ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 818.3 821.4 3.1 0.4% 832.7
High 826.3 826.1 -0.2 0.0% 832.7
Low 814.4 800.7 -13.7 -1.7% 791.7
Close 820.3 802.0 -18.3 -2.2% 819.2
Range 11.9 25.4 13.5 113.4% 41.0
ATR 10.7 11.8 1.0 9.8% 0.0
Volume 487 324 -163 -33.5% 1,762
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 885.8 869.3 816.0
R3 860.5 844.0 809.0
R2 835.0 835.0 806.8
R1 818.5 818.5 804.3 814.0
PP 809.5 809.5 809.5 807.5
S1 793.0 793.0 799.8 788.8
S2 784.3 784.3 797.3
S3 758.8 767.8 795.0
S4 733.5 742.3 788.0
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
5 826.3 791.7 34.6 4.3% 17.5 2.2% 30% False False 470
10 834.1 791.7 42.4 5.3% 12.3 1.5% 24% False False 265
20 834.1 786.4 47.7 5.9% 9.0 1.1% 33% False False 249
40 834.1 764.8 69.3 8.6% 8.5 1.0% 54% False False 159
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 1.5
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 934.0
2.618 892.5
1.618 867.3
1.000 851.5
0.618 841.8
HIGH 826.0
0.618 816.5
0.500 813.5
0.382 810.5
LOW 800.8
0.618 785.0
1.000 775.3
1.618 759.5
2.618 734.3
4.250 692.8
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 813.5 813.5
PP 809.5 809.8
S1 805.8 805.8

Download as Excel Spreadsheet

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

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