ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 26-Jan-2011
Day Change Summary
Previous Current
25-Jan-2011 26-Jan-2011 Change Change % Previous Week
Open 777.2 778.6 1.4 0.2% 800.8
High 779.5 793.8 14.3 1.8% 809.9
Low 769.4 777.4 8.0 1.0% 771.0
Close 778.2 791.1 12.9 1.7% 771.9
Range 10.1 16.4 6.3 62.4% 38.9
ATR 12.1 12.4 0.3 2.6% 0.0
Volume 128,271 149,434 21,163 16.5% 535,985
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 836.8 830.3 800.0
R3 820.3 813.8 795.5
R2 803.8 803.8 794.0
R1 797.5 797.5 792.5 800.8
PP 787.5 787.5 787.5 789.0
S1 781.0 781.0 789.5 784.3
S2 771.0 771.0 788.0
S3 754.8 764.8 786.5
S4 738.3 748.3 782.0
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
5 793.8 769.4 24.4 3.1% 12.8 1.6% 89% True False 135,079
10 809.9 769.4 40.5 5.1% 12.8 1.6% 54% False False 118,160
20 809.9 769.4 40.5 5.1% 13.0 1.6% 54% False False 108,107
40 809.9 718.2 91.7 11.6% 11.5 1.4% 79% False False 89,039
60 809.9 697.7 112.2 14.2% 10.8 1.4% 83% False False 59,510
80 809.9 667.4 142.5 18.0% 9.8 1.2% 87% False False 44,635
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 863.5
2.618 836.8
1.618 820.3
1.000 810.3
0.618 804.0
HIGH 793.8
0.618 787.5
0.500 785.5
0.382 783.8
LOW 777.5
0.618 767.3
1.000 761.0
1.618 750.8
2.618 734.5
4.250 707.8
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 789.3 788.0
PP 787.5 784.8
S1 785.5 781.5

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

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