ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 810.5 805.0 -5.5 -0.7% 793.1
High 814.1 811.3 -2.8 -0.3% 800.6
Low 804.2 795.8 -8.4 -1.0% 770.2
Close 806.1 808.9 2.8 0.3% 792.4
Range 9.9 15.5 5.6 56.6% 30.4
ATR 15.5 15.5 0.0 0.0% 0.0
Volume 105,422 130,051 24,629 23.4% 1,088,069
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 851.8 845.8 817.5
R3 836.3 830.3 813.3
R2 820.8 820.8 811.8
R1 814.8 814.8 810.3 817.8
PP 805.3 805.3 805.3 806.8
S1 799.3 799.3 807.5 802.3
S2 789.8 789.8 806.0
S3 774.3 783.8 804.8
S4 758.8 768.3 800.5
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
5 814.1 776.0 38.1 4.7% 15.0 1.9% 86% False False 129,719
10 815.7 770.2 45.5 5.6% 17.3 2.1% 85% False False 181,189
20 828.9 770.2 58.7 7.3% 17.0 2.1% 66% False False 92,214
40 834.1 764.8 69.3 8.6% 12.5 1.6% 64% False False 46,203
60 834.1 764.8 69.3 8.6% 10.5 1.3% 64% False False 30,831
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 877.3
2.618 852.0
1.618 836.5
1.000 826.8
0.618 821.0
HIGH 811.3
0.618 805.5
0.500 803.5
0.382 801.8
LOW 795.8
0.618 786.3
1.000 780.3
1.618 770.8
2.618 755.3
4.250 730.0
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 807.0 807.0
PP 805.3 805.0
S1 803.5 803.0

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

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