ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 780.7 795.7 15.0 1.9% 793.1
High 793.0 811.9 18.9 2.4% 800.6
Low 780.0 791.7 11.7 1.5% 770.2
Close 792.4 810.9 18.5 2.3% 792.4
Range 13.0 20.2 7.2 55.4% 30.4
ATR 15.6 16.0 0.3 2.1% 0.0
Volume 133,853 120,867 -12,986 -9.7% 1,088,069
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 865.5 858.3 822.0
R3 845.3 838.3 816.5
R2 825.0 825.0 814.5
R1 818.0 818.0 812.8 821.5
PP 804.8 804.8 804.8 806.5
S1 797.8 797.8 809.0 801.3
S2 784.8 784.8 807.3
S3 764.5 777.5 805.3
S4 744.3 757.3 799.8
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
5 811.9 770.2 41.7 5.1% 18.8 2.3% 98% True False 197,954
10 825.7 770.2 55.5 6.8% 18.3 2.2% 73% False False 160,339
20 828.9 770.2 58.7 7.2% 17.8 2.2% 69% False False 80,489
40 834.1 764.8 69.3 8.5% 12.5 1.5% 67% False False 40,319
60 834.1 764.8 69.3 8.5% 10.3 1.3% 67% False False 26,907
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 897.8
2.618 864.8
1.618 844.5
1.000 832.0
0.618 824.5
HIGH 812.0
0.618 804.3
0.500 801.8
0.382 799.5
LOW 791.8
0.618 779.3
1.000 771.5
1.618 759.0
2.618 738.8
4.250 705.8
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 807.8 805.3
PP 804.8 799.5
S1 801.8 794.0

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

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