ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 794.1 800.5 6.4 0.8% 784.5
High 801.4 803.0 1.6 0.2% 800.3
Low 793.6 795.5 1.9 0.2% 774.0
Close 800.4 800.0 -0.4 0.0% 784.7
Range 7.8 7.5 -0.3 -3.8% 26.3
ATR 11.4 11.1 -0.3 -2.4% 0.0
Volume 82,195 84,449 2,254 2.7% 608,466
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 822.0 818.5 804.0
R3 814.5 811.0 802.0
R2 807.0 807.0 801.5
R1 803.5 803.5 800.8 801.5
PP 799.5 799.5 799.5 798.5
S1 796.0 796.0 799.3 794.0
S2 792.0 792.0 798.5
S3 784.5 788.5 798.0
S4 777.0 781.0 796.0
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
5 803.0 774.0 29.0 3.6% 12.3 1.5% 90% True False 109,130
10 803.0 774.0 29.0 3.6% 13.8 1.7% 90% True False 106,807
20 803.0 765.1 37.9 4.7% 10.5 1.3% 92% True False 87,059
40 803.0 708.7 94.3 11.8% 10.5 1.3% 97% True False 63,735
60 803.0 691.9 111.1 13.9% 9.8 1.2% 97% True False 42,596
80 803.0 643.3 159.7 20.0% 9.3 1.1% 98% True False 31,952
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 3.2
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 835.0
2.618 822.8
1.618 815.3
1.000 810.5
0.618 807.8
HIGH 803.0
0.618 800.3
0.500 799.3
0.382 798.3
LOW 795.5
0.618 790.8
1.000 788.0
1.618 783.3
2.618 775.8
4.250 763.5
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 799.8 798.5
PP 799.5 797.0
S1 799.3 795.5

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

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