ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 784.5 795.3 10.8 1.4% 784.0
High 800.3 799.0 -1.3 -0.2% 792.2
Low 783.5 775.5 -8.0 -1.0% 781.3
Close 794.9 783.3 -11.6 -1.5% 782.3
Range 16.8 23.5 6.7 39.9% 10.9
ATR 9.4 10.4 1.0 10.8% 0.0
Volume 109,599 147,520 37,921 34.6% 221,604
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 856.5 843.3 796.3
R3 833.0 819.8 789.8
R2 809.5 809.5 787.5
R1 796.3 796.3 785.5 791.3
PP 786.0 786.0 786.0 783.3
S1 772.8 772.8 781.3 767.8
S2 762.5 762.5 779.0
S3 739.0 749.3 776.8
S4 715.5 725.8 770.5
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
5 800.3 775.5 24.8 3.2% 11.5 1.5% 31% False True 79,525
10 800.3 775.5 24.8 3.2% 9.3 1.2% 31% False True 65,280
20 800.3 756.0 44.3 5.7% 9.5 1.2% 62% False False 89,511
40 800.3 698.7 101.6 13.0% 9.8 1.3% 83% False False 45,031
60 800.3 682.1 118.2 15.1% 9.0 1.2% 86% False False 30,104
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 1.5
Widest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 899.0
2.618 860.5
1.618 837.0
1.000 822.5
0.618 813.5
HIGH 799.0
0.618 790.0
0.500 787.3
0.382 784.5
LOW 775.5
0.618 761.0
1.000 752.0
1.618 737.5
2.618 714.0
4.250 675.5
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 787.3 788.0
PP 786.0 786.3
S1 784.5 784.8

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

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