ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 811.7 827.1 15.4 1.9% 818.3
High 827.5 828.9 1.4 0.2% 828.9
Low 808.8 814.0 5.2 0.6% 799.9
Close 825.9 822.8 -3.1 -0.4% 822.8
Range 18.7 14.9 -3.8 -20.3% 29.0
ATR 12.3 12.5 0.2 1.5% 0.0
Volume 271 256 -15 -5.5% 1,670
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 866.5 859.5 831.0
R3 851.8 844.8 827.0
R2 836.8 836.8 825.5
R1 829.8 829.8 824.3 825.8
PP 822.0 822.0 822.0 820.0
S1 815.0 815.0 821.5 811.0
S2 807.0 807.0 820.0
S3 792.0 800.0 818.8
S4 777.3 785.0 814.5
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 904.3 892.5 838.8
R3 875.3 863.5 830.8
R2 846.3 846.3 828.0
R1 834.5 834.5 825.5 840.3
PP 817.3 817.3 817.3 820.0
S1 805.5 805.5 820.3 811.3
S2 788.3 788.3 817.5
S3 759.3 776.5 814.8
S4 730.3 747.5 806.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 828.9 799.9 29.0 3.5% 16.5 2.0% 79% True False 334
10 832.7 791.7 41.0 5.0% 15.5 1.9% 76% False False 343
20 834.1 791.7 42.4 5.2% 10.5 1.3% 73% False False 287
40 834.1 764.8 69.3 8.4% 9.0 1.1% 84% False False 179
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 892.3
2.618 868.0
1.618 853.0
1.000 843.8
0.618 838.0
HIGH 829.0
0.618 823.3
0.500 821.5
0.382 819.8
LOW 814.0
0.618 804.8
1.000 799.0
1.618 790.0
2.618 775.0
4.250 750.8
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 822.3 820.0
PP 822.0 817.3
S1 821.5 814.5

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

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