ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 812.2 792.0 -20.2 -2.5% 820.4
High 813.7 804.3 -9.4 -1.2% 834.1
Low 791.7 792.0 0.3 0.0% 816.6
Close 795.1 800.1 5.0 0.6% 831.7
Range 22.0 12.3 -9.7 -44.1% 17.5
ATR 9.7 9.9 0.2 1.9% 0.0
Volume 961 351 -610 -63.5% 132
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 835.8 830.3 806.8
R3 823.5 818.0 803.5
R2 811.0 811.0 802.3
R1 805.5 805.5 801.3 808.3
PP 798.8 798.8 798.8 800.3
S1 793.3 793.3 799.0 796.0
S2 786.5 786.5 797.8
S3 774.3 781.0 796.8
S4 762.0 768.8 793.3
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
5 834.1 791.7 42.4 5.3% 12.5 1.6% 20% False False 307
10 834.1 791.7 42.4 5.3% 8.8 1.1% 20% False False 173
20 834.1 764.8 69.3 8.7% 8.8 1.1% 51% False False 207
40 834.1 764.8 69.3 8.7% 7.5 0.9% 51% False False 144
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 856.5
2.618 836.5
1.618 824.3
1.000 816.5
0.618 812.0
HIGH 804.3
0.618 799.5
0.500 798.3
0.382 796.8
LOW 792.0
0.618 784.5
1.000 779.8
1.618 772.0
2.618 759.8
4.250 739.8
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 799.5 809.0
PP 798.8 806.0
S1 798.3 803.0

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

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