ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 30-Dec-2010

Day Change Summary
	Previous	Current
	29-Dec-2010	30-Dec-2010	Change	Change %	Previous Week
Open	787.3	787.5	0.2	0.0%	777.9
High	790.1	792.2	2.1	0.3%	791.6
Low	786.5	786.0	-0.5	-0.1%	773.5
Close	787.9	787.4	-0.5	-0.1%	787.2
Range	3.6	6.2	2.6	72.2%	18.1
ATR	9.0	8.8	-0.2	-2.2%	0.0
Volume	33,948	45,158	11,210	33.0%	265,278

Daily Pivots for day following 30-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	807.3	803.5	790.8
R3	801.0	797.3	789.0
R2	794.8	794.8	788.5
R1	791.0	791.0	788.0	789.8
PP	788.5	788.5	788.5	788.0
S1	784.8	784.8	786.8	783.5
S2	782.3	782.3	786.3
S3	776.3	778.8	785.8
S4	770.0	772.5	784.0

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	792.2	782.9	9.3	1.2%	6.0	0.7%	48%	True	False	41,157
10	792.2	765.1	27.1	3.4%	7.5	1.0%	82%	True	False	67,312
20	792.2	738.4	53.8	6.8%	9.0	1.1%	91%	True	False	73,884
40	792.2	698.7	93.5	11.9%	9.3	1.2%	95%	True	False	37,172
60	792.2	680.6	111.6	14.2%	8.5	1.1%	96%	True	False	24,796

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	2.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	818.5
2.618	808.5
1.618	802.3
1.000	798.5
0.618	796.0
HIGH	792.3
0.618	789.8
0.500	789.0
0.382	788.3
LOW	786.0
0.618	782.3
1.000	779.8
1.618	776.0
2.618	769.8
4.250	759.8

Fisher Pivots for day following 30-Dec-2010
Pivot	1 day	3 day
R1	789.0	788.8
PP	788.5	788.3
S1	788.0	787.8

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols