ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
825.4 |
811.2 |
-14.2 |
-1.7% |
820.1 |
| High |
829.7 |
828.4 |
-1.3 |
-0.2% |
832.0 |
| Low |
804.0 |
805.5 |
1.5 |
0.2% |
800.6 |
| Close |
809.7 |
824.2 |
14.5 |
1.8% |
825.4 |
| Range |
25.7 |
22.9 |
-2.8 |
-10.9% |
31.4 |
| ATR |
16.1 |
16.6 |
0.5 |
3.0% |
0.0 |
| Volume |
189,128 |
169,209 |
-19,919 |
-10.5% |
731,701 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
888.0 |
879.0 |
836.8 |
|
| R3 |
865.3 |
856.3 |
830.5 |
|
| R2 |
842.3 |
842.3 |
828.5 |
|
| R1 |
833.3 |
833.3 |
826.3 |
837.8 |
| PP |
819.3 |
819.3 |
819.3 |
821.5 |
| S1 |
810.3 |
810.3 |
822.0 |
814.8 |
| S2 |
796.5 |
796.5 |
820.0 |
|
| S3 |
773.5 |
787.5 |
818.0 |
|
| S4 |
750.8 |
764.5 |
811.5 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
913.5 |
900.8 |
842.8 |
|
| R3 |
882.3 |
869.5 |
834.0 |
|
| R2 |
850.8 |
850.8 |
831.3 |
|
| R1 |
838.0 |
838.0 |
828.3 |
844.5 |
| PP |
819.3 |
819.3 |
819.3 |
822.5 |
| S1 |
806.8 |
806.8 |
822.5 |
813.0 |
| S2 |
788.0 |
788.0 |
819.8 |
|
| S3 |
756.5 |
775.3 |
816.8 |
|
| S4 |
725.3 |
743.8 |
808.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
832.0 |
800.6 |
31.4 |
3.8% |
19.8 |
2.4% |
75% |
False |
False |
157,010 |
| 10 |
832.0 |
789.3 |
42.7 |
5.2% |
20.8 |
2.5% |
82% |
False |
False |
158,771 |
| 20 |
837.8 |
789.3 |
48.5 |
5.9% |
15.5 |
1.9% |
72% |
False |
False |
122,160 |
| 40 |
837.8 |
767.5 |
70.3 |
8.5% |
14.5 |
1.8% |
81% |
False |
False |
120,996 |
| 60 |
837.8 |
764.0 |
73.8 |
9.0% |
13.0 |
1.6% |
82% |
False |
False |
113,920 |
| 80 |
837.8 |
698.7 |
139.1 |
16.9% |
12.3 |
1.5% |
90% |
False |
False |
87,404 |
| 100 |
837.8 |
688.1 |
149.7 |
18.2% |
11.5 |
1.4% |
91% |
False |
False |
69,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
925.8 |
|
2.618 |
888.3 |
|
1.618 |
865.5 |
|
1.000 |
851.3 |
|
0.618 |
842.5 |
|
HIGH |
828.5 |
|
0.618 |
819.8 |
|
0.500 |
817.0 |
|
0.382 |
814.3 |
|
LOW |
805.5 |
|
0.618 |
791.3 |
|
1.000 |
782.5 |
|
1.618 |
768.5 |
|
2.618 |
745.5 |
|
4.250 |
708.3 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
821.8 |
822.3 |
| PP |
819.3 |
820.0 |
| S1 |
817.0 |
818.0 |
|