ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 28-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
817.0 |
822.4 |
5.4 |
0.7% |
795.7 |
| High |
830.0 |
827.0 |
-3.0 |
-0.4% |
830.0 |
| Low |
815.1 |
816.8 |
1.7 |
0.2% |
791.7 |
| Close |
821.0 |
817.4 |
-3.6 |
-0.4% |
821.0 |
| Range |
14.9 |
10.2 |
-4.7 |
-31.5% |
38.3 |
| ATR |
15.2 |
14.9 |
-0.4 |
-2.4% |
0.0 |
| Volume |
146,325 |
86,806 |
-59,519 |
-40.7% |
615,956 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
851.0 |
844.5 |
823.0 |
|
| R3 |
840.8 |
834.3 |
820.3 |
|
| R2 |
830.5 |
830.5 |
819.3 |
|
| R1 |
824.0 |
824.0 |
818.3 |
822.3 |
| PP |
820.5 |
820.5 |
820.5 |
819.5 |
| S1 |
813.8 |
813.8 |
816.5 |
812.0 |
| S2 |
810.3 |
810.3 |
815.5 |
|
| S3 |
800.0 |
803.5 |
814.5 |
|
| S4 |
789.8 |
793.5 |
811.8 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
929.3 |
913.3 |
842.0 |
|
| R3 |
890.8 |
875.0 |
831.5 |
|
| R2 |
852.5 |
852.5 |
828.0 |
|
| R1 |
836.8 |
836.8 |
824.5 |
844.8 |
| PP |
814.3 |
814.3 |
814.3 |
818.3 |
| S1 |
798.5 |
798.5 |
817.5 |
806.3 |
| S2 |
776.0 |
776.0 |
814.0 |
|
| S3 |
737.8 |
760.3 |
810.5 |
|
| S4 |
699.3 |
721.8 |
800.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
830.0 |
795.8 |
34.2 |
4.2% |
12.5 |
1.5% |
63% |
False |
False |
116,379 |
| 10 |
830.0 |
770.2 |
59.8 |
7.3% |
15.5 |
1.9% |
79% |
False |
False |
157,166 |
| 20 |
830.0 |
770.2 |
59.8 |
7.3% |
17.0 |
2.1% |
79% |
False |
False |
109,482 |
| 40 |
834.1 |
770.2 |
63.9 |
7.8% |
12.8 |
1.6% |
74% |
False |
False |
54,859 |
| 60 |
834.1 |
764.8 |
69.3 |
8.5% |
11.0 |
1.3% |
76% |
False |
False |
36,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
870.3 |
|
2.618 |
853.8 |
|
1.618 |
843.5 |
|
1.000 |
837.3 |
|
0.618 |
833.3 |
|
HIGH |
827.0 |
|
0.618 |
823.0 |
|
0.500 |
822.0 |
|
0.382 |
820.8 |
|
LOW |
816.8 |
|
0.618 |
810.5 |
|
1.000 |
806.5 |
|
1.618 |
800.3 |
|
2.618 |
790.0 |
|
4.250 |
773.5 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
822.0 |
818.3 |
| PP |
820.5 |
818.0 |
| S1 |
819.0 |
817.8 |
|