ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
823.8 |
818.3 |
-5.5 |
-0.7% |
820.1 |
| High |
827.8 |
818.6 |
-9.2 |
-1.1% |
832.0 |
| Low |
817.6 |
796.7 |
-20.9 |
-2.6% |
800.6 |
| Close |
818.1 |
798.8 |
-19.3 |
-2.4% |
825.4 |
| Range |
10.2 |
21.9 |
11.7 |
114.7% |
31.4 |
| ATR |
16.1 |
16.6 |
0.4 |
2.5% |
0.0 |
| Volume |
145,409 |
220,719 |
75,310 |
51.8% |
731,701 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
870.5 |
856.5 |
810.8 |
|
| R3 |
848.5 |
834.5 |
804.8 |
|
| R2 |
826.5 |
826.5 |
802.8 |
|
| R1 |
812.8 |
812.8 |
800.8 |
808.8 |
| PP |
804.8 |
804.8 |
804.8 |
802.8 |
| S1 |
790.8 |
790.8 |
796.8 |
786.8 |
| S2 |
782.8 |
782.8 |
794.8 |
|
| S3 |
761.0 |
769.0 |
792.8 |
|
| S4 |
739.0 |
747.0 |
786.8 |
|
|
| 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 |
796.7 |
35.3 |
4.4% |
19.3 |
2.4% |
6% |
False |
True |
171,969 |
| 10 |
832.0 |
796.7 |
35.3 |
4.4% |
19.5 |
2.4% |
6% |
False |
True |
158,144 |
| 20 |
837.8 |
789.3 |
48.5 |
6.1% |
16.3 |
2.0% |
20% |
False |
False |
130,686 |
| 40 |
837.8 |
767.5 |
70.3 |
8.8% |
14.5 |
1.8% |
45% |
False |
False |
124,360 |
| 60 |
837.8 |
765.1 |
72.7 |
9.1% |
13.3 |
1.7% |
46% |
False |
False |
114,666 |
| 80 |
837.8 |
698.7 |
139.1 |
17.4% |
12.5 |
1.6% |
72% |
False |
False |
91,980 |
| 100 |
837.8 |
688.1 |
149.7 |
18.7% |
11.8 |
1.5% |
74% |
False |
False |
73,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
911.8 |
|
2.618 |
876.0 |
|
1.618 |
854.0 |
|
1.000 |
840.5 |
|
0.618 |
832.3 |
|
HIGH |
818.5 |
|
0.618 |
810.3 |
|
0.500 |
807.8 |
|
0.382 |
805.0 |
|
LOW |
796.8 |
|
0.618 |
783.3 |
|
1.000 |
774.8 |
|
1.618 |
761.3 |
|
2.618 |
739.3 |
|
4.250 |
703.5 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
807.8 |
812.5 |
| PP |
804.8 |
808.0 |
| S1 |
801.8 |
803.5 |
|