ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 779.8 787.5 7.7 1.0% 795.8
High 795.3 794.0 -1.3 -0.2% 803.3
Low 776.5 786.9 10.4 1.3% 773.1
Close 783.8 793.3 9.5 1.2% 793.3
Range 18.8 7.1 -11.7 -62.2% 30.2
ATR 17.4 16.9 -0.5 -3.0% 0.0
Volume 25,343 321 -25,022 -98.7% 291,740
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 812.8 810.0 797.3
R3 805.5 803.0 795.3
R2 798.5 798.5 794.5
R1 796.0 796.0 794.0 797.3
PP 791.5 791.5 791.5 792.0
S1 788.8 788.8 792.8 790.0
S2 784.3 784.3 792.0
S3 777.3 781.8 791.3
S4 770.0 774.5 789.5
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 880.5 867.0 810.0
R3 850.3 837.0 801.5
R2 820.0 820.0 798.8
R1 806.8 806.8 796.0 798.3
PP 790.0 790.0 790.0 785.8
S1 776.5 776.5 790.5 768.0
S2 759.8 759.8 787.8
S3 729.5 746.3 785.0
S4 699.3 716.0 776.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 803.3 773.1 30.2 3.8% 16.5 2.1% 67% False False 58,348
10 829.7 773.1 56.6 7.1% 18.3 2.3% 36% False False 111,413
20 837.8 773.1 64.7 8.2% 18.3 2.3% 31% False False 121,554
40 837.8 767.5 70.3 8.9% 15.3 1.9% 37% False False 117,311
60 837.8 767.5 70.3 8.9% 14.0 1.8% 37% False False 108,836
80 837.8 716.7 121.1 15.3% 13.0 1.7% 63% False False 96,832
100 837.8 691.9 145.9 18.4% 12.3 1.5% 69% False False 77,531
120 837.8 665.7 172.1 21.7% 11.5 1.4% 74% False False 64,611
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 4.0
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 824.3
2.618 812.5
1.618 805.5
1.000 801.0
0.618 798.5
HIGH 794.0
0.618 791.3
0.500 790.5
0.382 789.5
LOW 787.0
0.618 782.5
1.000 779.8
1.618 775.5
2.618 768.3
4.250 756.8
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 792.3 791.0
PP 791.5 788.8
S1 790.5 786.5

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

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