ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 797.9 793.1 -4.8 -0.6% 825.0
High 804.5 800.6 -3.9 -0.5% 826.7
Low 786.0 786.5 0.5 0.1% 786.0
Close 799.6 796.5 -3.1 -0.4% 799.6
Range 18.5 14.1 -4.4 -23.8% 40.7
ATR 14.7 14.7 0.0 -0.3% 0.0
Volume 194,852 219,164 24,312 12.5% 397,636
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 836.8 830.8 804.3
R3 822.8 816.8 800.5
R2 808.8 808.8 799.0
R1 802.5 802.5 797.8 805.5
PP 794.5 794.5 794.5 796.0
S1 788.5 788.5 795.3 791.5
S2 780.5 780.5 794.0
S3 766.3 774.3 792.5
S4 752.3 760.3 788.8
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
5 825.7 786.0 39.7 5.0% 17.8 2.2% 26% False False 122,724
10 828.9 786.0 42.9 5.4% 18.3 2.3% 24% False False 61,798
20 834.1 786.0 48.1 6.0% 14.3 1.8% 22% False False 31,016
40 834.1 764.8 69.3 8.7% 11.0 1.4% 46% False False 15,587
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 3.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 860.5
2.618 837.5
1.618 823.5
1.000 814.8
0.618 809.3
HIGH 800.5
0.618 795.3
0.500 793.5
0.382 792.0
LOW 786.5
0.618 777.8
1.000 772.5
1.618 763.8
2.618 749.5
4.250 726.5
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 795.5 800.8
PP 794.5 799.5
S1 793.5 798.0

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

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