ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 793.1 793.1 0.0 0.0% 825.0
High 800.6 794.9 -5.7 -0.7% 826.7
Low 786.5 770.2 -16.3 -2.1% 786.0
Close 796.5 786.4 -10.1 -1.3% 799.6
Range 14.1 24.7 10.6 75.2% 40.7
ATR 14.7 15.5 0.8 5.6% 0.0
Volume 219,164 235,333 16,169 7.4% 397,636
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 858.0 846.8 800.0
R3 833.3 822.3 793.3
R2 808.5 808.5 791.0
R1 797.5 797.5 788.8 790.8
PP 783.8 783.8 783.8 780.5
S1 772.8 772.8 784.3 766.0
S2 759.3 759.3 781.8
S3 734.5 748.0 779.5
S4 709.8 723.3 772.8
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
5 824.7 770.2 54.5 6.9% 18.0 2.3% 30% False True 168,665
10 828.9 770.2 58.7 7.5% 18.3 2.3% 28% False True 85,299
20 834.1 770.2 63.9 8.1% 15.3 1.9% 25% False True 42,782
40 834.1 764.8 69.3 8.8% 11.8 1.5% 31% False False 21,470
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 900.0
2.618 859.5
1.618 834.8
1.000 819.5
0.618 810.3
HIGH 795.0
0.618 785.5
0.500 782.5
0.382 779.8
LOW 770.3
0.618 755.0
1.000 745.5
1.618 730.3
2.618 705.5
4.250 665.3
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 785.0 787.3
PP 783.8 787.0
S1 782.5 786.8

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

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