ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 830.2 831.6 1.4 0.2% 820.4
High 830.2 834.1 3.9 0.5% 834.1
Low 830.0 829.5 -0.5 -0.1% 816.6
Close 829.8 831.7 1.9 0.2% 831.7
Range 0.2 4.6 4.4 2,200.0% 17.5
ATR 8.1 7.8 -0.2 -3.1% 0.0
Volume 68 2 -66 -97.1% 132
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 845.5 843.3 834.3
R3 841.0 838.8 833.0
R2 836.3 836.3 832.5
R1 834.0 834.0 832.0 835.3
PP 831.8 831.8 831.8 832.3
S1 829.5 829.5 831.3 830.5
S2 827.3 827.3 830.8
S3 822.5 824.8 830.5
S4 818.0 820.3 829.3
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 880.0 873.3 841.3
R3 862.5 855.8 836.5
R2 845.0 845.0 835.0
R1 838.3 838.3 833.3 841.8
PP 827.5 827.5 827.5 829.0
S1 820.8 820.8 830.0 824.3
S2 810.0 810.0 828.5
S3 792.5 803.3 827.0
S4 775.0 785.8 822.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 834.1 816.6 17.5 2.1% 3.5 0.4% 86% True False 26
10 834.1 799.6 34.5 4.1% 5.3 0.6% 93% True False 232
20 834.1 764.8 69.3 8.3% 7.3 0.9% 97% True False 144
40 834.1 764.8 69.3 8.3% 6.3 0.7% 97% True False 110
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 853.8
2.618 846.3
1.618 841.5
1.000 838.8
0.618 837.0
HIGH 834.0
0.618 832.3
0.500 831.8
0.382 831.3
LOW 829.5
0.618 826.8
1.000 825.0
1.618 822.0
2.618 817.5
4.250 810.0
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 831.8 830.0
PP 831.8 828.3
S1 831.8 826.5

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

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