ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 717.2 740.0 22.8 3.2% 717.9
High 721.9 727.7 5.8 0.8% 723.6
Low 716.3 715.9 -0.4 -0.1% 698.7
Close 721.1 724.8 3.7 0.5% 721.1
Range 5.6 11.8 6.2 110.7% 24.9
ATR 9.7 9.9 0.1 1.5% 0.0
Volume 26 24 -2 -7.7% 1,331
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 758.3 753.3 731.3
R3 746.5 741.5 728.0
R2 734.5 734.5 727.0
R1 729.8 729.8 726.0 726.3
PP 722.8 722.8 722.8 721.0
S1 718.0 718.0 723.8 714.5
S2 711.0 711.0 722.8
S3 699.3 706.0 721.5
S4 687.5 694.3 718.3
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
5 727.7 698.7 29.0 4.0% 9.3 1.3% 90% True False 264
10 735.3 698.7 36.6 5.0% 9.3 1.3% 71% False False 144
20 735.3 691.9 43.4 6.0% 8.8 1.2% 76% False False 318
40 735.3 655.5 79.8 11.0% 8.3 1.1% 87% False False 166
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 777.8
2.618 758.5
1.618 746.8
1.000 739.5
0.618 735.0
HIGH 727.8
0.618 723.3
0.500 721.8
0.382 720.5
LOW 716.0
0.618 708.5
1.000 704.0
1.618 696.8
2.618 685.0
4.250 665.8
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 723.8 722.5
PP 722.8 720.5
S1 721.8 718.3

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

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