ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 785.7 775.1 -10.6 -1.3% 800.8
High 787.1 783.1 -4.0 -0.5% 809.9
Low 773.2 771.0 -2.2 -0.3% 771.0
Close 775.8 771.9 -3.9 -0.5% 771.9
Range 13.9 12.1 -1.8 -12.9% 38.9
ATR 12.3 12.3 0.0 -0.1% 0.0
Volume 165,399 112,654 -52,745 -31.9% 535,985
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 811.8 803.8 778.5
R3 799.5 791.8 775.3
R2 787.5 787.5 774.0
R1 779.8 779.8 773.0 777.5
PP 775.3 775.3 775.3 774.3
S1 767.5 767.5 770.8 765.5
S2 763.3 763.3 769.8
S3 751.3 755.5 768.5
S4 739.0 743.3 765.3
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 901.0 875.3 793.3
R3 862.0 836.5 782.5
R2 823.3 823.3 779.0
R1 797.5 797.5 775.5 791.0
PP 784.3 784.3 784.3 781.0
S1 758.8 758.8 768.3 752.0
S2 745.3 745.3 764.8
S3 706.5 719.8 761.3
S4 667.5 680.8 750.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 809.9 771.0 38.9 5.0% 15.0 1.9% 2% False True 123,524
10 809.9 771.0 38.9 5.0% 13.8 1.8% 2% False True 116,327
20 809.9 771.0 38.9 5.0% 12.0 1.6% 2% False True 94,573
40 809.9 716.7 93.2 12.1% 11.0 1.4% 59% False False 79,163
60 809.9 693.5 116.4 15.1% 10.5 1.3% 67% False False 52,888
80 809.9 665.7 144.2 18.7% 9.5 1.2% 74% False False 39,669
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 3.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 834.5
2.618 814.8
1.618 802.8
1.000 795.3
0.618 790.5
HIGH 783.0
0.618 778.5
0.500 777.0
0.382 775.5
LOW 771.0
0.618 763.5
1.000 759.0
1.618 751.5
2.618 739.3
4.250 719.5
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 777.0 790.3
PP 775.3 784.3
S1 773.5 778.0

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

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