ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 748.2 752.5 4.3 0.6% 730.9
High 754.9 759.6 4.7 0.6% 754.9
Low 742.2 747.5 5.3 0.7% 716.7
Close 752.3 757.0 4.7 0.6% 752.3
Range 12.7 12.1 -0.6 -4.7% 38.2
ATR 11.0 11.1 0.1 0.7% 0.0
Volume 1,517 4,111 2,594 171.0% 2,758
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 791.0 786.0 763.8
R3 779.0 774.0 760.3
R2 766.8 766.8 759.3
R1 762.0 762.0 758.0 764.3
PP 754.8 754.8 754.8 756.0
S1 749.8 749.8 756.0 752.3
S2 742.5 742.5 754.8
S3 730.5 737.8 753.8
S4 718.5 725.5 750.3
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
5 759.6 718.2 41.4 5.5% 12.5 1.6% 94% True False 1,369
10 759.6 710.9 48.7 6.4% 10.8 1.4% 95% True False 958
20 759.6 698.7 60.9 8.0% 10.0 1.3% 96% True False 551
40 759.6 682.1 77.5 10.2% 8.8 1.2% 97% True False 400
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 811.0
2.618 791.3
1.618 779.3
1.000 771.8
0.618 767.0
HIGH 759.5
0.618 755.0
0.500 753.5
0.382 752.0
LOW 747.5
0.618 740.0
1.000 735.5
1.618 728.0
2.618 715.8
4.250 696.0
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 755.8 754.3
PP 754.8 751.8
S1 753.5 749.0

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

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