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

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

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