ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 752.5 757.6 5.1 0.7% 730.9
High 759.6 768.4 8.8 1.2% 754.9
Low 747.5 756.0 8.5 1.1% 716.7
Close 757.0 761.6 4.6 0.6% 752.3
Range 12.1 12.4 0.3 2.5% 38.2
ATR 11.1 11.2 0.1 0.8% 0.0
Volume 4,111 18,014 13,903 338.2% 2,758
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 799.3 792.8 768.5
R3 786.8 780.5 765.0
R2 774.5 774.5 763.8
R1 768.0 768.0 762.8 771.3
PP 762.0 762.0 762.0 763.5
S1 755.5 755.5 760.5 758.8
S2 749.5 749.5 759.3
S3 737.3 743.3 758.3
S4 724.8 730.8 754.8
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 856.0 842.3 773.3
R3 817.8 804.0 762.8
R2 779.5 779.5 759.3
R1 766.0 766.0 755.8 772.8
PP 741.3 741.3 741.3 744.8
S1 727.8 727.8 748.8 734.5
S2 703.0 703.0 745.3
S3 665.0 689.5 741.8
S4 626.8 651.3 731.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 768.4 727.5 40.9 5.4% 12.8 1.7% 83% True False 4,944
10 768.4 716.7 51.7 6.8% 11.0 1.5% 87% True False 2,736
20 768.4 698.7 69.7 9.2% 10.0 1.3% 90% True False 1,451
40 768.4 688.1 80.3 10.5% 8.8 1.2% 92% True False 850
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 821.0
2.618 800.8
1.618 788.5
1.000 780.8
0.618 776.0
HIGH 768.5
0.618 763.8
0.500 762.3
0.382 760.8
LOW 756.0
0.618 748.3
1.000 743.5
1.618 736.0
2.618 723.5
4.250 703.3
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 762.3 759.5
PP 762.0 757.5
S1 761.8 755.3

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

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