ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 784.0 790.3 6.3 0.8% 777.9
High 791.0 791.8 0.8 0.1% 791.6
Low 782.9 785.2 2.3 0.3% 773.5
Close 789.3 786.6 -2.7 -0.3% 787.2
Range 8.1 6.6 -1.5 -18.5% 18.1
ATR 9.6 9.4 -0.2 -2.2% 0.0
Volume 37,028 44,069 7,041 19.0% 265,278
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 807.8 803.8 790.3
R3 801.0 797.3 788.5
R2 794.5 794.5 787.8
R1 790.5 790.5 787.3 789.3
PP 787.8 787.8 787.8 787.3
S1 784.0 784.0 786.0 782.5
S2 781.3 781.3 785.5
S3 774.8 777.3 784.8
S4 768.0 770.8 783.0
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 838.5 831.0 797.3
R3 820.3 812.8 792.3
R2 802.3 802.3 790.5
R1 794.8 794.8 788.8 798.5
PP 784.0 784.0 784.0 786.0
S1 776.5 776.5 785.5 780.3
S2 766.0 766.0 784.0
S3 748.0 758.5 782.3
S4 729.8 740.5 777.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 791.8 778.6 13.2 1.7% 7.0 0.9% 61% True False 51,036
10 791.8 765.1 26.7 3.4% 8.3 1.1% 81% True False 92,505
20 791.8 718.2 73.6 9.4% 9.8 1.3% 93% True False 69,972
40 791.8 697.7 94.1 12.0% 9.5 1.2% 94% True False 35,212
60 791.8 667.4 124.4 15.8% 8.8 1.1% 96% True False 23,478
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 2.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 819.8
2.618 809.0
1.618 802.5
1.000 798.5
0.618 796.0
HIGH 791.8
0.618 789.3
0.500 788.5
0.382 787.8
LOW 785.3
0.618 781.0
1.000 778.5
1.618 774.5
2.618 768.0
4.250 757.3
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 788.5 787.3
PP 787.8 787.0
S1 787.3 786.8

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

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