ICE Russell 2000 Mini Future June 2011
| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
804.4 |
818.3 |
13.9 |
1.7% |
832.7 |
| High |
819.9 |
826.3 |
6.4 |
0.8% |
832.7 |
| Low |
804.1 |
814.4 |
10.3 |
1.3% |
791.7 |
| Close |
819.2 |
820.3 |
1.1 |
0.1% |
819.2 |
| Range |
15.8 |
11.9 |
-3.9 |
-24.7% |
41.0 |
| ATR |
10.6 |
10.7 |
0.1 |
0.9% |
0.0 |
| Volume |
227 |
487 |
260 |
114.5% |
1,762 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
856.0 |
850.0 |
826.8 |
|
| R3 |
844.3 |
838.3 |
823.5 |
|
| R2 |
832.3 |
832.3 |
822.5 |
|
| R1 |
826.3 |
826.3 |
821.5 |
829.3 |
| PP |
820.3 |
820.3 |
820.3 |
821.8 |
| S1 |
814.3 |
814.3 |
819.3 |
817.3 |
| S2 |
808.5 |
808.5 |
818.0 |
|
| S3 |
796.5 |
802.5 |
817.0 |
|
| S4 |
784.8 |
790.5 |
813.8 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
937.5 |
919.3 |
841.8 |
|
| R3 |
896.5 |
878.3 |
830.5 |
|
| R2 |
855.5 |
855.5 |
826.8 |
|
| R1 |
837.3 |
837.3 |
823.0 |
826.0 |
| PP |
814.5 |
814.5 |
814.5 |
808.8 |
| S1 |
796.3 |
796.3 |
815.5 |
785.0 |
| S2 |
773.5 |
773.5 |
811.8 |
|
| S3 |
732.5 |
755.3 |
808.0 |
|
| S4 |
691.5 |
714.3 |
796.8 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
877.0 |
|
2.618 |
857.5 |
|
1.618 |
845.5 |
|
1.000 |
838.3 |
|
0.618 |
833.8 |
|
HIGH |
826.3 |
|
0.618 |
821.8 |
|
0.500 |
820.3 |
|
0.382 |
819.0 |
|
LOW |
814.5 |
|
0.618 |
807.0 |
|
1.000 |
802.5 |
|
1.618 |
795.3 |
|
2.618 |
783.3 |
|
4.250 |
763.8 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
820.3 |
816.5 |
| PP |
820.3 |
812.8 |
| S1 |
820.3 |
809.3 |
|