ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 09-Dec-2010
Day Change Summary
Previous Current
08-Dec-2010 09-Dec-2010 Change Change % Previous Week
Open 762.0 765.3 3.3 0.4% 730.9
High 765.8 769.2 3.4 0.4% 754.9
Low 758.9 757.1 -1.8 -0.2% 716.7
Close 763.5 764.4 0.9 0.1% 752.3
Range 6.9 12.1 5.2 75.4% 38.2
ATR 10.9 11.0 0.1 0.8% 0.0
Volume 32,725 95,469 62,744 191.7% 2,758
Daily Pivots for day following 09-Dec-2010
Classic Woodie Camarilla DeMark
R4 799.8 794.3 771.0
R3 787.8 782.3 767.8
R2 775.8 775.8 766.5
R1 770.0 770.0 765.5 766.8
PP 763.5 763.5 763.5 762.0
S1 758.0 758.0 763.3 754.8
S2 751.5 751.5 762.3
S3 739.3 745.8 761.0
S4 727.3 733.8 757.8
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
5 769.2 742.2 27.0 3.5% 11.3 1.5% 82% True False 30,367
10 769.2 716.7 52.5 6.9% 11.5 1.5% 91% True False 15,307
20 769.2 698.7 70.5 9.2% 10.0 1.3% 93% True False 7,858
40 769.2 688.1 81.1 10.6% 9.0 1.2% 94% True False 4,055
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 820.5
2.618 801.0
1.618 788.8
1.000 781.3
0.618 776.8
HIGH 769.3
0.618 764.5
0.500 763.3
0.382 761.8
LOW 757.0
0.618 749.5
1.000 745.0
1.618 737.5
2.618 725.5
4.250 705.8
Fisher Pivots for day following 09-Dec-2010
Pivot 1 day 3 day
R1 764.0 763.8
PP 763.5 763.3
S1 763.3 762.5

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

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