ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 25-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
798.7 |
804.4 |
5.7 |
0.7% |
827.8 |
| High |
807.2 |
822.7 |
15.5 |
1.9% |
830.4 |
| Low |
789.3 |
801.8 |
12.5 |
1.6% |
789.3 |
| Close |
802.7 |
822.3 |
19.6 |
2.4% |
822.3 |
| Range |
17.9 |
20.9 |
3.0 |
16.8% |
41.1 |
| ATR |
13.5 |
14.0 |
0.5 |
3.9% |
0.0 |
| Volume |
179,430 |
125,278 |
-54,152 |
-30.2% |
497,679 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
878.3 |
871.3 |
833.8 |
|
| R3 |
857.5 |
850.3 |
828.0 |
|
| R2 |
836.5 |
836.5 |
826.3 |
|
| R1 |
829.5 |
829.5 |
824.3 |
833.0 |
| PP |
815.5 |
815.5 |
815.5 |
817.5 |
| S1 |
808.5 |
808.5 |
820.5 |
812.0 |
| S2 |
794.8 |
794.8 |
818.5 |
|
| S3 |
773.8 |
787.5 |
816.5 |
|
| S4 |
753.0 |
766.8 |
810.8 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
937.3 |
921.0 |
845.0 |
|
| R3 |
896.3 |
879.8 |
833.5 |
|
| R2 |
855.0 |
855.0 |
829.8 |
|
| R1 |
838.8 |
838.8 |
826.0 |
826.3 |
| PP |
814.0 |
814.0 |
814.0 |
807.8 |
| S1 |
797.5 |
797.5 |
818.5 |
785.3 |
| S2 |
773.0 |
773.0 |
814.8 |
|
| S3 |
731.8 |
756.5 |
811.0 |
|
| S4 |
690.8 |
715.5 |
799.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
837.8 |
789.3 |
48.5 |
5.9% |
18.5 |
2.2% |
68% |
False |
False |
117,053 |
| 10 |
837.8 |
789.3 |
48.5 |
5.9% |
14.0 |
1.7% |
68% |
False |
False |
103,783 |
| 20 |
837.8 |
767.5 |
70.3 |
8.5% |
13.8 |
1.7% |
78% |
False |
False |
111,178 |
| 40 |
837.8 |
767.5 |
70.3 |
8.5% |
13.5 |
1.6% |
78% |
False |
False |
111,621 |
| 60 |
837.8 |
727.5 |
110.3 |
13.4% |
12.0 |
1.5% |
86% |
False |
False |
98,301 |
| 80 |
837.8 |
698.7 |
139.1 |
16.9% |
11.5 |
1.4% |
89% |
False |
False |
73,841 |
| 100 |
837.8 |
680.6 |
157.2 |
19.1% |
10.5 |
1.3% |
90% |
False |
False |
59,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
911.5 |
|
2.618 |
877.5 |
|
1.618 |
856.5 |
|
1.000 |
843.5 |
|
0.618 |
835.5 |
|
HIGH |
822.8 |
|
0.618 |
814.8 |
|
0.500 |
812.3 |
|
0.382 |
809.8 |
|
LOW |
801.8 |
|
0.618 |
789.0 |
|
1.000 |
781.0 |
|
1.618 |
768.0 |
|
2.618 |
747.0 |
|
4.250 |
713.0 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
819.0 |
816.8 |
| PP |
815.5 |
811.5 |
| S1 |
812.3 |
806.0 |
|