ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 779.0 788.7 9.7 1.2% 774.7
High 789.2 791.6 2.4 0.3% 778.2
Low 778.6 787.0 8.4 1.1% 765.1
Close 788.4 788.6 0.2 0.0% 776.2
Range 10.6 4.6 -6.0 -56.6% 13.1
ATR 10.5 10.1 -0.4 -4.0% 0.0
Volume 69,605 58,896 -10,709 -15.4% 754,909
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 802.8 800.3 791.3
R3 798.3 795.8 789.8
R2 793.8 793.8 789.5
R1 791.3 791.3 789.0 790.0
PP 789.0 789.0 789.0 788.5
S1 786.5 786.5 788.3 785.5
S2 784.5 784.5 787.8
S3 779.8 782.0 787.3
S4 775.3 777.3 786.0
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
5 791.6 765.1 26.5 3.4% 9.3 1.2% 89% True False 93,466
10 791.6 757.1 34.5 4.4% 9.5 1.2% 91% True False 121,518
20 791.6 716.7 74.9 9.5% 10.0 1.3% 96% True False 63,752
40 791.6 693.5 98.1 12.4% 9.5 1.2% 97% True False 32,046
60 791.6 665.7 125.9 16.0% 8.8 1.1% 98% True False 21,368
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 19 trading days
Fibonacci Retracements and Extensions
4.250 811.3
2.618 803.8
1.618 799.0
1.000 796.3
0.618 794.5
HIGH 791.5
0.618 789.8
0.500 789.3
0.382 788.8
LOW 787.0
0.618 784.3
1.000 782.5
1.618 779.5
2.618 775.0
4.250 767.5
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 789.3 786.5
PP 789.0 784.5
S1 788.8 782.5

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

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