ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 815.5 797.9 -17.6 -2.2% 825.0
High 815.7 804.5 -11.2 -1.4% 826.7
Low 794.2 786.0 -8.2 -1.0% 786.0
Close 796.3 799.6 3.3 0.4% 799.6
Range 21.5 18.5 -3.0 -14.0% 40.7
ATR 14.5 14.7 0.3 2.0% 0.0
Volume 172,629 194,852 22,223 12.9% 397,636
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 852.3 844.5 809.8
R3 833.8 826.0 804.8
R2 815.3 815.3 803.0
R1 807.5 807.5 801.3 811.3
PP 796.8 796.8 796.8 798.8
S1 789.0 789.0 798.0 792.8
S2 778.3 778.3 796.3
S3 759.8 770.5 794.5
S4 741.3 752.0 789.5
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 926.3 903.5 822.0
R3 885.5 863.0 810.8
R2 844.8 844.8 807.0
R1 822.3 822.3 803.3 813.3
PP 804.0 804.0 804.0 799.5
S1 781.5 781.5 795.8 772.5
S2 763.5 763.5 792.3
S3 722.8 740.8 788.5
S4 682.0 700.0 777.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 826.7 786.0 40.7 5.1% 20.0 2.5% 33% False True 79,527
10 828.9 786.0 42.9 5.4% 18.3 2.3% 32% False True 39,930
20 834.1 786.0 48.1 6.0% 13.8 1.7% 28% False True 20,060
40 834.1 764.8 69.3 8.7% 10.8 1.3% 50% False False 10,116
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 3.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 883.0
2.618 853.0
1.618 834.5
1.000 823.0
0.618 816.0
HIGH 804.5
0.618 797.5
0.500 795.3
0.382 793.0
LOW 786.0
0.618 774.5
1.000 767.5
1.618 756.0
2.618 737.5
4.250 707.5
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 798.3 805.3
PP 796.8 803.5
S1 795.3 801.5

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

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