ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 740.0 719.8 -20.2 -2.7% 717.9
High 727.7 720.9 -6.8 -0.9% 723.6
Low 715.9 710.9 -5.0 -0.7% 698.7
Close 724.8 717.1 -7.7 -1.1% 721.1
Range 11.8 10.0 -1.8 -15.3% 24.9
ATR 9.9 10.2 0.3 2.9% 0.0
Volume 24 227 203 845.8% 1,331
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 746.3 741.8 722.5
R3 736.3 731.8 719.8
R2 726.3 726.3 719.0
R1 721.8 721.8 718.0 719.0
PP 716.3 716.3 716.3 715.0
S1 711.8 711.8 716.3 709.0
S2 706.3 706.3 715.3
S3 696.3 701.8 714.3
S4 686.3 691.8 711.5
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
5 727.7 703.5 24.2 3.4% 8.3 1.1% 56% False False 63
10 730.7 698.7 32.0 4.5% 8.8 1.2% 58% False False 165
20 735.3 691.9 43.4 6.1% 9.0 1.2% 58% False False 329
40 735.3 665.7 69.6 9.7% 8.0 1.1% 74% False False 171
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 -0.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 763.5
2.618 747.0
1.618 737.0
1.000 731.0
0.618 727.0
HIGH 721.0
0.618 717.0
0.500 716.0
0.382 714.8
LOW 711.0
0.618 704.8
1.000 701.0
1.618 694.8
2.618 684.8
4.250 668.5
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 716.8 719.3
PP 716.3 718.5
S1 716.0 717.8

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

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