ICE Russell 2000 Mini Future March 2011
| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
796.6 |
787.8 |
-8.8 |
-1.1% |
825.4 |
| High |
797.2 |
796.3 |
-0.9 |
-0.1% |
829.7 |
| Low |
773.1 |
777.5 |
4.4 |
0.6% |
788.5 |
| Close |
789.1 |
782.2 |
-6.9 |
-0.9% |
802.2 |
| Range |
24.1 |
18.8 |
-5.3 |
-22.0% |
41.2 |
| ATR |
17.2 |
17.3 |
0.1 |
0.7% |
0.0 |
| Volume |
64,841 |
100,688 |
35,847 |
55.3% |
822,390 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
841.8 |
830.8 |
792.5 |
|
| R3 |
823.0 |
812.0 |
787.3 |
|
| R2 |
804.3 |
804.3 |
785.8 |
|
| R1 |
793.3 |
793.3 |
784.0 |
789.3 |
| PP |
785.3 |
785.3 |
785.3 |
783.5 |
| S1 |
774.3 |
774.3 |
780.5 |
770.5 |
| S2 |
766.5 |
766.5 |
778.8 |
|
| S3 |
747.8 |
755.5 |
777.0 |
|
| S4 |
729.0 |
736.8 |
771.8 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
930.5 |
907.5 |
824.8 |
|
| R3 |
889.3 |
866.3 |
813.5 |
|
| R2 |
848.0 |
848.0 |
809.8 |
|
| R1 |
825.0 |
825.0 |
806.0 |
816.0 |
| PP |
806.8 |
806.8 |
806.8 |
802.3 |
| S1 |
784.0 |
784.0 |
798.5 |
774.8 |
| S2 |
765.5 |
765.5 |
794.8 |
|
| S3 |
724.5 |
742.8 |
790.8 |
|
| S4 |
683.3 |
701.5 |
779.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
818.6 |
773.1 |
45.5 |
5.8% |
19.5 |
2.5% |
20% |
False |
False |
116,944 |
| 10 |
832.0 |
773.1 |
58.9 |
7.5% |
19.3 |
2.5% |
15% |
False |
False |
136,499 |
| 20 |
837.8 |
773.1 |
64.7 |
8.3% |
18.0 |
2.3% |
14% |
False |
False |
129,708 |
| 40 |
837.8 |
767.5 |
70.3 |
9.0% |
15.5 |
2.0% |
21% |
False |
False |
124,994 |
| 60 |
837.8 |
767.5 |
70.3 |
9.0% |
14.0 |
1.8% |
21% |
False |
False |
111,088 |
| 80 |
837.8 |
710.9 |
126.9 |
16.2% |
13.0 |
1.7% |
56% |
False |
False |
96,514 |
| 100 |
837.8 |
691.9 |
145.9 |
18.7% |
12.3 |
1.6% |
62% |
False |
False |
77,275 |
| 120 |
837.8 |
655.5 |
182.3 |
23.3% |
11.5 |
1.5% |
70% |
False |
False |
64,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
876.3 |
|
2.618 |
845.5 |
|
1.618 |
826.8 |
|
1.000 |
815.0 |
|
0.618 |
808.0 |
|
HIGH |
796.3 |
|
0.618 |
789.0 |
|
0.500 |
787.0 |
|
0.382 |
784.8 |
|
LOW |
777.5 |
|
0.618 |
766.0 |
|
1.000 |
758.8 |
|
1.618 |
747.0 |
|
2.618 |
728.3 |
|
4.250 |
697.5 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
787.0 |
788.3 |
| PP |
785.3 |
786.3 |
| S1 |
783.8 |
784.3 |
|