ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 778.6 791.3 12.7 1.6% 800.8
High 793.8 796.7 2.9 0.4% 809.9
Low 777.4 787.3 9.9 1.3% 771.0
Close 791.1 792.6 1.5 0.2% 771.9
Range 16.4 9.4 -7.0 -42.7% 38.9
ATR 12.4 12.2 -0.2 -1.7% 0.0
Volume 149,434 113,078 -36,356 -24.3% 535,985
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 820.5 816.0 797.8
R3 811.0 806.5 795.3
R2 801.5 801.5 794.3
R1 797.0 797.0 793.5 799.3
PP 792.3 792.3 792.3 793.3
S1 787.8 787.8 791.8 790.0
S2 782.8 782.8 791.0
S3 773.5 778.3 790.0
S4 764.0 769.0 787.5
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
5 796.7 769.4 27.3 3.4% 11.8 1.5% 85% True False 124,615
10 809.9 769.4 40.5 5.1% 13.0 1.6% 57% False False 121,249
20 809.9 769.4 40.5 5.1% 13.3 1.7% 57% False False 112,063
40 809.9 727.5 82.4 10.4% 11.3 1.4% 79% False False 91,863
60 809.9 698.7 111.2 14.0% 10.8 1.3% 84% False False 61,395
80 809.9 680.6 129.3 16.3% 9.8 1.2% 87% False False 46,048
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 2.7
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 836.8
2.618 821.3
1.618 812.0
1.000 806.0
0.618 802.5
HIGH 796.8
0.618 793.0
0.500 792.0
0.382 791.0
LOW 787.3
0.618 781.5
1.000 778.0
1.618 772.0
2.618 762.8
4.250 747.3
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 792.5 789.5
PP 792.3 786.3
S1 792.0 783.0

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

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