ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 788.5 784.0 -4.5 -0.6% 777.9
High 791.0 791.0 0.0 0.0% 791.6
Low 786.0 782.9 -3.1 -0.4% 773.5
Close 787.2 789.3 2.1 0.3% 787.2
Range 5.0 8.1 3.1 62.0% 18.1
ATR 9.7 9.6 -0.1 -1.2% 0.0
Volume 45,585 37,028 -8,557 -18.8% 265,278
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 812.0 808.8 793.8
R3 804.0 800.8 791.5
R2 795.8 795.8 790.8
R1 792.5 792.5 790.0 794.3
PP 787.8 787.8 787.8 788.5
S1 784.5 784.5 788.5 786.0
S2 779.8 779.8 787.8
S3 771.5 776.3 787.0
S4 763.5 768.3 784.8
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 838.5 831.0 797.3
R3 820.3 812.8 792.3
R2 802.3 802.3 790.5
R1 794.8 794.8 788.8 798.5
PP 784.0 784.0 784.0 786.0
S1 776.5 776.5 785.5 780.3
S2 766.0 766.0 784.0
S3 748.0 758.5 782.3
S4 729.8 740.5 777.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 791.6 773.5 18.1 2.3% 7.8 1.0% 87% False False 60,461
10 791.6 765.1 26.5 3.4% 8.5 1.1% 91% False False 105,721
20 791.6 716.7 74.9 9.5% 10.3 1.3% 97% False False 67,770
40 791.6 693.5 98.1 12.4% 9.5 1.2% 98% False False 34,111
60 791.6 665.7 125.9 16.0% 8.8 1.1% 98% False False 22,744
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 825.5
2.618 812.3
1.618 804.0
1.000 799.0
0.618 796.0
HIGH 791.0
0.618 788.0
0.500 787.0
0.382 786.0
LOW 783.0
0.618 778.0
1.000 774.8
1.618 769.8
2.618 761.8
4.250 748.5
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 788.5 788.5
PP 787.8 788.0
S1 787.0 787.3

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

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