ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 810.6 829.5 18.9 2.3% 820.1
High 830.4 832.0 1.6 0.2% 832.0
Low 809.6 816.4 6.8 0.8% 800.6
Close 828.5 825.4 -3.1 -0.4% 825.4
Range 20.8 15.6 -5.2 -25.0% 31.4
ATR 15.4 15.4 0.0 0.1% 0.0
Volume 141,145 135,381 -5,764 -4.1% 731,701
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 871.5 864.0 834.0
R3 855.8 848.5 829.8
R2 840.3 840.3 828.3
R1 832.8 832.8 826.8 828.8
PP 824.5 824.5 824.5 822.5
S1 817.3 817.3 824.0 813.0
S2 809.0 809.0 822.5
S3 793.5 801.5 821.0
S4 777.8 786.0 816.8
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 913.5 900.8 842.8
R3 882.3 869.5 834.0
R2 850.8 850.8 831.3
R1 838.0 838.0 828.3 844.5
PP 819.3 819.3 819.3 822.5
S1 806.8 806.8 822.5 813.0
S2 788.0 788.0 819.8
S3 756.5 775.3 816.8
S4 725.3 743.8 808.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 832.0 800.6 31.4 3.8% 18.5 2.2% 79% True False 146,340
10 837.8 789.3 48.5 5.9% 18.5 2.2% 74% False False 131,696
20 837.8 789.3 48.5 5.9% 14.3 1.7% 74% False False 114,683
40 837.8 767.5 70.3 8.5% 14.0 1.7% 82% False False 118,249
60 837.8 757.1 80.7 9.8% 12.5 1.5% 85% False False 110,084
80 837.8 698.7 139.1 16.9% 12.0 1.4% 91% False False 82,926
100 837.8 688.1 149.7 18.1% 11.0 1.3% 92% False False 66,391
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 3.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 898.3
2.618 872.8
1.618 857.3
1.000 847.5
0.618 841.8
HIGH 832.0
0.618 826.0
0.500 824.3
0.382 822.3
LOW 816.5
0.618 806.8
1.000 800.8
1.618 791.3
2.618 775.5
4.250 750.0
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 825.0 822.3
PP 824.5 819.3
S1 824.3 816.3

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

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