ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 10-Dec-2010
Day Change Summary
Previous Current
09-Dec-2010 10-Dec-2010 Change Change % Previous Week
Open 765.3 765.3 0.0 0.0% 752.5
High 769.2 775.7 6.5 0.8% 775.7
Low 757.1 764.0 6.9 0.9% 747.5
Close 764.4 773.6 9.2 1.2% 773.6
Range 12.1 11.7 -0.4 -3.3% 28.2
ATR 11.0 11.0 0.1 0.5% 0.0
Volume 95,469 145,117 49,648 52.0% 295,436
Daily Pivots for day following 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 806.3 801.5 780.0
R3 794.5 790.0 776.8
R2 782.8 782.8 775.8
R1 778.3 778.3 774.8 780.5
PP 771.0 771.0 771.0 772.3
S1 766.5 766.5 772.5 768.8
S2 759.5 759.5 771.5
S3 747.8 754.8 770.5
S4 736.0 743.0 767.3
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 850.3 840.0 789.0
R3 822.0 812.0 781.3
R2 793.8 793.8 778.8
R1 783.8 783.8 776.3 788.8
PP 765.5 765.5 765.5 768.0
S1 755.5 755.5 771.0 760.5
S2 737.5 737.5 768.5
S3 709.3 727.3 765.8
S4 681.0 699.0 758.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 775.7 747.5 28.2 3.6% 11.0 1.4% 93% True False 59,087
10 775.7 716.7 59.0 7.6% 12.3 1.6% 96% True False 29,819
20 775.7 698.7 77.0 10.0% 10.3 1.3% 97% True False 15,113
40 775.7 688.1 87.6 11.3% 9.0 1.2% 98% True False 7,683
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 2.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 825.5
2.618 806.3
1.618 794.8
1.000 787.5
0.618 783.0
HIGH 775.8
0.618 771.3
0.500 769.8
0.382 768.5
LOW 764.0
0.618 756.8
1.000 752.3
1.618 745.0
2.618 733.3
4.250 714.3
Fisher Pivots for day following 10-Dec-2010
Pivot 1 day 3 day
R1 772.3 771.3
PP 771.0 768.8
S1 769.8 766.5

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

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