ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 18-Jan-2011
Day Change Summary
Previous Current
14-Jan-2011 18-Jan-2011 Change Change % Previous Week
Open 801.0 800.8 -0.2 0.0% 782.8
High 806.8 809.9 3.1 0.4% 806.8
Low 795.2 798.6 3.4 0.4% 775.9
Close 805.9 808.2 2.3 0.3% 805.9
Range 11.6 11.3 -0.3 -2.6% 30.9
ATR 11.1 11.2 0.0 0.1% 0.0
Volume 81,635 90,370 8,735 10.7% 479,839
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 839.5 835.3 814.5
R3 828.3 823.8 811.3
R2 816.8 816.8 810.3
R1 812.5 812.5 809.3 814.8
PP 805.5 805.5 805.5 806.8
S1 801.3 801.3 807.3 803.5
S2 794.3 794.3 806.3
S3 783.0 790.0 805.0
S4 771.8 778.8 802.0
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
5 809.9 788.1 21.8 2.7% 9.5 1.2% 92% True False 87,987
10 809.9 774.0 35.9 4.4% 13.5 1.7% 95% True False 106,907
20 809.9 773.5 36.4 4.5% 10.8 1.3% 95% True False 83,277
40 809.9 710.9 99.0 12.2% 10.5 1.3% 98% True False 68,034
60 809.9 691.9 118.0 14.6% 10.0 1.2% 99% True False 45,462
80 809.9 655.5 154.4 19.1% 9.3 1.2% 99% True False 34,100
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 858.0
2.618 839.5
1.618 828.3
1.000 821.3
0.618 817.0
HIGH 810.0
0.618 805.5
0.500 804.3
0.382 803.0
LOW 798.5
0.618 791.5
1.000 787.3
1.618 780.3
2.618 769.0
4.250 750.5
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 807.0 806.3
PP 805.5 804.5
S1 804.3 802.5

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

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