ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 795.7 810.5 14.8 1.9% 793.1
High 811.9 814.1 2.2 0.3% 800.6
Low 791.7 804.2 12.5 1.6% 770.2
Close 810.9 806.1 -4.8 -0.6% 792.4
Range 20.2 9.9 -10.3 -51.0% 30.4
ATR 16.0 15.5 -0.4 -2.7% 0.0
Volume 120,867 105,422 -15,445 -12.8% 1,088,069
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 837.8 831.8 811.5
R3 828.0 822.0 808.8
R2 818.0 818.0 808.0
R1 812.0 812.0 807.0 810.0
PP 808.3 808.3 808.3 807.3
S1 802.3 802.3 805.3 800.3
S2 798.3 798.3 804.3
S3 788.3 792.3 803.5
S4 778.5 782.3 800.8
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
5 814.1 774.7 39.4 4.9% 15.8 2.0% 80% True False 171,972
10 824.7 770.2 54.5 6.8% 17.0 2.1% 66% False False 170,319
20 828.9 770.2 58.7 7.3% 17.5 2.2% 61% False False 85,760
40 834.1 764.8 69.3 8.6% 12.5 1.6% 60% False False 42,953
60 834.1 764.8 69.3 8.6% 10.3 1.3% 60% False False 28,664
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 3.5
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 856.3
2.618 840.0
1.618 830.0
1.000 824.0
0.618 820.3
HIGH 814.0
0.618 810.3
0.500 809.3
0.382 808.0
LOW 804.3
0.618 798.0
1.000 794.3
1.618 788.3
2.618 778.3
4.250 762.0
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 809.3 803.0
PP 808.3 800.0
S1 807.0 797.0

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

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