ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 824.0 812.2 -11.8 -1.4% 820.4
High 826.5 813.7 -12.8 -1.5% 834.1
Low 808.6 791.7 -16.9 -2.1% 816.6
Close 809.7 795.1 -14.6 -1.8% 831.7
Range 17.9 22.0 4.1 22.9% 17.5
ATR 8.8 9.7 0.9 10.8% 0.0
Volume 3 961 958 31,933.3% 132
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 866.3 852.8 807.3
R3 844.3 830.8 801.3
R2 822.3 822.3 799.3
R1 808.8 808.8 797.0 804.5
PP 800.3 800.3 800.3 798.0
S1 786.8 786.8 793.0 782.5
S2 778.3 778.3 791.0
S3 756.3 764.8 789.0
S4 734.3 742.8 783.0
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
5 834.1 791.7 42.4 5.3% 10.0 1.3% 8% False True 250
10 834.1 791.7 42.4 5.3% 8.5 1.1% 8% False True 254
20 834.1 764.8 69.3 8.7% 8.0 1.0% 44% False False 193
40 834.1 764.8 69.3 8.7% 7.3 0.9% 44% False False 139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.9
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 907.3
2.618 871.3
1.618 849.3
1.000 835.8
0.618 827.3
HIGH 813.8
0.618 805.3
0.500 802.8
0.382 800.0
LOW 791.8
0.618 778.0
1.000 769.8
1.618 756.0
2.618 734.0
4.250 698.3
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 802.8 812.3
PP 800.3 806.5
S1 797.8 800.8

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

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