ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 796.3 798.2 1.9 0.2% 769.9
High 799.7 812.5 12.8 1.6% 801.5
Low 792.4 796.5 4.1 0.5% 767.5
Close 798.4 806.1 7.7 1.0% 798.4
Range 7.3 16.0 8.7 119.2% 34.0
ATR 12.8 13.1 0.2 1.8% 0.0
Volume 97,325 111,469 14,144 14.5% 580,364
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 853.0 845.5 815.0
R3 837.0 829.5 810.5
R2 821.0 821.0 809.0
R1 813.5 813.5 807.5 817.3
PP 805.0 805.0 805.0 807.0
S1 797.5 797.5 804.8 801.3
S2 789.0 789.0 803.3
S3 773.0 781.5 801.8
S4 757.0 765.5 797.3
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 891.3 878.8 817.0
R3 857.3 844.8 807.8
R2 823.3 823.3 804.8
R1 810.8 810.8 801.5 817.0
PP 789.3 789.3 789.3 792.3
S1 776.8 776.8 795.3 783.0
S2 755.3 755.3 792.3
S3 721.3 742.8 789.0
S4 687.3 708.8 779.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 812.5 781.3 31.2 3.9% 12.8 1.6% 79% True False 112,078
10 812.5 767.5 45.0 5.6% 13.8 1.7% 86% True False 126,117
20 812.5 767.5 45.0 5.6% 13.3 1.6% 86% True False 119,831
40 812.5 764.0 48.5 6.0% 11.8 1.5% 87% True False 109,800
60 812.5 698.7 113.8 14.1% 11.3 1.4% 94% True False 75,819
80 812.5 688.1 124.4 15.4% 10.5 1.3% 95% True False 56,927
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2.4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 880.5
2.618 854.5
1.618 838.5
1.000 828.5
0.618 822.5
HIGH 812.5
0.618 806.5
0.500 804.5
0.382 802.5
LOW 796.5
0.618 786.5
1.000 780.5
1.618 770.5
2.618 754.5
4.250 728.5
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 805.5 803.8
PP 805.0 801.3
S1 804.5 798.8

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

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