 |
779.3 |
|
1.000 |
771.5 |
|
1.618 |
759.0 |
|
2.618 |
738.8 |
|
4.250 |
705.8 |
|
|
| Fisher Pivots for day following 21-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
807.8 |
805.3 |
| PP |
804.8 |
799.5 |
| S1 |
801.8 |
794.0 |
|