ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 821.4 799.9 -21.5 -2.6% 832.7
High 826.1 811.0 -15.1 -1.8% 832.7
Low 800.7 799.9 -0.8 -0.1% 791.7
Close 802.0 807.0 5.0 0.6% 819.2
Range 25.4 11.1 -14.3 -56.3% 41.0
ATR 11.8 11.7 0.0 -0.4% 0.0
Volume 324 332 8 2.5% 1,762
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 839.3 834.3 813.0
R3 828.3 823.3 810.0
R2 817.0 817.0 809.0
R1 812.0 812.0 808.0 814.5
PP 806.0 806.0 806.0 807.3
S1 801.0 801.0 806.0 803.5
S2 794.8 794.8 805.0
S3 783.8 789.8 804.0
S4 772.8 778.8 801.0
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
5 826.3 792.0 34.3 4.3% 15.3 1.9% 44% False False 344
10 834.1 791.7 42.4 5.3% 12.8 1.6% 36% False False 297
20 834.1 786.4 47.7 5.9% 9.5 1.2% 43% False False 262
40 834.1 764.8 69.3 8.6% 8.5 1.1% 61% False False 167
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 1.5
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 858.3
2.618 840.0
1.618 829.0
1.000 822.0
0.618 817.8
HIGH 811.0
0.618 806.8
0.500 805.5
0.382 804.3
LOW 800.0
0.618 793.0
1.000 788.8
1.618 782.0
2.618 770.8
4.250 752.8
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 806.5 813.0
PP 806.0 811.0
S1 805.5 809.0

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

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