ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 824.2 803.3 -20.9 -2.5% 827.8
High 830.2 813.8 -16.4 -2.0% 830.4
Low 801.1 800.6 -0.5 -0.1% 789.3
Close 804.6 809.6 5.0 0.6% 822.3
Range 29.1 13.2 -15.9 -54.6% 41.1
ATR 15.1 15.0 -0.1 -0.9% 0.0
Volume 178,136 150,188 -27,948 -15.7% 497,679
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 847.5 841.8 816.8
R3 834.5 828.5 813.3
R2 821.3 821.3 812.0
R1 815.5 815.5 810.8 818.3
PP 808.0 808.0 808.0 809.5
S1 802.3 802.3 808.5 805.0
S2 794.8 794.8 807.3
S3 781.5 789.0 806.0
S4 768.5 775.8 802.3
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
5 830.2 789.3 40.9 5.1% 19.0 2.3% 50% False False 151,976
10 837.8 789.3 48.5 6.0% 16.8 2.1% 42% False False 122,918
20 837.8 785.0 52.8 6.5% 13.5 1.7% 47% False False 111,485
40 837.8 767.5 70.3 8.7% 14.0 1.7% 60% False False 117,596
60 837.8 747.5 90.3 11.2% 12.5 1.5% 69% False False 105,844
80 837.8 698.7 139.1 17.2% 11.8 1.4% 80% False False 79,491
100 837.8 682.1 155.7 19.2% 10.8 1.3% 82% False False 63,626
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 870.0
2.618 848.3
1.618 835.3
1.000 827.0
0.618 822.0
HIGH 813.8
0.618 808.8
0.500 807.3
0.382 805.8
LOW 800.5
0.618 792.5
1.000 787.5
1.618 779.3
2.618 766.0
4.250 744.5
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 808.8 815.5
PP 808.0 813.5
S1 807.3 811.5

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

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