ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary
Previous Current
28-Dec-2010 29-Dec-2010 Change Change % Previous Week
Open 790.3 787.3 -3.0 -0.4% 777.9
High 791.8 790.1 -1.7 -0.2% 791.6
Low 785.2 786.5 1.3 0.2% 773.5
Close 786.6 787.9 1.3 0.2% 787.2
Range 6.6 3.6 -3.0 -45.5% 18.1
ATR 9.4 9.0 -0.4 -4.4% 0.0
Volume 44,069 33,948 -10,121 -23.0% 265,278
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 799.0 797.0 790.0
R3 795.3 793.5 789.0
R2 791.8 791.8 788.5
R1 789.8 789.8 788.3 790.8
PP 788.3 788.3 788.3 788.8
S1 786.3 786.3 787.5 787.3
S2 784.5 784.5 787.3
S3 781.0 782.8 787.0
S4 777.3 779.0 786.0
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
5 791.8 782.9 8.9 1.1% 5.5 0.7% 56% False False 43,905
10 791.8 765.1 26.7 3.4% 8.0 1.0% 85% False False 79,851
20 791.8 727.5 64.3 8.2% 9.5 1.2% 94% False False 71,663
40 791.8 698.7 93.1 11.8% 9.3 1.2% 96% False False 36,061
60 791.8 680.6 111.2 14.1% 8.5 1.1% 96% False False 24,044
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.2
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 805.5
2.618 799.5
1.618 796.0
1.000 793.8
0.618 792.3
HIGH 790.0
0.618 788.8
0.500 788.3
0.382 788.0
LOW 786.5
0.618 784.3
1.000 783.0
1.618 780.8
2.618 777.0
4.250 771.3
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 788.3 787.8
PP 788.3 787.5
S1 788.0 787.3

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

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