ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 793.1 788.6 -4.5 -0.6% 825.0
High 794.9 793.6 -1.3 -0.2% 826.7
Low 770.2 774.7 4.5 0.6% 786.0
Close 786.4 779.4 -7.0 -0.9% 799.6
Range 24.7 18.9 -5.8 -23.5% 40.7
ATR 15.5 15.8 0.2 1.6% 0.0
Volume 235,333 341,317 105,984 45.0% 397,636
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 839.3 828.3 789.8
R3 820.3 809.3 784.5
R2 801.5 801.5 782.8
R1 790.5 790.5 781.3 786.5
PP 782.5 782.5 782.5 780.5
S1 771.5 771.5 777.8 767.5
S2 763.8 763.8 776.0
S3 744.8 752.8 774.3
S4 725.8 733.8 769.0
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
5 815.7 770.2 45.5 5.8% 19.5 2.5% 20% False False 232,659
10 828.9 770.2 58.7 7.5% 19.0 2.4% 16% False False 119,397
20 834.1 770.2 63.9 8.2% 16.0 2.0% 14% False False 59,847
40 834.1 764.8 69.3 8.9% 12.0 1.5% 21% False False 29,995
60 834.1 764.8 69.3 8.9% 9.3 1.2% 21% False False 20,022
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 3.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 874.0
2.618 843.0
1.618 824.3
1.000 812.5
0.618 805.3
HIGH 793.5
0.618 786.5
0.500 784.3
0.382 782.0
LOW 774.8
0.618 763.0
1.000 755.8
1.618 744.0
2.618 725.3
4.250 694.5
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 784.3 785.5
PP 782.5 783.5
S1 781.0 781.5

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

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