ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 739.7 748.2 8.5 1.1% 730.9
High 749.4 754.9 5.5 0.7% 754.9
Low 738.4 742.2 3.8 0.5% 716.7
Close 749.1 752.3 3.2 0.4% 752.3
Range 11.0 12.7 1.7 15.5% 38.2
ATR 10.9 11.0 0.1 1.2% 0.0
Volume 345 1,517 1,172 339.7% 2,758
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 788.0 782.8 759.3
R3 775.3 770.0 755.8
R2 762.5 762.5 754.8
R1 757.5 757.5 753.5 760.0
PP 749.8 749.8 749.8 751.0
S1 744.8 744.8 751.3 747.3
S2 737.0 737.0 750.0
S3 724.5 732.0 748.8
S4 711.8 719.3 745.3
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 856.0 842.3 773.3
R3 817.8 804.0 762.8
R2 779.5 779.5 759.3
R1 766.0 766.0 755.8 772.8
PP 741.3 741.3 741.3 744.8
S1 727.8 727.8 748.8 734.5
S2 703.0 703.0 745.3
S3 665.0 689.5 741.8
S4 626.8 651.3 731.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 754.9 716.7 38.2 5.1% 13.3 1.8% 93% True False 551
10 754.9 710.9 44.0 5.8% 10.8 1.4% 94% True False 549
20 754.9 698.7 56.2 7.5% 9.5 1.3% 95% True False 430
40 754.9 682.1 72.8 9.7% 8.5 1.1% 96% True False 298
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 0.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 809.0
2.618 788.3
1.618 775.5
1.000 767.5
0.618 762.8
HIGH 755.0
0.618 750.0
0.500 748.5
0.382 747.0
LOW 742.3
0.618 734.3
1.000 729.5
1.618 721.8
2.618 709.0
4.250 688.3
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 751.0 748.5
PP 749.8 745.0
S1 748.5 741.3

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

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