ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 790.3 782.8 -7.5 -0.9% 784.5
High 794.2 793.0 -1.2 -0.2% 800.3
Low 774.0 775.9 1.9 0.2% 774.0
Close 784.7 789.6 4.9 0.6% 784.7
Range 20.2 17.1 -3.1 -15.3% 26.3
ATR 11.5 11.9 0.4 3.5% 0.0
Volume 147,449 130,273 -17,176 -11.6% 608,466
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 837.5 830.8 799.0
R3 820.3 813.5 794.3
R2 803.3 803.3 792.8
R1 796.5 796.5 791.3 799.8
PP 786.3 786.3 786.3 788.0
S1 779.3 779.3 788.0 782.8
S2 769.0 769.0 786.5
S3 752.0 762.3 785.0
S4 734.8 745.3 780.3
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 865.3 851.3 799.3
R3 839.0 825.0 792.0
R2 812.8 812.8 789.5
R1 798.8 798.8 787.0 805.8
PP 786.3 786.3 786.3 789.8
S1 772.3 772.3 782.3 779.3
S2 760.0 760.0 780.0
S3 733.8 746.0 777.5
S4 707.5 719.8 770.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 799.0 774.0 25.0 3.2% 17.5 2.2% 62% False False 125,828
10 800.3 774.0 26.3 3.3% 13.0 1.6% 59% False False 92,331
20 800.3 765.1 35.2 4.5% 10.8 1.4% 70% False False 99,026
40 800.3 698.7 101.6 12.9% 10.5 1.3% 89% False False 57,069
60 800.3 688.1 112.2 14.2% 9.5 1.2% 90% False False 38,131
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 865.8
2.618 837.8
1.618 820.8
1.000 810.0
0.618 803.5
HIGH 793.0
0.618 786.5
0.500 784.5
0.382 782.5
LOW 776.0
0.618 765.3
1.000 758.8
1.618 748.3
2.618 731.3
4.250 703.3
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 788.0 788.3
PP 786.3 786.8
S1 784.5 785.5

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

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