ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 795.3 782.5 -12.8 -1.6% 784.0
High 799.0 793.5 -5.5 -0.7% 792.2
Low 775.5 776.9 1.4 0.2% 781.3
Close 783.3 792.3 9.0 1.1% 782.3
Range 23.5 16.6 -6.9 -29.4% 10.9
ATR 10.4 10.8 0.4 4.3% 0.0
Volume 147,520 102,882 -44,638 -30.3% 221,604
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 837.3 831.5 801.5
R3 820.8 814.8 796.8
R2 804.3 804.3 795.3
R1 798.3 798.3 793.8 801.3
PP 787.5 787.5 787.5 789.0
S1 781.8 781.8 790.8 784.5
S2 771.0 771.0 789.3
S3 754.3 765.0 787.8
S4 737.8 748.5 783.3
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 3.1% 14.3 1.8% 68% False False 93,312
10 800.3 775.5 24.8 3.1% 9.8 1.2% 68% False False 68,608
20 800.3 757.1 43.2 5.5% 9.8 1.2% 81% False False 93,755
40 800.3 698.7 101.6 12.8% 10.0 1.2% 92% False False 47,603
60 800.3 688.1 112.2 14.2% 9.3 1.2% 93% False False 31,818
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 864.0
2.618 837.0
1.618 820.3
1.000 810.0
0.618 803.8
HIGH 793.5
0.618 787.3
0.500 785.3
0.382 783.3
LOW 777.0
0.618 766.8
1.000 760.3
1.618 750.0
2.618 733.5
4.250 706.3
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 790.0 790.8
PP 787.5 789.3
S1 785.3 788.0

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

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