ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 792.0 804.4 12.4 1.6% 832.7
High 804.3 819.9 15.6 1.9% 832.7
Low 792.0 804.1 12.1 1.5% 791.7
Close 800.1 819.2 19.1 2.4% 819.2
Range 12.3 15.8 3.5 28.5% 41.0
ATR 9.9 10.6 0.7 7.1% 0.0
Volume 351 227 -124 -35.3% 1,762
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 861.8 856.3 828.0
R3 846.0 840.5 823.5
R2 830.3 830.3 822.0
R1 824.8 824.8 820.8 827.5
PP 814.5 814.5 814.5 815.8
S1 809.0 809.0 817.8 811.8
S2 798.5 798.5 816.3
S3 782.8 793.0 814.8
S4 767.0 777.3 810.5
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 937.5 919.3 841.8
R3 896.5 878.3 830.5
R2 855.5 855.5 826.8
R1 837.3 837.3 823.0 826.0
PP 814.5 814.5 814.5 808.8
S1 796.3 796.3 815.5 785.0
S2 773.5 773.5 811.8
S3 732.5 755.3 808.0
S4 691.5 714.3 796.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 832.7 791.7 41.0 5.0% 14.8 1.8% 67% False False 352
10 834.1 791.7 42.4 5.2% 9.3 1.1% 65% False False 189
20 834.1 764.8 69.3 8.5% 9.0 1.1% 78% False False 213
40 834.1 764.8 69.3 8.5% 8.0 1.0% 78% False False 144
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 0.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 887.0
2.618 861.3
1.618 845.5
1.000 835.8
0.618 829.8
HIGH 820.0
0.618 813.8
0.500 812.0
0.382 810.3
LOW 804.0
0.618 794.3
1.000 788.3
1.618 778.5
2.618 762.8
4.250 737.0
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 816.8 814.8
PP 814.5 810.3
S1 812.0 805.8

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

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