ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 782.5 791.4 8.9 1.1% 784.0
High 793.5 796.8 3.3 0.4% 792.2
Low 776.9 786.2 9.3 1.2% 781.3
Close 792.3 791.1 -1.2 -0.2% 782.3
Range 16.6 10.6 -6.0 -36.1% 10.9
ATR 10.8 10.8 0.0 -0.1% 0.0
Volume 102,882 101,016 -1,866 -1.8% 221,604
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 823.3 817.8 797.0
R3 812.5 807.3 794.0
R2 802.0 802.0 793.0
R1 796.5 796.5 792.0 794.0
PP 791.3 791.3 791.3 790.0
S1 786.0 786.0 790.3 783.3
S2 780.8 780.8 789.3
S3 770.3 775.3 788.3
S4 759.5 764.8 785.3
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% 15.0 1.9% 63% False False 104,483
10 800.3 775.5 24.8 3.1% 10.5 1.3% 63% False False 72,820
20 800.3 757.1 43.2 5.5% 10.0 1.3% 79% False False 97,169
40 800.3 698.7 101.6 12.8% 10.0 1.3% 91% False False 50,127
60 800.3 688.1 112.2 14.2% 9.3 1.2% 92% False False 33,502
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 841.8
2.618 824.5
1.618 814.0
1.000 807.5
0.618 803.3
HIGH 796.8
0.618 792.8
0.500 791.5
0.382 790.3
LOW 786.3
0.618 779.8
1.000 775.5
1.618 769.0
2.618 758.5
4.250 741.3
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 791.5 789.8
PP 791.3 788.5
S1 791.3 787.3

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

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