ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 818.3 800.6 -17.7 -2.2% 825.4
High 818.6 807.0 -11.6 -1.4% 829.7
Low 796.7 788.5 -8.2 -1.0% 788.5
Close 798.8 802.2 3.4 0.4% 802.2
Range 21.9 18.5 -3.4 -15.5% 41.2
ATR 16.6 16.7 0.1 0.8% 0.0
Volume 220,719 97,925 -122,794 -55.6% 822,390
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 854.8 847.0 812.5
R3 836.3 828.5 807.3
R2 817.8 817.8 805.5
R1 810.0 810.0 804.0 813.8
PP 799.3 799.3 799.3 801.3
S1 791.5 791.5 800.5 795.3
S2 780.8 780.8 798.8
S3 762.3 773.0 797.0
S4 743.8 754.5 792.0
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 930.5 907.5 824.8
R3 889.3 866.3 813.5
R2 848.0 848.0 809.8
R1 825.0 825.0 806.0 816.0
PP 806.8 806.8 806.8 802.3
S1 784.0 784.0 798.5 774.8
S2 765.5 765.5 794.8
S3 724.5 742.8 790.8
S4 683.3 701.5 779.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 829.7 788.5 41.2 5.1% 19.8 2.5% 33% False True 164,478
10 832.0 788.5 43.5 5.4% 19.3 2.4% 31% False True 155,409
20 837.8 788.5 49.3 6.1% 16.8 2.1% 28% False True 129,596
40 837.8 767.5 70.3 8.8% 14.8 1.9% 49% False False 124,753
60 837.8 765.1 72.7 9.1% 13.5 1.7% 51% False False 113,624
80 837.8 703.5 134.3 16.7% 12.5 1.6% 73% False False 93,189
100 837.8 691.9 145.9 18.2% 11.8 1.5% 76% False False 74,614
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 3.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 885.5
2.618 855.5
1.618 837.0
1.000 825.5
0.618 818.5
HIGH 807.0
0.618 800.0
0.500 797.8
0.382 795.5
LOW 788.5
0.618 777.0
1.000 770.0
1.618 758.5
2.618 740.0
4.250 710.0
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 800.8 808.3
PP 799.3 806.3
S1 797.8 804.3

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

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