ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
25-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 735.8 731.3 -4.5 -0.6% 740.0
High 735.8 733.1 -2.7 -0.4% 735.8
Low 735.8 727.7 -8.1 -1.1% 710.9
Close 733.2 728.2 -5.0 -0.7% 728.2
Range 0.0 5.4 5.4 24.9
ATR 10.0 9.7 -0.3 -3.2% 0.0
Volume 2,252 1 -2,251 -100.0% 2,735
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 745.8 742.5 731.3
R3 740.5 737.0 729.8
R2 735.0 735.0 729.3
R1 731.8 731.8 728.8 730.8
PP 729.8 729.8 729.8 729.3
S1 726.3 726.3 727.8 725.3
S2 724.3 724.3 727.3
S3 718.8 720.8 726.8
S4 713.5 715.5 725.3
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 799.8 788.8 742.0
R3 774.8 764.0 735.0
R2 749.8 749.8 732.8
R1 739.0 739.0 730.5 732.0
PP 725.0 725.0 725.0 721.5
S1 714.3 714.3 726.0 707.0
S2 700.0 700.0 723.8
S3 675.3 689.3 721.3
S4 650.3 664.3 714.5
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% 69% False False 547
10 735.8 698.7 37.1 5.1% 8.3 1.1% 80% False False 406
20 735.8 693.5 42.3 5.8% 8.8 1.2% 82% False False 452
40 735.8 665.7 70.1 9.6% 8.0 1.1% 89% False False 231
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 -0.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 756.0
2.618 747.3
1.618 741.8
1.000 738.5
0.618 736.5
HIGH 733.0
0.618 731.0
0.500 730.5
0.382 729.8
LOW 727.8
0.618 724.3
1.000 722.3
1.618 719.0
2.618 713.5
4.250 704.8
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 730.5 728.0
PP 729.8 727.8
S1 729.0 727.5

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

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