ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 723.3 728.7 5.4 0.7% 698.4
High 730.7 730.3 -0.4 -0.1% 734.7
Low 722.3 722.3 0.0 0.0% 693.5
Close 729.2 727.9 -1.3 -0.2% 733.7
Range 8.4 8.0 -0.4 -4.8% 41.2
ATR 9.5 9.4 -0.1 -1.1% 0.0
Volume 32 24 -8 -25.0% 3,182
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 750.8 747.3 732.3
R3 742.8 739.3 730.0
R2 734.8 734.8 729.3
R1 731.3 731.3 728.8 729.0
PP 726.8 726.8 726.8 725.8
S1 723.3 723.3 727.3 721.0
S2 718.8 718.8 726.5
S3 710.8 715.3 725.8
S4 702.8 707.3 723.5
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 844.3 830.3 756.3
R3 803.0 789.0 745.0
R2 761.8 761.8 741.3
R1 747.8 747.8 737.5 754.8
PP 720.8 720.8 720.8 724.3
S1 706.5 706.5 730.0 713.5
S2 679.5 679.5 726.3
S3 638.3 665.3 722.3
S4 597.0 624.3 711.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 735.3 721.4 13.9 1.9% 7.8 1.1% 47% False False 788
10 735.3 693.5 41.8 5.7% 8.5 1.2% 82% False False 496
20 735.3 688.1 47.2 6.5% 8.0 1.1% 84% False False 252
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 1.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 764.3
2.618 751.3
1.618 743.3
1.000 738.3
0.618 735.3
HIGH 730.3
0.618 727.3
0.500 726.3
0.382 725.3
LOW 722.3
0.618 717.3
1.000 714.3
1.618 709.3
2.618 701.3
4.250 688.3
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 727.3 728.3
PP 726.8 728.3
S1 726.3 728.0

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

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