ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 704.4 708.7 4.3 0.6% 731.2
High 705.8 720.1 14.3 2.0% 735.3
Low 703.5 708.7 5.2 0.7% 716.4
Close 704.1 719.1 15.0 2.1% 715.6
Range 2.3 11.4 9.1 395.7% 18.9
ATR 9.6 10.0 0.5 4.8% 0.0
Volume 30 9 -21 -70.0% 1,794
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 750.3 746.0 725.3
R3 738.8 734.8 722.3
R2 727.3 727.3 721.3
R1 723.3 723.3 720.3 725.3
PP 716.0 716.0 716.0 717.0
S1 711.8 711.8 718.0 714.0
S2 704.5 704.5 717.0
S3 693.3 700.5 716.0
S4 681.8 689.0 712.8
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
5 724.2 698.7 25.5 3.5% 8.8 1.2% 80% False False 265
10 735.3 698.7 36.6 5.1% 8.3 1.2% 56% False False 526
20 735.3 691.9 43.4 6.0% 8.5 1.2% 63% False False 317
40 735.3 653.5 81.8 11.4% 8.3 1.1% 80% False False 165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 768.5
2.618 750.0
1.618 738.5
1.000 731.5
0.618 727.3
HIGH 720.0
0.618 715.8
0.500 714.5
0.382 713.0
LOW 708.8
0.618 701.8
1.000 697.3
1.618 690.3
2.618 678.8
4.250 660.3
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 717.5 715.8
PP 716.0 712.8
S1 714.5 709.5

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

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