ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 829.5 825.4 -4.1 -0.5% 820.1
High 832.0 829.7 -2.3 -0.3% 832.0
Low 816.4 804.0 -12.4 -1.5% 800.6
Close 825.4 809.7 -15.7 -1.9% 825.4
Range 15.6 25.7 10.1 64.7% 31.4
ATR 15.4 16.1 0.7 4.8% 0.0
Volume 135,381 189,128 53,747 39.7% 731,701
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 891.5 876.3 823.8
R3 865.8 850.8 816.8
R2 840.3 840.3 814.5
R1 825.0 825.0 812.0 819.8
PP 814.5 814.5 814.5 811.8
S1 799.3 799.3 807.3 794.0
S2 788.8 788.8 805.0
S3 763.0 773.5 802.8
S4 737.3 747.8 795.5
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 3.9% 21.0 2.6% 29% False False 158,795
10 832.0 789.3 42.7 5.3% 20.3 2.5% 48% False False 141,850
20 837.8 789.3 48.5 6.0% 15.3 1.9% 42% False False 119,273
40 837.8 767.5 70.3 8.7% 14.3 1.8% 60% False False 120,452
60 837.8 757.1 80.7 10.0% 13.0 1.6% 65% False False 112,691
80 837.8 698.7 139.1 17.2% 12.3 1.5% 80% False False 85,290
100 837.8 688.1 149.7 18.5% 11.3 1.4% 81% False False 68,282
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 939.0
2.618 897.0
1.618 871.3
1.000 855.5
0.618 845.5
HIGH 829.8
0.618 820.0
0.500 816.8
0.382 813.8
LOW 804.0
0.618 788.0
1.000 778.3
1.618 762.5
2.618 736.8
4.250 694.8
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 816.8 818.0
PP 814.5 815.3
S1 812.0 812.5

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

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