ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 730.9 728.7 -2.2 -0.3% 740.0
High 733.3 729.6 -3.7 -0.5% 735.8
Low 716.7 718.2 1.5 0.2% 710.9
Close 728.1 724.1 -4.0 -0.5% 728.2
Range 16.6 11.4 -5.2 -31.3% 24.9
ATR 10.2 10.3 0.1 0.8% 0.0
Volume 23 140 117 508.7% 2,735
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 758.3 752.5 730.3
R3 746.8 741.3 727.3
R2 735.3 735.3 726.3
R1 729.8 729.8 725.3 726.8
PP 724.0 724.0 724.0 722.5
S1 718.3 718.3 723.0 715.5
S2 712.5 712.5 722.0
S3 701.3 707.0 721.0
S4 689.8 695.5 717.8
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 799.8 788.8 742.0
R3 774.8 764.0 735.0
R2 749.8 749.8 732.8
R1 739.0 739.0 730.5 732.0
PP 725.0 725.0 725.0 721.5
S1 714.3 714.3 726.0 707.0
S2 700.0 700.0 723.8
S3 675.3 689.3 721.3
S4 650.3 664.3 714.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 735.8 716.7 19.1 2.6% 9.5 1.3% 39% False False 529
10 735.8 703.5 32.3 4.5% 8.8 1.2% 64% False False 296
20 735.8 698.7 37.1 5.1% 9.3 1.3% 68% False False 459
40 735.8 680.6 55.2 7.6% 8.0 1.1% 79% False False 234
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 778.0
2.618 759.5
1.618 748.0
1.000 741.0
0.618 736.8
HIGH 729.5
0.618 725.3
0.500 724.0
0.382 722.5
LOW 718.3
0.618 711.3
1.000 706.8
1.618 699.8
2.618 688.3
4.250 669.8
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 724.0 725.0
PP 724.0 724.8
S1 724.0 724.5

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

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