ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 727.5 739.7 12.2 1.7% 740.0
High 742.5 749.4 6.9 0.9% 735.8
Low 727.5 738.4 10.9 1.5% 710.9
Close 739.5 749.1 9.6 1.3% 728.2
Range 15.0 11.0 -4.0 -26.7% 24.9
ATR 10.9 10.9 0.0 0.1% 0.0
Volume 733 345 -388 -52.9% 2,735
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 778.8 774.8 755.3
R3 767.8 763.8 752.0
R2 756.8 756.8 751.0
R1 752.8 752.8 750.0 754.8
PP 745.8 745.8 745.8 746.5
S1 741.8 741.8 748.0 743.8
S2 734.8 734.8 747.0
S3 723.8 730.8 746.0
S4 712.8 719.8 743.0
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
5 749.4 716.7 32.7 4.4% 12.0 1.6% 99% True False 248
10 749.4 710.9 38.5 5.1% 10.0 1.3% 99% True False 400
20 749.4 698.7 50.7 6.8% 9.3 1.2% 99% True False 463
40 749.4 682.1 67.3 9.0% 8.3 1.1% 100% True False 260
Crabel Price Patterns
NR True
NR4 True
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 -0.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 796.3
2.618 778.3
1.618 767.3
1.000 760.5
0.618 756.3
HIGH 749.5
0.618 745.3
0.500 744.0
0.382 742.5
LOW 738.5
0.618 731.5
1.000 727.5
1.618 720.5
2.618 709.5
4.250 691.8
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 747.3 744.0
PP 745.8 739.0
S1 744.0 733.8

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

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