ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 778.8 780.7 1.9 0.2% 793.1
High 792.6 793.0 0.4 0.1% 800.6
Low 776.0 780.0 4.0 0.5% 770.2
Close 781.5 792.4 10.9 1.4% 792.4
Range 16.6 13.0 -3.6 -21.7% 30.4
ATR 15.8 15.6 -0.2 -1.3% 0.0
Volume 158,402 133,853 -24,549 -15.5% 1,088,069
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 827.5 823.0 799.5
R3 814.5 810.0 796.0
R2 801.5 801.5 794.8
R1 797.0 797.0 793.5 799.3
PP 788.5 788.5 788.5 789.5
S1 784.0 784.0 791.3 786.3
S2 775.5 775.5 790.0
S3 762.5 771.0 788.8
S4 749.5 758.0 785.3
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 879.0 866.0 809.0
R3 848.5 835.8 800.8
R2 818.3 818.3 798.0
R1 805.3 805.3 795.3 796.5
PP 787.8 787.8 787.8 783.3
S1 774.8 774.8 789.5 766.0
S2 757.3 757.3 786.8
S3 727.0 744.5 784.0
S4 696.5 714.0 775.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 800.6 770.2 30.4 3.8% 17.5 2.2% 73% False False 217,613
10 826.7 770.2 56.5 7.1% 18.8 2.4% 39% False False 148,570
20 832.7 770.2 62.5 7.9% 17.3 2.2% 36% False False 74,456
40 834.1 764.8 69.3 8.7% 12.3 1.5% 40% False False 37,300
60 834.1 764.8 69.3 8.7% 9.8 1.2% 40% False False 24,892
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.7
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 848.3
2.618 827.0
1.618 814.0
1.000 806.0
0.618 801.0
HIGH 793.0
0.618 788.0
0.500 786.5
0.382 785.0
LOW 780.0
0.618 772.0
1.000 767.0
1.618 759.0
2.618 746.0
4.250 724.8
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 790.5 789.8
PP 788.5 787.0
S1 786.5 784.3

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

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