ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 21-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 21-Feb-2011 Change Change % Previous Week
Open 831.6 832.7 1.1 0.1% 820.4
High 834.1 832.7 -1.4 -0.2% 834.1
Low 829.5 826.9 -2.6 -0.3% 816.6
Close 831.7 831.7 0.0 0.0% 831.7
Range 4.6 5.8 1.2 26.1% 17.5
ATR 7.8 7.7 -0.1 -1.8% 0.0
Volume 2 220 218 10,900.0% 132
Daily Pivots for day following 21-Feb-2011
Classic Woodie Camarilla DeMark
R4 847.8 845.5 835.0
R3 842.0 839.8 833.3
R2 836.3 836.3 832.8
R1 834.0 834.0 832.3 832.3
PP 830.5 830.5 830.5 829.5
S1 828.3 828.3 831.3 826.5
S2 824.8 824.8 830.8
S3 818.8 822.3 830.0
S4 813.0 816.5 828.5
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% 4.3 0.5% 86% False False 65
10 834.1 799.6 34.5 4.1% 5.3 0.6% 93% False False 226
20 834.1 764.8 69.3 8.3% 7.3 0.9% 97% False False 149
40 834.1 764.8 69.3 8.3% 6.3 0.8% 97% False False 116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 857.3
2.618 848.0
1.618 842.0
1.000 838.5
0.618 836.3
HIGH 832.8
0.618 830.5
0.500 829.8
0.382 829.0
LOW 827.0
0.618 823.3
1.000 821.0
1.618 817.5
2.618 811.8
4.250 802.3
Fisher Pivots for day following 21-Feb-2011
Pivot 1 day 3 day
R1 831.0 831.3
PP 830.5 831.0
S1 829.8 830.5

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

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