ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 717.9 714.2 -3.7 -0.5% 731.2
High 723.6 714.2 -9.4 -1.3% 735.3
Low 716.5 698.7 -17.8 -2.5% 716.4
Close 717.2 702.5 -14.7 -2.0% 715.6
Range 7.1 15.5 8.4 118.3% 18.9
ATR 9.4 10.1 0.6 6.9% 0.0
Volume 32 1,234 1,202 3,756.3% 1,794
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 751.8 742.5 711.0
R3 736.3 727.0 706.8
R2 720.8 720.8 705.3
R1 711.5 711.5 704.0 708.3
PP 705.3 705.3 705.3 703.5
S1 696.0 696.0 701.0 692.8
S2 689.8 689.8 699.8
S3 674.3 680.5 698.3
S4 658.8 665.0 694.0
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
5 730.7 698.7 32.0 4.6% 9.3 1.3% 12% False True 268
10 735.3 698.7 36.6 5.2% 9.8 1.4% 10% False True 622
20 735.3 691.9 43.4 6.2% 8.5 1.2% 24% False False 316
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.2
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 780.0
2.618 754.8
1.618 739.3
1.000 729.8
0.618 723.8
HIGH 714.3
0.618 708.3
0.500 706.5
0.382 704.5
LOW 698.8
0.618 689.0
1.000 683.3
1.618 673.5
2.618 658.0
4.250 632.8
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 706.5 711.5
PP 705.3 708.5
S1 703.8 705.5

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

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