ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 811.2 823.8 12.6 1.6% 820.1
High 828.4 827.8 -0.6 -0.1% 832.0
Low 805.5 817.6 12.1 1.5% 800.6
Close 824.2 818.1 -6.1 -0.7% 825.4
Range 22.9 10.2 -12.7 -55.5% 31.4
ATR 16.6 16.1 -0.5 -2.8% 0.0
Volume 169,209 145,409 -23,800 -14.1% 731,701
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 851.8 845.3 823.8
R3 841.5 835.0 821.0
R2 831.3 831.3 820.0
R1 824.8 824.8 819.0 823.0
PP 821.3 821.3 821.3 820.3
S1 814.5 814.5 817.3 812.8
S2 811.0 811.0 816.3
S3 800.8 804.3 815.3
S4 790.5 794.3 812.5
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
5 832.0 804.0 28.0 3.4% 19.0 2.3% 50% False False 156,054
10 832.0 789.3 42.7 5.2% 19.0 2.3% 67% False False 154,015
20 837.8 789.3 48.5 5.9% 15.5 1.9% 59% False False 124,828
40 837.8 767.5 70.3 8.6% 14.3 1.7% 72% False False 121,374
60 837.8 765.1 72.7 8.9% 13.0 1.6% 73% False False 113,925
80 837.8 698.7 139.1 17.0% 12.3 1.5% 86% False False 89,222
100 837.8 688.1 149.7 18.3% 11.5 1.4% 87% False False 71,428
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.1
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 871.3
2.618 854.5
1.618 844.3
1.000 838.0
0.618 834.0
HIGH 827.8
0.618 824.0
0.500 822.8
0.382 821.5
LOW 817.5
0.618 811.3
1.000 807.5
1.618 801.0
2.618 791.0
4.250 774.3
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 822.8 817.8
PP 821.3 817.3
S1 819.8 816.8

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

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