ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 728.7 727.5 -1.2 -0.2% 740.0
High 729.6 742.5 12.9 1.8% 735.8
Low 718.2 727.5 9.3 1.3% 710.9
Close 724.1 739.5 15.4 2.1% 728.2
Range 11.4 15.0 3.6 31.6% 24.9
ATR 10.3 10.9 0.6 5.6% 0.0
Volume 140 733 593 423.6% 2,735
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 781.5 775.5 747.8
R3 766.5 760.5 743.5
R2 751.5 751.5 742.3
R1 745.5 745.5 741.0 748.5
PP 736.5 736.5 736.5 738.0
S1 730.5 730.5 738.0 733.5
S2 721.5 721.5 736.8
S3 706.5 715.5 735.5
S4 691.5 700.5 731.3
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
5 742.5 716.7 25.8 3.5% 9.8 1.3% 88% True False 629
10 742.5 708.7 33.8 4.6% 10.3 1.4% 91% True False 366
20 742.5 698.7 43.8 5.9% 9.5 1.3% 93% True False 460
40 742.5 680.6 61.9 8.4% 8.3 1.1% 95% True False 252
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 -0.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 806.3
2.618 781.8
1.618 766.8
1.000 757.5
0.618 751.8
HIGH 742.5
0.618 736.8
0.500 735.0
0.382 733.3
LOW 727.5
0.618 718.3
1.000 712.5
1.618 703.3
2.618 688.3
4.250 663.8
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 738.0 736.3
PP 736.5 733.0
S1 735.0 729.5

Download as Excel Spreadsheet

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

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