ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
820.4 |
820.8 |
0.4 |
0.0% |
809.0 |
| High |
822.8 |
820.8 |
-2.0 |
-0.2% |
817.2 |
| Low |
820.2 |
816.6 |
-3.6 |
-0.4% |
799.6 |
| Close |
821.2 |
817.3 |
-3.9 |
-0.5% |
818.1 |
| Range |
2.6 |
4.2 |
1.6 |
61.5% |
17.6 |
| ATR |
8.5 |
8.2 |
-0.3 |
-3.3% |
0.0 |
| Volume |
26 |
29 |
3 |
11.5% |
2,193 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
830.8 |
828.3 |
819.5 |
|
| R3 |
826.8 |
824.0 |
818.5 |
|
| R2 |
822.5 |
822.5 |
818.0 |
|
| R1 |
819.8 |
819.8 |
817.8 |
819.0 |
| PP |
818.3 |
818.3 |
818.3 |
817.8 |
| S1 |
815.8 |
815.8 |
817.0 |
814.8 |
| S2 |
814.0 |
814.0 |
816.5 |
|
| S3 |
809.8 |
811.5 |
816.3 |
|
| S4 |
805.8 |
807.3 |
815.0 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
864.5 |
858.8 |
827.8 |
|
| R3 |
846.8 |
841.3 |
823.0 |
|
| R2 |
829.3 |
829.3 |
821.3 |
|
| R1 |
823.8 |
823.8 |
819.8 |
826.5 |
| PP |
811.8 |
811.8 |
811.8 |
813.0 |
| S1 |
806.0 |
806.0 |
816.5 |
808.8 |
| S2 |
794.0 |
794.0 |
814.8 |
|
| S3 |
776.5 |
788.5 |
813.3 |
|
| S4 |
758.8 |
770.8 |
808.5 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
838.8 |
|
2.618 |
831.8 |
|
1.618 |
827.5 |
|
1.000 |
825.0 |
|
0.618 |
823.5 |
|
HIGH |
820.8 |
|
0.618 |
819.3 |
|
0.500 |
818.8 |
|
0.382 |
818.3 |
|
LOW |
816.5 |
|
0.618 |
814.0 |
|
1.000 |
812.5 |
|
1.618 |
809.8 |
|
2.618 |
805.5 |
|
4.250 |
798.8 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
818.8 |
816.3 |
| PP |
818.3 |
815.0 |
| S1 |
817.8 |
814.0 |
|