ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 719.8 719.4 -0.4 -0.1% 717.9
High 720.9 733.5 12.6 1.7% 723.6
Low 710.9 719.4 8.5 1.2% 698.7
Close 717.1 733.2 16.1 2.2% 721.1
Range 10.0 14.1 4.1 41.0% 24.9
ATR 10.2 10.6 0.4 4.4% 0.0
Volume 227 231 4 1.8% 1,331
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 771.0 766.3 741.0
R3 757.0 752.0 737.0
R2 742.8 742.8 735.8
R1 738.0 738.0 734.5 740.5
PP 728.8 728.8 728.8 730.0
S1 724.0 724.0 732.0 726.3
S2 714.5 714.5 730.5
S3 700.5 709.8 729.3
S4 686.5 695.8 725.5
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 789.3 780.0 734.8
R3 764.3 755.3 728.0
R2 739.3 739.3 725.8
R1 730.3 730.3 723.5 734.8
PP 714.5 714.5 714.5 716.8
S1 705.3 705.3 718.8 710.0
S2 689.5 689.5 716.5
S3 664.8 680.5 714.3
S4 639.8 655.5 707.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 733.5 708.7 24.8 3.4% 10.5 1.4% 99% True False 103
10 733.5 698.7 34.8 4.7% 9.3 1.3% 99% True False 185
20 735.3 693.5 41.8 5.7% 9.3 1.3% 95% False False 340
40 735.3 665.7 69.6 9.5% 8.3 1.1% 97% False False 176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.6
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 793.5
2.618 770.5
1.618 756.3
1.000 747.5
0.618 742.3
HIGH 733.5
0.618 728.0
0.500 726.5
0.382 724.8
LOW 719.5
0.618 710.8
1.000 705.3
1.618 696.5
2.618 682.5
4.250 659.5
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 731.0 729.5
PP 728.8 725.8
S1 726.5 722.3

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

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