ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 787.5 787.8 0.3 0.0% 784.0
High 792.2 788.9 -3.3 -0.4% 792.2
Low 786.0 781.3 -4.7 -0.6% 781.3
Close 787.4 782.3 -5.1 -0.6% 782.3
Range 6.2 7.6 1.4 22.6% 10.9
ATR 8.8 8.7 -0.1 -1.0% 0.0
Volume 45,158 61,401 16,243 36.0% 221,604
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 807.0 802.3 786.5
R3 799.3 794.8 784.5
R2 791.8 791.8 783.8
R1 787.0 787.0 783.0 785.5
PP 784.3 784.3 784.3 783.5
S1 779.5 779.5 781.5 778.0
S2 776.5 776.5 781.0
S3 769.0 771.8 780.3
S4 761.3 764.3 778.0
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 818.0 811.0 788.3
R3 807.0 800.3 785.3
R2 796.3 796.3 784.3
R1 789.3 789.3 783.3 787.3
PP 785.3 785.3 785.3 784.3
S1 778.3 778.3 781.3 776.3
S2 774.3 774.3 780.3
S3 763.5 767.5 779.3
S4 752.5 756.5 776.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 792.2 781.3 10.9 1.4% 6.5 0.8% 9% False True 44,320
10 792.2 769.5 22.7 2.9% 7.3 0.9% 56% False False 58,745
20 792.2 742.2 50.0 6.4% 8.8 1.1% 80% False False 76,937
40 792.2 698.7 93.5 12.0% 9.0 1.2% 89% False False 38,700
60 792.2 682.1 110.1 14.1% 8.5 1.1% 91% False False 25,819
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 821.3
2.618 808.8
1.618 801.3
1.000 796.5
0.618 793.5
HIGH 789.0
0.618 786.0
0.500 785.0
0.382 784.3
LOW 781.3
0.618 776.5
1.000 773.8
1.618 769.0
2.618 761.5
4.250 749.0
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 785.0 786.8
PP 784.3 785.3
S1 783.3 783.8

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

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