ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 708.7 717.2 8.5 1.2% 717.9
High 720.1 721.9 1.8 0.2% 723.6
Low 708.7 716.3 7.6 1.1% 698.7
Close 719.1 721.1 2.0 0.3% 721.1
Range 11.4 5.6 -5.8 -50.9% 24.9
ATR 10.0 9.7 -0.3 -3.2% 0.0
Volume 9 26 17 188.9% 1,331
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 736.5 734.5 724.3
R3 731.0 728.8 722.8
R2 725.3 725.3 722.3
R1 723.3 723.3 721.5 724.3
PP 719.8 719.8 719.8 720.3
S1 717.8 717.8 720.5 718.8
S2 714.3 714.3 720.0
S3 708.5 712.0 719.5
S4 703.0 706.5 718.0
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 789.3 780.0 734.8
R3 764.3 755.3 728.0
R2 739.3 739.3 725.8
R1 730.3 730.3 723.5 734.8
PP 714.5 714.5 714.5 716.8
S1 705.3 705.3 718.8 710.0
S2 689.5 689.5 716.5
S3 664.8 680.5 714.3
S4 639.8 655.5 707.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 723.6 698.7 24.9 3.5% 8.5 1.2% 90% False False 266
10 735.3 698.7 36.6 5.1% 8.3 1.2% 61% False False 312
20 735.3 691.9 43.4 6.0% 8.5 1.2% 67% False False 318
40 735.3 655.5 79.8 11.1% 8.0 1.1% 82% False False 165
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 745.8
2.618 736.5
1.618 731.0
1.000 727.5
0.618 725.3
HIGH 722.0
0.618 719.8
0.500 719.0
0.382 718.5
LOW 716.3
0.618 712.8
1.000 710.8
1.618 707.3
2.618 701.8
4.250 692.5
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 720.5 718.3
PP 719.8 715.5
S1 719.0 712.8

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

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