ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 832.4 827.8 -4.6 -0.6% 822.0
High 837.8 830.4 -7.4 -0.9% 837.8
Low 830.6 811.0 -19.6 -2.4% 818.3
Close 834.3 812.3 -22.0 -2.6% 834.3
Range 7.2 19.4 12.2 169.4% 19.5
ATR 11.3 12.1 0.9 7.6% 0.0
Volume 87,588 0 -87,588 -100.0% 437,937
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 876.0 863.5 823.0
R3 856.8 844.3 817.8
R2 837.3 837.3 815.8
R1 824.8 824.8 814.0 821.3
PP 818.0 818.0 818.0 816.3
S1 805.5 805.5 810.5 802.0
S2 798.5 798.5 808.8
S3 779.0 786.0 807.0
S4 759.8 766.5 801.8
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 888.8 881.0 845.0
R3 869.3 861.5 839.8
R2 849.8 849.8 838.0
R1 842.0 842.0 836.0 845.8
PP 830.3 830.3 830.3 832.0
S1 822.5 822.5 832.5 826.3
S2 810.8 810.8 830.8
S3 791.3 803.0 829.0
S4 771.8 783.5 823.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 837.8 811.0 26.8 3.3% 10.5 1.3% 5% False True 72,524
10 837.8 802.2 35.6 4.4% 10.5 1.3% 28% False False 85,550
20 837.8 767.5 70.3 8.7% 12.3 1.5% 64% False False 105,833
40 837.8 767.5 70.3 8.7% 12.3 1.5% 64% False False 102,055
60 837.8 716.7 121.1 14.9% 11.5 1.4% 79% False False 90,009
80 837.8 693.5 144.3 17.8% 10.8 1.3% 82% False False 67,620
100 837.8 665.7 172.1 21.2% 10.0 1.2% 85% False False 54,098
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 2.4
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 912.8
2.618 881.3
1.618 861.8
1.000 849.8
0.618 842.5
HIGH 830.5
0.618 823.0
0.500 820.8
0.382 818.5
LOW 811.0
0.618 799.0
1.000 791.5
1.618 779.5
2.618 760.3
4.250 728.5
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 820.8 824.5
PP 818.0 820.3
S1 815.0 816.3

Download as Excel Spreadsheet

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

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