ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 827.1 825.0 -2.1 -0.3% 818.3
High 828.9 826.7 -2.2 -0.3% 828.9
Low 814.0 801.5 -12.5 -1.5% 799.9
Close 822.8 807.5 -15.3 -1.9% 822.8
Range 14.9 25.2 10.3 69.1% 29.0
ATR 12.5 13.4 0.9 7.2% 0.0
Volume 256 3,177 2,921 1,141.0% 1,670
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 887.5 872.8 821.3
R3 862.3 847.5 814.5
R2 837.0 837.0 812.0
R1 822.3 822.3 809.8 817.0
PP 812.0 812.0 812.0 809.3
S1 797.0 797.0 805.3 792.0
S2 786.8 786.8 803.0
S3 761.5 772.0 800.5
S4 736.3 746.8 793.8
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 3.6% 19.0 2.4% 26% False False 872
10 828.9 791.7 37.2 4.6% 17.5 2.2% 42% False False 638
20 834.1 791.7 42.4 5.3% 11.3 1.4% 37% False False 432
40 834.1 764.8 69.3 8.6% 9.5 1.2% 62% False False 255
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 933.8
2.618 892.8
1.618 867.5
1.000 852.0
0.618 842.3
HIGH 826.8
0.618 817.0
0.500 814.0
0.382 811.3
LOW 801.5
0.618 786.0
1.000 776.3
1.618 760.8
2.618 735.5
4.250 694.5
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 814.0 815.3
PP 812.0 812.8
S1 809.8 810.0

Download as Excel Spreadsheet

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

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