ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 792.0 769.9 -22.1 -2.8% 771.5
High 794.5 784.9 -9.6 -1.2% 796.7
Low 772.9 767.5 -5.4 -0.7% 769.4
Close 774.8 780.2 5.4 0.7% 774.8
Range 21.6 17.4 -4.2 -19.4% 27.3
ATR 12.9 13.2 0.3 2.5% 0.0
Volume 178,558 131,442 -47,116 -26.4% 688,980
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 829.8 822.3 789.8
R3 812.3 805.0 785.0
R2 795.0 795.0 783.5
R1 787.5 787.5 781.8 791.3
PP 777.5 777.5 777.5 779.5
S1 770.3 770.3 778.5 773.8
S2 760.3 760.3 777.0
S3 742.8 752.8 775.5
S4 725.3 735.3 770.8
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
5 796.7 767.5 29.2 3.7% 15.0 1.9% 43% False True 140,156
10 809.9 767.5 42.4 5.4% 15.0 1.9% 30% False True 135,640
20 809.9 767.5 42.4 5.4% 14.5 1.9% 30% False True 122,235
40 809.9 742.2 67.7 8.7% 11.8 1.5% 56% False False 99,586
60 809.9 698.7 111.2 14.3% 10.8 1.4% 73% False False 66,545
80 809.9 682.1 127.8 16.4% 10.0 1.3% 77% False False 49,923
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 True
Bull Hook False
Stretch 2.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 858.8
2.618 830.5
1.618 813.0
1.000 802.3
0.618 795.8
HIGH 785.0
0.618 778.3
0.500 776.3
0.382 774.3
LOW 767.5
0.618 756.8
1.000 750.0
1.618 739.3
2.618 722.0
4.250 693.5
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 778.8 782.0
PP 777.5 781.5
S1 776.3 780.8

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

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