ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 724.2 717.9 -6.3 -0.9% 731.2
High 724.2 723.6 -0.6 -0.1% 735.3
Low 716.4 716.5 0.1 0.0% 716.4
Close 715.6 717.2 1.6 0.2% 715.6
Range 7.8 7.1 -0.7 -9.0% 18.9
ATR 9.5 9.4 -0.1 -1.1% 0.0
Volume 21 32 11 52.4% 1,794
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 740.5 736.0 721.0
R3 733.3 728.8 719.3
R2 726.3 726.3 718.5
R1 721.8 721.8 717.8 720.5
PP 719.0 719.0 719.0 718.5
S1 714.5 714.5 716.5 713.3
S2 712.0 712.0 716.0
S3 705.0 707.5 715.3
S4 697.8 700.5 713.3
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 779.3 766.3 726.0
R3 760.3 747.3 720.8
R2 741.3 741.3 719.0
R1 728.5 728.5 717.3 725.5
PP 722.5 722.5 722.5 721.0
S1 709.5 709.5 713.8 706.5
S2 703.5 703.5 712.3
S3 684.8 690.8 710.5
S4 665.8 671.8 705.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 735.3 716.4 18.9 2.6% 9.0 1.3% 4% False False 24
10 735.3 697.7 37.6 5.2% 9.3 1.3% 52% False False 499
20 735.3 688.1 47.2 6.6% 8.0 1.1% 62% False False 254
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 753.8
2.618 742.3
1.618 735.0
1.000 730.8
0.618 728.0
HIGH 723.5
0.618 721.0
0.500 720.0
0.382 719.3
LOW 716.5
0.618 712.0
1.000 709.5
1.618 705.0
2.618 698.0
4.250 686.3
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 720.0 723.3
PP 719.0 721.3
S1 718.3 719.3

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These figures are updated between 7pm and 10pm EST after a trading day.

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