ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 787.8 784.5 -3.3 -0.4% 784.0
High 788.9 800.3 11.4 1.4% 792.2
Low 781.3 783.5 2.2 0.3% 781.3
Close 782.3 794.9 12.6 1.6% 782.3
Range 7.6 16.8 9.2 121.1% 10.9
ATR 8.7 9.4 0.7 7.7% 0.0
Volume 61,401 109,599 48,198 78.5% 221,604
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 843.3 836.0 804.3
R3 826.5 819.0 799.5
R2 809.8 809.8 798.0
R1 802.3 802.3 796.5 806.0
PP 793.0 793.0 793.0 794.8
S1 785.5 785.5 793.3 789.3
S2 776.0 776.0 791.8
S3 759.3 768.8 790.3
S4 742.5 752.0 785.8
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
5 800.3 781.3 19.0 2.4% 8.3 1.0% 72% True False 58,835
10 800.3 773.5 26.8 3.4% 8.0 1.0% 80% True False 59,648
20 800.3 747.5 52.8 6.6% 9.0 1.1% 90% True False 82,341
40 800.3 698.7 101.6 12.8% 9.3 1.2% 95% True False 41,386
60 800.3 682.1 118.2 14.9% 8.8 1.1% 95% True False 27,645
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.6
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 871.8
2.618 844.3
1.618 827.5
1.000 817.0
0.618 810.8
HIGH 800.3
0.618 794.0
0.500 792.0
0.382 790.0
LOW 783.5
0.618 773.0
1.000 766.8
1.618 756.3
2.618 739.5
4.250 712.0
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 794.0 793.5
PP 793.0 792.3
S1 792.0 790.8

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

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