ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 728.7 724.2 -4.5 -0.6% 731.2
High 730.3 724.2 -6.1 -0.8% 735.3
Low 722.3 716.4 -5.9 -0.8% 716.4
Close 727.9 715.6 -12.3 -1.7% 715.6
Range 8.0 7.8 -0.2 -2.5% 18.9
ATR 9.4 9.5 0.2 1.6% 0.0
Volume 24 21 -3 -12.5% 1,794
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 742.3 736.8 720.0
R3 734.3 728.8 717.8
R2 726.5 726.5 717.0
R1 721.0 721.0 716.3 720.0
PP 718.8 718.8 718.8 718.3
S1 713.3 713.3 715.0 712.0
S2 711.0 711.0 714.3
S3 703.3 705.5 713.5
S4 695.3 697.8 711.3
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 779.3 766.3 726.0
R3 760.3 747.3 720.8
R2 741.3 741.3 719.0
R1 728.5 728.5 717.3 725.5
PP 722.5 722.5 722.5 721.0
S1 709.5 709.5 713.8 706.5
S2 703.5 703.5 712.3
S3 684.8 690.8 710.5
S4 665.8 671.8 705.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 735.3 716.4 18.9 2.6% 8.3 1.2% -4% False True 358
10 735.3 693.5 41.8 5.8% 9.3 1.3% 53% False False 497
20 735.3 688.1 47.2 6.6% 7.8 1.1% 58% False False 253
Crabel Price Patterns
NR True
NR4 True
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 1.0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 757.3
2.618 744.5
1.618 736.8
1.000 732.0
0.618 729.0
HIGH 724.3
0.618 721.3
0.500 720.3
0.382 719.5
LOW 716.5
0.618 711.5
1.000 708.5
1.618 703.8
2.618 696.0
4.250 683.3
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 720.3 723.5
PP 718.8 721.0
S1 717.3 718.3

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

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