ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 774.7 770.6 -4.1 -0.5% 752.5
High 778.2 773.7 -4.5 -0.6% 775.7
Low 769.4 768.2 -1.2 -0.2% 747.5
Close 771.6 770.2 -1.4 -0.2% 773.6
Range 8.8 5.5 -3.3 -37.5% 28.2
ATR 10.9 10.5 -0.4 -3.5% 0.0
Volume 176,229 160,485 -15,744 -8.9% 295,436
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 787.3 784.3 773.3
R3 781.8 778.8 771.8
R2 776.3 776.3 771.3
R1 773.3 773.3 770.8 772.0
PP 770.8 770.8 770.8 770.0
S1 767.8 767.8 769.8 766.5
S2 765.3 765.3 769.3
S3 759.8 762.3 768.8
S4 754.3 756.8 767.3
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 850.3 840.0 789.0
R3 822.0 812.0 781.3
R2 793.8 793.8 778.8
R1 783.8 783.8 776.3 788.8
PP 765.5 765.5 765.5 768.0
S1 755.5 755.5 771.0 760.5
S2 737.5 737.5 768.5
S3 709.3 727.3 765.8
S4 681.0 699.0 758.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 778.2 757.1 21.1 2.7% 9.0 1.2% 62% False False 122,005
10 778.2 727.5 50.7 6.6% 10.8 1.4% 84% False False 63,474
20 778.2 703.5 74.7 9.7% 9.8 1.3% 89% False False 31,885
40 778.2 691.9 86.3 11.2% 9.3 1.2% 91% False False 16,100
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.8
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 797.0
2.618 788.0
1.618 782.5
1.000 779.3
0.618 777.0
HIGH 773.8
0.618 771.5
0.500 771.0
0.382 770.3
LOW 768.3
0.618 764.8
1.000 762.8
1.618 759.3
2.618 753.8
4.250 744.8
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 771.0 771.0
PP 770.8 770.8
S1 770.5 770.5

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

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