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

Download as Excel Spreadsheet

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

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