ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 774.0 777.9 3.9 0.5% 774.7
High 778.2 784.4 6.2 0.8% 778.2
Low 769.5 773.5 4.0 0.5% 765.1
Close 776.2 778.5 2.3 0.3% 776.2
Range 8.7 10.9 2.2 25.3% 13.1
ATR 10.5 10.5 0.0 0.3% 0.0
Volume 100,570 91,192 -9,378 -9.3% 754,909
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 811.5 806.0 784.5
R3 800.5 795.0 781.5
R2 789.8 789.8 780.5
R1 784.0 784.0 779.5 787.0
PP 778.8 778.8 778.8 780.3
S1 773.3 773.3 777.5 776.0
S2 768.0 768.0 776.5
S3 757.0 762.3 775.5
S4 746.0 751.5 772.5
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
5 784.4 765.1 19.3 2.5% 9.5 1.2% 69% True False 133,974
10 784.4 756.0 28.4 3.6% 10.0 1.3% 79% True False 113,742
20 784.4 710.9 73.5 9.4% 10.5 1.3% 92% True False 57,350
40 784.4 691.9 92.5 11.9% 9.5 1.2% 94% True False 28,834
60 784.4 655.5 128.9 16.6% 9.0 1.1% 95% True False 19,227
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 830.8
2.618 813.0
1.618 802.0
1.000 795.3
0.618 791.3
HIGH 784.5
0.618 780.3
0.500 779.0
0.382 777.8
LOW 773.5
0.618 766.8
1.000 762.5
1.618 755.8
2.618 745.0
4.250 727.3
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 779.0 777.3
PP 778.8 776.0
S1 778.8 774.8

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

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