ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 17-Dec-2010
Day Change Summary
Previous Current
16-Dec-2010 17-Dec-2010 Change Change % Previous Week
Open 766.7 774.0 7.3 1.0% 774.7
High 776.3 778.2 1.9 0.2% 778.2
Low 765.1 769.5 4.4 0.6% 765.1
Close 774.5 776.2 1.7 0.2% 776.2
Range 11.2 8.7 -2.5 -22.3% 13.1
ATR 10.6 10.5 -0.1 -1.3% 0.0
Volume 147,069 100,570 -46,499 -31.6% 754,909
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 800.8 797.3 781.0
R3 792.0 788.5 778.5
R2 783.3 783.3 777.8
R1 779.8 779.8 777.0 781.5
PP 774.8 774.8 774.8 775.5
S1 771.0 771.0 775.5 772.8
S2 766.0 766.0 774.5
S3 757.3 762.3 773.8
S4 748.5 753.8 771.5
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 812.5 807.5 783.5
R3 799.3 794.3 779.8
R2 786.3 786.3 778.5
R1 781.3 781.3 777.5 783.8
PP 773.3 773.3 773.3 774.5
S1 768.3 768.3 775.0 770.8
S2 760.0 760.0 773.8
S3 747.0 755.0 772.5
S4 733.8 742.0 769.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 778.2 765.1 13.1 1.7% 9.0 1.2% 85% True False 150,981
10 778.2 747.5 30.7 4.0% 10.0 1.3% 93% True False 105,034
20 778.2 710.9 67.3 8.7% 10.5 1.3% 97% True False 52,791
40 778.2 691.9 86.3 11.1% 9.5 1.2% 98% True False 26,555
60 778.2 655.5 122.7 15.8% 8.8 1.1% 98% True False 17,707
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 815.3
2.618 801.0
1.618 792.3
1.000 787.0
0.618 783.5
HIGH 778.3
0.618 775.0
0.500 773.8
0.382 772.8
LOW 769.5
0.618 764.0
1.000 760.8
1.618 755.5
2.618 746.8
4.250 732.5
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 775.5 774.8
PP 774.8 773.3
S1 773.8 771.8

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

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