ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 805.0 808.3 3.3 0.4% 793.1
High 811.3 818.0 6.7 0.8% 800.6
Low 795.8 806.3 10.5 1.3% 770.2
Close 808.9 815.7 6.8 0.8% 792.4
Range 15.5 11.7 -3.8 -24.5% 30.4
ATR 15.5 15.2 -0.3 -1.8% 0.0
Volume 130,051 113,291 -16,760 -12.9% 1,088,069
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 848.5 843.8 822.3
R3 836.8 832.0 819.0
R2 825.0 825.0 817.8
R1 820.3 820.3 816.8 822.8
PP 813.3 813.3 813.3 814.5
S1 808.8 808.8 814.8 811.0
S2 801.8 801.8 813.5
S3 790.0 797.0 812.5
S4 778.3 785.3 809.3
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
5 818.0 780.0 38.0 4.7% 14.0 1.7% 94% True False 120,696
10 818.0 770.2 47.8 5.9% 16.3 2.0% 95% True False 175,255
20 828.9 770.2 58.7 7.2% 17.0 2.1% 78% False False 97,861
40 834.1 764.8 69.3 8.5% 12.8 1.6% 73% False False 49,034
60 834.1 764.8 69.3 8.5% 10.8 1.3% 73% False False 32,716
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 867.8
2.618 848.8
1.618 837.0
1.000 829.8
0.618 825.3
HIGH 818.0
0.618 813.5
0.500 812.3
0.382 810.8
LOW 806.3
0.618 799.0
1.000 794.5
1.618 787.3
2.618 775.8
4.250 756.5
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 814.5 812.8
PP 813.3 809.8
S1 812.3 807.0

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

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