ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 799.9 811.7 11.8 1.5% 832.7
High 811.0 827.5 16.5 2.0% 832.7
Low 799.9 808.8 8.9 1.1% 791.7
Close 807.0 825.9 18.9 2.3% 819.2
Range 11.1 18.7 7.6 68.5% 41.0
ATR 11.7 12.3 0.6 5.4% 0.0
Volume 332 271 -61 -18.4% 1,762
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 876.8 870.0 836.3
R3 858.3 851.3 831.0
R2 839.5 839.5 829.3
R1 832.8 832.8 827.5 836.0
PP 820.8 820.8 820.8 822.5
S1 814.0 814.0 824.3 817.3
S2 802.0 802.0 822.5
S3 783.3 795.3 820.8
S4 764.8 776.5 815.5
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
5 827.5 799.9 27.6 3.3% 16.5 2.0% 94% True False 328
10 834.1 791.7 42.4 5.1% 14.5 1.8% 81% False False 317
20 834.1 790.0 44.1 5.3% 10.0 1.2% 81% False False 276
40 834.1 764.8 69.3 8.4% 8.8 1.1% 88% False False 173
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 1.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 907.0
2.618 876.5
1.618 857.8
1.000 846.3
0.618 839.0
HIGH 827.5
0.618 820.3
0.500 818.3
0.382 816.0
LOW 808.8
0.618 797.3
1.000 790.0
1.618 778.5
2.618 759.8
4.250 729.3
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 823.3 821.8
PP 820.8 817.8
S1 818.3 813.8

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

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