ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 788.6 778.8 -9.8 -1.2% 825.0
High 793.6 792.6 -1.0 -0.1% 826.7
Low 774.7 776.0 1.3 0.2% 786.0
Close 779.4 781.5 2.1 0.3% 799.6
Range 18.9 16.6 -2.3 -12.2% 40.7
ATR 15.8 15.8 0.1 0.4% 0.0
Volume 341,317 158,402 -182,915 -53.6% 397,636
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 833.3 824.0 790.8
R3 816.5 807.3 786.0
R2 800.0 800.0 784.5
R1 790.8 790.8 783.0 795.3
PP 783.3 783.3 783.3 785.8
S1 774.3 774.3 780.0 778.8
S2 766.8 766.8 778.5
S3 750.3 757.5 777.0
S4 733.5 741.0 772.3
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
5 804.5 770.2 34.3 4.4% 18.5 2.4% 33% False False 229,813
10 828.9 770.2 58.7 7.5% 18.8 2.4% 19% False False 135,210
20 834.1 770.2 63.9 8.2% 16.8 2.1% 18% False False 67,764
40 834.1 764.8 69.3 8.9% 12.0 1.5% 24% False False 33,954
60 834.1 764.8 69.3 8.9% 9.5 1.2% 24% False False 22,662
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 3 trading days
Fibonacci Retracements and Extensions
4.250 863.3
2.618 836.0
1.618 819.5
1.000 809.3
0.618 802.8
HIGH 792.5
0.618 786.3
0.500 784.3
0.382 782.3
LOW 776.0
0.618 765.8
1.000 759.5
1.618 749.3
2.618 732.5
4.250 705.5
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 784.3 782.5
PP 783.3 782.3
S1 782.5 781.8

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

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