ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 731.3 730.9 -0.4 -0.1% 740.0
High 733.1 733.3 0.2 0.0% 735.8
Low 727.7 716.7 -11.0 -1.5% 710.9
Close 728.2 728.1 -0.1 0.0% 728.2
Range 5.4 16.6 11.2 207.4% 24.9
ATR 9.7 10.2 0.5 5.1% 0.0
Volume 1 23 22 2,200.0% 2,735
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 775.8 768.5 737.3
R3 759.3 752.0 732.8
R2 742.8 742.8 731.3
R1 735.3 735.3 729.5 730.8
PP 726.0 726.0 726.0 723.8
S1 718.8 718.8 726.5 714.0
S2 709.5 709.5 725.0
S3 692.8 702.3 723.5
S4 676.3 685.5 719.0
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% 9.3 1.3% 69% False False 546
10 735.8 698.7 37.1 5.1% 9.3 1.3% 79% False False 405
20 735.8 697.7 38.1 5.2% 9.3 1.3% 80% False False 452
40 735.8 667.4 68.4 9.4% 8.3 1.1% 89% False False 231
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.5
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 803.8
2.618 776.8
1.618 760.3
1.000 750.0
0.618 743.5
HIGH 733.3
0.618 727.0
0.500 725.0
0.382 723.0
LOW 716.8
0.618 706.5
1.000 700.0
1.618 689.8
2.618 673.3
4.250 646.3
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 727.0 727.5
PP 726.0 726.8
S1 725.0 726.3

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

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