ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 817.0 822.4 5.4 0.7% 795.7
High 830.0 827.0 -3.0 -0.4% 830.0
Low 815.1 816.8 1.7 0.2% 791.7
Close 821.0 817.4 -3.6 -0.4% 821.0
Range 14.9 10.2 -4.7 -31.5% 38.3
ATR 15.2 14.9 -0.4 -2.4% 0.0
Volume 146,325 86,806 -59,519 -40.7% 615,956
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 851.0 844.5 823.0
R3 840.8 834.3 820.3
R2 830.5 830.5 819.3
R1 824.0 824.0 818.3 822.3
PP 820.5 820.5 820.5 819.5
S1 813.8 813.8 816.5 812.0
S2 810.3 810.3 815.5
S3 800.0 803.5 814.5
S4 789.8 793.5 811.8
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 929.3 913.3 842.0
R3 890.8 875.0 831.5
R2 852.5 852.5 828.0
R1 836.8 836.8 824.5 844.8
PP 814.3 814.3 814.3 818.3
S1 798.5 798.5 817.5 806.3
S2 776.0 776.0 814.0
S3 737.8 760.3 810.5
S4 699.3 721.8 800.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 830.0 795.8 34.2 4.2% 12.5 1.5% 63% False False 116,379
10 830.0 770.2 59.8 7.3% 15.5 1.9% 79% False False 157,166
20 830.0 770.2 59.8 7.3% 17.0 2.1% 79% False False 109,482
40 834.1 770.2 63.9 7.8% 12.8 1.6% 74% False False 54,859
60 834.1 764.8 69.3 8.5% 11.0 1.3% 76% False False 36,595
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 870.3
2.618 853.8
1.618 843.5
1.000 837.3
0.618 833.3
HIGH 827.0
0.618 823.0
0.500 822.0
0.382 820.8
LOW 816.8
0.618 810.5
1.000 806.5
1.618 800.3
2.618 790.0
4.250 773.5
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 822.0 818.3
PP 820.5 818.0
S1 819.0 817.8

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

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