ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 769.7 766.7 -3.0 -0.4% 752.5
High 777.1 776.3 -0.8 -0.1% 775.7
Low 765.7 765.1 -0.6 -0.1% 747.5
Close 767.3 774.5 7.2 0.9% 773.6
Range 11.4 11.2 -0.2 -1.8% 28.2
ATR 10.5 10.6 0.0 0.4% 0.0
Volume 170,556 147,069 -23,487 -13.8% 295,436
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 805.5 801.3 780.8
R3 794.3 790.0 777.5
R2 783.3 783.3 776.5
R1 778.8 778.8 775.5 781.0
PP 772.0 772.0 772.0 773.0
S1 767.8 767.8 773.5 769.8
S2 760.8 760.8 772.5
S3 749.5 756.5 771.5
S4 738.3 745.3 768.3
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
5 778.2 764.0 14.2 1.8% 9.8 1.3% 74% False False 159,891
10 778.2 742.2 36.0 4.6% 10.5 1.4% 90% False False 95,129
20 778.2 710.9 67.3 8.7% 10.3 1.3% 95% False False 47,764
40 778.2 691.9 86.3 11.1% 9.3 1.2% 96% False False 24,041
60 778.2 653.5 124.7 16.1% 8.8 1.1% 97% False False 16,031
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 824.0
2.618 805.5
1.618 794.5
1.000 787.5
0.618 783.3
HIGH 776.3
0.618 772.0
0.500 770.8
0.382 769.5
LOW 765.0
0.618 758.3
1.000 754.0
1.618 747.0
2.618 735.8
4.250 717.5
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 773.3 773.3
PP 772.0 772.3
S1 770.8 771.0

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

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