ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 777.9 779.0 1.1 0.1% 774.7
High 784.4 789.2 4.8 0.6% 778.2
Low 773.5 778.6 5.1 0.7% 765.1
Close 778.5 788.4 9.9 1.3% 776.2
Range 10.9 10.6 -0.3 -2.8% 13.1
ATR 10.5 10.5 0.0 0.1% 0.0
Volume 91,192 69,605 -21,587 -23.7% 754,909
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 817.3 813.5 794.3
R3 806.5 802.8 791.3
R2 796.0 796.0 790.3
R1 792.3 792.3 789.3 794.0
PP 785.5 785.5 785.5 786.3
S1 781.5 781.5 787.5 783.5
S2 774.8 774.8 786.5
S3 764.3 771.0 785.5
S4 753.5 760.5 782.5
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 812.5 807.5 783.5
R3 799.3 794.3 779.8
R2 786.3 786.3 778.5
R1 781.3 781.3 777.5 783.8
PP 773.3 773.3 773.3 774.5
S1 768.3 768.3 775.0 770.8
S2 760.0 760.0 773.8
S3 747.0 755.0 772.5
S4 733.8 742.0 769.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 789.2 765.1 24.1 3.1% 10.5 1.3% 97% True False 115,798
10 789.2 757.1 32.1 4.1% 9.8 1.2% 98% True False 118,901
20 789.2 716.7 72.5 9.2% 10.5 1.3% 99% True False 60,819
40 789.2 691.9 97.3 12.3% 9.8 1.2% 99% True False 30,574
60 789.2 665.7 123.5 15.7% 8.8 1.1% 99% True False 20,387
Crabel Price Patterns
NR True
NR4 False
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 2.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 834.3
2.618 817.0
1.618 806.3
1.000 799.8
0.618 795.8
HIGH 789.3
0.618 785.3
0.500 784.0
0.382 782.8
LOW 778.5
0.618 772.0
1.000 768.0
1.618 761.5
2.618 750.8
4.250 733.5
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 787.0 785.5
PP 785.5 782.3
S1 784.0 779.3

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

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