ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 25-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 25-Nov-2010 Change Change % Previous Week
Open 719.4 735.8 16.4 2.3% 717.9
High 733.5 735.8 2.3 0.3% 723.6
Low 719.4 735.8 16.4 2.3% 698.7
Close 733.2 733.2 0.0 0.0% 721.1
Range 14.1 0.0 -14.1 -100.0% 24.9
ATR 10.6 10.0 -0.6 -5.4% 0.0
Volume 231 2,252 2,021 874.9% 1,331
Daily Pivots for day following 25-Nov-2010
Classic Woodie Camarilla DeMark
R4 735.0 734.0 733.3
R3 735.0 734.0 733.3
R2 735.0 735.0 733.3
R1 734.0 734.0 733.3 734.5
PP 735.0 735.0 735.0 735.3
S1 734.0 734.0 733.3 734.5
S2 735.0 735.0 733.3
S3 735.0 734.0 733.3
S4 735.0 734.0 733.3
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
5 735.8 710.9 24.9 3.4% 8.3 1.1% 90% True False 552
10 735.8 698.7 37.1 5.1% 8.5 1.2% 93% True False 408
20 735.8 693.5 42.3 5.8% 8.5 1.2% 94% True False 452
40 735.8 665.7 70.1 9.6% 8.0 1.1% 96% True False 231
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 -0.8
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 735.8
2.618 735.8
1.618 735.8
1.000 735.8
0.618 735.8
HIGH 735.8
0.618 735.8
0.500 735.8
0.382 735.8
LOW 735.8
0.618 735.8
1.000 735.8
1.618 735.8
2.618 735.8
4.250 735.8
Fisher Pivots for day following 25-Nov-2010
Pivot 1 day 3 day
R1 735.8 730.0
PP 735.0 726.8
S1 734.0 723.3

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

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