ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 791.3 792.0 0.7 0.1% 771.5
High 796.7 794.5 -2.2 -0.3% 796.7
Low 787.3 772.9 -14.4 -1.8% 769.4
Close 792.6 774.8 -17.8 -2.2% 774.8
Range 9.4 21.6 12.2 129.8% 27.3
ATR 12.2 12.9 0.7 5.5% 0.0
Volume 113,078 178,558 65,480 57.9% 688,980
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 845.5 831.8 786.8
R3 824.0 810.3 780.8
R2 802.3 802.3 778.8
R1 788.5 788.5 776.8 784.8
PP 780.8 780.8 780.8 778.8
S1 767.0 767.0 772.8 763.0
S2 759.3 759.3 770.8
S3 737.5 745.3 768.8
S4 716.0 723.8 763.0
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 862.3 845.8 789.8
R3 835.0 818.5 782.3
R2 807.5 807.5 779.8
R1 791.3 791.3 777.3 799.5
PP 780.3 780.3 780.3 784.5
S1 764.0 764.0 772.3 772.0
S2 753.0 753.0 769.8
S3 725.8 736.5 767.3
S4 698.5 709.3 759.8
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 3.5% 13.8 1.8% 20% False False 137,796
10 809.9 769.4 40.5 5.2% 14.3 1.9% 13% False False 130,660
20 809.9 769.4 40.5 5.2% 14.0 1.8% 13% False False 118,733
40 809.9 738.4 71.5 9.2% 11.5 1.5% 51% False False 96,308
60 809.9 698.7 111.2 14.4% 10.8 1.4% 68% False False 64,359
80 809.9 680.6 129.3 16.7% 10.0 1.3% 73% False False 48,280
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 886.3
2.618 851.0
1.618 829.5
1.000 816.0
0.618 807.8
HIGH 794.5
0.618 786.3
0.500 783.8
0.382 781.3
LOW 773.0
0.618 759.5
1.000 751.3
1.618 738.0
2.618 716.3
4.250 681.0
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 783.8 784.8
PP 780.8 781.5
S1 777.8 778.3

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

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