ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 825.0 810.9 -14.1 -1.7% 818.3
High 826.7 825.7 -1.0 -0.1% 828.9
Low 801.5 803.1 1.6 0.2% 799.9
Close 807.5 821.6 14.1 1.7% 822.8
Range 25.2 22.6 -2.6 -10.3% 29.0
ATR 13.4 14.1 0.7 4.9% 0.0
Volume 3,177 5,627 2,450 77.1% 1,670
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 884.5 875.8 834.0
R3 862.0 853.0 827.8
R2 839.5 839.5 825.8
R1 830.5 830.5 823.8 835.0
PP 816.8 816.8 816.8 819.0
S1 808.0 808.0 819.5 812.3
S2 794.3 794.3 817.5
S3 771.5 785.3 815.5
S4 749.0 762.8 809.3
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% 18.5 2.3% 75% False False 1,932
10 828.9 791.7 37.2 4.5% 18.0 2.2% 80% False False 1,201
20 834.1 791.7 42.4 5.2% 12.5 1.5% 71% False False 685
40 834.1 764.8 69.3 8.4% 10.0 1.2% 82% False False 396
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 921.8
2.618 884.8
1.618 862.3
1.000 848.3
0.618 839.8
HIGH 825.8
0.618 817.0
0.500 814.5
0.382 811.8
LOW 803.0
0.618 789.3
1.000 780.5
1.618 766.5
2.618 744.0
4.250 707.0
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 819.3 819.5
PP 816.8 817.3
S1 814.5 815.3

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

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