ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 800.5 801.0 0.5 0.1% 782.8
High 803.0 806.8 3.8 0.5% 806.8
Low 795.5 795.2 -0.3 0.0% 775.9
Close 800.0 805.9 5.9 0.7% 805.9
Range 7.5 11.6 4.1 54.7% 30.9
ATR 11.1 11.1 0.0 0.3% 0.0
Volume 84,449 81,635 -2,814 -3.3% 479,839
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 837.5 833.3 812.3
R3 825.8 821.8 809.0
R2 814.3 814.3 808.0
R1 810.0 810.0 807.0 812.3
PP 802.8 802.8 802.8 803.8
S1 798.5 798.5 804.8 800.5
S2 791.0 791.0 803.8
S3 779.5 786.8 802.8
S4 767.8 775.3 799.5
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 889.0 878.3 823.0
R3 858.0 847.5 814.5
R2 827.0 827.0 811.5
R1 816.5 816.5 808.8 821.8
PP 796.3 796.3 796.3 798.8
S1 785.5 785.5 803.0 791.0
S2 765.3 765.3 800.3
S3 734.5 754.8 797.5
S4 703.5 723.8 789.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 806.8 775.9 30.9 3.8% 10.5 1.3% 97% True False 95,967
10 806.8 774.0 32.8 4.1% 14.0 1.7% 97% True False 108,830
20 806.8 769.5 37.3 4.6% 10.5 1.3% 98% True False 83,787
40 806.8 710.9 95.9 11.9% 10.5 1.3% 99% True False 65,776
60 806.8 691.9 114.9 14.3% 9.8 1.2% 99% True False 43,956
80 806.8 653.5 153.3 19.0% 9.3 1.2% 99% True False 32,970
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 856.0
2.618 837.3
1.618 825.5
1.000 818.5
0.618 814.0
HIGH 806.8
0.618 802.3
0.500 801.0
0.382 799.8
LOW 795.3
0.618 788.0
1.000 783.5
1.618 776.5
2.618 764.8
4.250 746.0
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 804.3 804.0
PP 802.8 802.0
S1 801.0 800.3

Download as Excel Spreadsheet

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

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