ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 01-Feb-2011
Day Change Summary
Previous Current
31-Jan-2011 01-Feb-2011 Change Change % Previous Week
Open 769.9 781.3 11.4 1.5% 771.5
High 784.9 800.3 15.4 2.0% 796.7
Low 767.5 781.3 13.8 1.8% 769.4
Close 780.2 796.1 15.9 2.0% 774.8
Range 17.4 19.0 1.6 9.2% 27.3
ATR 13.2 13.7 0.5 3.8% 0.0
Volume 131,442 139,037 7,595 5.8% 688,980
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 849.5 841.8 806.5
R3 830.5 822.8 801.3
R2 811.5 811.5 799.5
R1 803.8 803.8 797.8 807.8
PP 792.5 792.5 792.5 794.5
S1 784.8 784.8 794.3 788.8
S2 773.5 773.5 792.5
S3 754.5 765.8 791.0
S4 735.5 746.8 785.8
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
5 800.3 767.5 32.8 4.1% 16.8 2.1% 87% True False 142,309
10 809.5 767.5 42.0 5.3% 15.8 2.0% 68% False False 140,507
20 809.9 767.5 42.4 5.3% 14.5 1.8% 67% False False 123,707
40 809.9 747.5 62.4 7.8% 11.8 1.5% 78% False False 103,024
60 809.9 698.7 111.2 14.0% 11.0 1.4% 88% False False 68,826
80 809.9 682.1 127.8 16.1% 10.3 1.3% 89% False False 51,661
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 881.0
2.618 850.0
1.618 831.0
1.000 819.3
0.618 812.0
HIGH 800.3
0.618 793.0
0.500 790.8
0.382 788.5
LOW 781.3
0.618 769.5
1.000 762.3
1.618 750.5
2.618 731.5
4.250 700.5
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 794.3 792.0
PP 792.5 788.0
S1 790.8 784.0

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

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