ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 805.9 811.4 5.5 0.7% 769.9
High 812.8 813.1 0.3 0.0% 801.5
Low 803.3 804.1 0.8 0.1% 767.5
Close 811.9 809.6 -2.3 -0.3% 798.4
Range 9.5 9.0 -0.5 -5.3% 34.0
ATR 12.8 12.5 -0.3 -2.1% 0.0
Volume 92,055 103,560 11,505 12.5% 580,364
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 836.0 831.8 814.5
R3 827.0 822.8 812.0
R2 818.0 818.0 811.3
R1 813.8 813.8 810.5 811.3
PP 809.0 809.0 809.0 807.8
S1 804.8 804.8 808.8 802.3
S2 800.0 800.0 808.0
S3 791.0 795.8 807.0
S4 782.0 786.8 804.8
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
5 813.1 785.0 28.1 3.5% 11.0 1.4% 88% True False 105,194
10 813.1 767.5 45.6 5.6% 13.0 1.6% 92% True False 117,908
20 813.1 767.5 45.6 5.6% 13.0 1.6% 92% True False 118,034
40 813.1 765.1 48.0 5.9% 11.8 1.5% 93% True False 106,657
60 813.1 698.7 114.4 14.1% 11.3 1.4% 97% True False 79,078
80 813.1 688.1 125.0 15.4% 10.5 1.3% 97% True False 59,372
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 False
Bull Hook False
Stretch 2.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 851.3
2.618 836.8
1.618 827.8
1.000 822.0
0.618 818.8
HIGH 813.0
0.618 809.8
0.500 808.5
0.382 807.5
LOW 804.0
0.618 798.5
1.000 795.0
1.618 789.5
2.618 780.5
4.250 765.8
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 809.3 808.0
PP 809.0 806.5
S1 808.5 804.8

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

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