ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 757.6 762.0 4.4 0.6% 730.9
High 768.4 765.8 -2.6 -0.3% 754.9
Low 756.0 758.9 2.9 0.4% 716.7
Close 761.6 763.5 1.9 0.2% 752.3
Range 12.4 6.9 -5.5 -44.4% 38.2
ATR 11.2 10.9 -0.3 -2.7% 0.0
Volume 18,014 32,725 14,711 81.7% 2,758
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 783.5 780.3 767.3
R3 776.5 773.5 765.5
R2 769.8 769.8 764.8
R1 766.5 766.5 764.3 768.0
PP 762.8 762.8 762.8 763.5
S1 759.8 759.8 762.8 761.3
S2 755.8 755.8 762.3
S3 749.0 752.8 761.5
S4 742.0 745.8 759.8
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
5 768.4 738.4 30.0 3.9% 11.0 1.4% 84% False False 11,342
10 768.4 716.7 51.7 6.8% 10.3 1.4% 91% False False 5,986
20 768.4 698.7 69.7 9.1% 9.8 1.3% 93% False False 3,085
40 768.4 688.1 80.3 10.5% 8.8 1.1% 94% False False 1,668
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.2
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 795.0
2.618 783.8
1.618 777.0
1.000 772.8
0.618 770.0
HIGH 765.8
0.618 763.3
0.500 762.3
0.382 761.5
LOW 759.0
0.618 754.8
1.000 752.0
1.618 747.8
2.618 740.8
4.250 729.5
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 763.0 761.8
PP 762.8 759.8
S1 762.3 758.0

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

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