ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 13-Dec-2010

Day Change Summary
	Previous	Current
	10-Dec-2010	13-Dec-2010	Change	Change %	Previous Week
Open	765.3	774.7	9.4	1.2%	752.5
High	775.7	778.2	2.5	0.3%	775.7
Low	764.0	769.4	5.4	0.7%	747.5
Close	773.6	771.6	-2.0	-0.3%	773.6
Range	11.7	8.8	-2.9	-24.8%	28.2
ATR	11.0	10.9	-0.2	-1.4%	0.0
Volume	145,117	176,229	31,112	21.4%	295,436

Daily Pivots for day following 13-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	799.5	794.3	776.5
R3	790.8	785.5	774.0
R2	781.8	781.8	773.3
R1	776.8	776.8	772.5	775.0
PP	773.0	773.0	773.0	772.3
S1	768.0	768.0	770.8	766.0
S2	764.3	764.3	770.0
S3	755.5	759.3	769.3
S4	746.8	750.3	766.8

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	778.2	756.0	22.2	2.9%	10.5	1.3%	70%	True	False	93,510
10	778.2	718.2	60.0	7.8%	11.5	1.5%	89%	True	False	47,440
20	778.2	698.7	79.5	10.3%	10.3	1.3%	92%	True	False	23,922
40	778.2	688.1	90.1	11.7%	9.3	1.2%	93%	True	False	12,088

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	2.7
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	815.5
2.618	801.3
1.618	792.5
1.000	787.0
0.618	783.8
HIGH	778.3
0.618	774.8
0.500	773.8
0.382	772.8
LOW	769.5
0.618	764.0
1.000	760.5
1.618	755.3
2.618	746.3
4.250	732.0

Fisher Pivots for day following 13-Dec-2010
Pivot	1 day	3 day
R1	773.8	770.3
PP	773.0	769.0
S1	772.3	767.8

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols