ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 804.4 820.1 15.7 2.0% 827.8
High 822.7 829.8 7.1 0.9% 830.4
Low 801.8 816.0 14.2 1.8% 789.3
Close 822.3 822.9 0.6 0.1% 822.3
Range 20.9 13.8 -7.1 -34.0% 41.1
ATR 14.0 14.0 0.0 -0.1% 0.0
Volume 125,278 126,851 1,573 1.3% 497,679
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 864.3 857.5 830.5
R3 850.5 843.5 826.8
R2 836.8 836.8 825.5
R1 829.8 829.8 824.3 833.3
PP 823.0 823.0 823.0 824.5
S1 816.0 816.0 821.8 819.5
S2 809.0 809.0 820.3
S3 795.3 802.3 819.0
S4 781.5 788.5 815.3
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 937.3 921.0 845.0
R3 896.3 879.8 833.5
R2 855.0 855.0 829.8
R1 838.8 838.8 826.0 826.3
PP 814.0 814.0 814.0 807.8
S1 797.5 797.5 818.5 785.3
S2 773.0 773.0 814.8
S3 731.8 756.5 811.0
S4 690.8 715.5 799.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 830.4 789.3 41.1 5.0% 19.8 2.4% 82% False False 124,906
10 837.8 789.3 48.5 5.9% 13.8 1.7% 69% False False 106,246
20 837.8 767.5 70.3 8.5% 13.3 1.6% 79% False False 108,593
40 837.8 767.5 70.3 8.5% 13.8 1.7% 79% False False 113,663
60 837.8 738.4 99.4 12.1% 12.0 1.5% 85% False False 100,403
80 837.8 698.7 139.1 16.9% 11.5 1.4% 89% False False 75,417
100 837.8 680.6 157.2 19.1% 10.5 1.3% 91% False False 60,343
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 888.5
2.618 866.0
1.618 852.3
1.000 843.5
0.618 838.3
HIGH 829.8
0.618 824.5
0.500 823.0
0.382 821.3
LOW 816.0
0.618 807.5
1.000 802.3
1.618 793.8
2.618 779.8
4.250 757.3
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 823.0 818.5
PP 823.0 814.0
S1 823.0 809.5

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

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