ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 788.7 788.5 -0.2 0.0% 774.7
High 791.6 791.0 -0.6 -0.1% 778.2
Low 787.0 786.0 -1.0 -0.1% 765.1
Close 788.6 787.2 -1.4 -0.2% 776.2
Range 4.6 5.0 0.4 8.7% 13.1
ATR 10.1 9.7 -0.4 -3.6% 0.0
Volume 58,896 45,585 -13,311 -22.6% 754,909
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 803.0 800.3 790.0
R3 798.0 795.3 788.5
R2 793.0 793.0 788.0
R1 790.3 790.3 787.8 789.0
PP 788.0 788.0 788.0 787.5
S1 785.3 785.3 786.8 784.0
S2 783.0 783.0 786.3
S3 778.0 780.3 785.8
S4 773.0 775.3 784.5
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
5 791.6 769.5 22.1 2.8% 8.0 1.0% 80% False False 73,169
10 791.6 764.0 27.6 3.5% 8.8 1.1% 84% False False 116,530
20 791.6 716.7 74.9 9.5% 10.3 1.3% 94% False False 65,919
40 791.6 693.5 98.1 12.5% 9.5 1.2% 96% False False 33,185
60 791.6 665.7 125.9 16.0% 8.8 1.1% 97% False False 22,127
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 812.3
2.618 804.0
1.618 799.0
1.000 796.0
0.618 794.0
HIGH 791.0
0.618 789.0
0.500 788.5
0.382 788.0
LOW 786.0
0.618 783.0
1.000 781.0
1.618 778.0
2.618 773.0
4.250 764.8
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 788.5 786.5
PP 788.0 785.8
S1 787.8 785.0

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

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