ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 822.4 817.0 -5.4 -0.7% 795.7
High 827.0 828.7 1.7 0.2% 830.0
Low 816.8 815.2 -1.6 -0.2% 791.7
Close 817.4 827.2 9.8 1.2% 821.0
Range 10.2 13.5 3.3 32.4% 38.3
ATR 14.9 14.8 -0.1 -0.7% 0.0
Volume 86,806 96,676 9,870 11.4% 615,956
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 864.3 859.3 834.5
R3 850.8 845.8 831.0
R2 837.3 837.3 829.8
R1 832.3 832.3 828.5 834.8
PP 823.8 823.8 823.8 825.0
S1 818.8 818.8 826.0 821.3
S2 810.3 810.3 824.8
S3 796.8 805.3 823.5
S4 783.3 791.8 819.8
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 4.1% 13.3 1.6% 92% False False 114,629
10 830.0 774.7 55.3 6.7% 14.5 1.7% 95% False False 143,301
20 830.0 770.2 59.8 7.2% 16.3 2.0% 95% False False 114,300
40 834.1 770.2 63.9 7.7% 12.8 1.5% 89% False False 57,274
60 834.1 764.8 69.3 8.4% 11.0 1.3% 90% False False 38,206
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 886.0
2.618 864.0
1.618 850.5
1.000 842.3
0.618 837.0
HIGH 828.8
0.618 823.5
0.500 822.0
0.382 820.3
LOW 815.3
0.618 806.8
1.000 801.8
1.618 793.3
2.618 779.8
4.250 757.8
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 825.5 825.8
PP 823.8 824.0
S1 822.0 822.5

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

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