ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 795.8 796.6 0.8 0.1% 825.4
High 803.3 797.2 -6.1 -0.8% 829.7
Low 789.1 773.1 -16.0 -2.0% 788.5
Close 799.1 789.1 -10.0 -1.3% 802.2
Range 14.2 24.1 9.9 69.7% 41.2
ATR 16.5 17.2 0.7 4.1% 0.0
Volume 100,547 64,841 -35,706 -35.5% 822,390
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 858.8 848.0 802.3
R3 834.8 824.0 795.8
R2 810.5 810.5 793.5
R1 799.8 799.8 791.3 793.3
PP 786.5 786.5 786.5 783.0
S1 775.8 775.8 787.0 769.0
S2 762.3 762.3 784.8
S3 738.3 751.8 782.5
S4 714.3 727.5 775.8
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
5 827.8 773.1 54.7 6.9% 17.8 2.3% 29% False True 125,888
10 832.0 773.1 58.9 7.5% 18.8 2.4% 27% False True 141,449
20 837.8 773.1 64.7 8.2% 17.5 2.2% 25% False True 128,989
40 837.8 767.5 70.3 8.9% 15.3 1.9% 31% False False 124,736
60 837.8 767.5 70.3 8.9% 13.8 1.7% 31% False False 111,086
80 837.8 710.9 126.9 16.1% 13.0 1.6% 62% False False 95,256
100 837.8 691.9 145.9 18.5% 12.0 1.5% 67% False False 76,268
120 837.8 653.5 184.3 23.4% 11.3 1.4% 74% False False 63,559
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 899.5
2.618 860.3
1.618 836.3
1.000 821.3
0.618 812.0
HIGH 797.3
0.618 788.0
0.500 785.3
0.382 782.3
LOW 773.0
0.618 758.3
1.000 749.0
1.618 734.0
2.618 710.0
4.250 670.8
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 787.8 790.0
PP 786.5 789.8
S1 785.3 789.5

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

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