ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 791.4 790.3 -1.1 -0.1% 784.5
High 796.8 794.2 -2.6 -0.3% 800.3
Low 786.2 774.0 -12.2 -1.6% 774.0
Close 791.1 784.7 -6.4 -0.8% 784.7
Range 10.6 20.2 9.6 90.6% 26.3
ATR 10.8 11.5 0.7 6.2% 0.0
Volume 101,016 147,449 46,433 46.0% 608,466
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 845.0 835.0 795.8
R3 824.8 814.8 790.3
R2 804.5 804.5 788.5
R1 794.5 794.5 786.5 789.5
PP 784.3 784.3 784.3 781.8
S1 774.5 774.5 782.8 769.3
S2 764.0 764.0 781.0
S3 744.0 754.3 779.3
S4 723.8 734.0 773.5
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 865.3 851.3 799.3
R3 839.0 825.0 792.0
R2 812.8 812.8 789.5
R1 798.8 798.8 787.0 805.8
PP 786.3 786.3 786.3 789.8
S1 772.3 772.3 782.3 779.3
S2 760.0 760.0 780.0
S3 733.8 746.0 777.5
S4 707.5 719.8 770.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 800.3 774.0 26.3 3.4% 17.5 2.2% 41% False True 121,693
10 800.3 774.0 26.3 3.4% 12.0 1.5% 41% False True 83,007
20 800.3 764.0 36.3 4.6% 10.5 1.3% 57% False False 99,768
40 800.3 698.7 101.6 12.9% 10.3 1.3% 85% False False 53,813
60 800.3 688.1 112.2 14.3% 9.5 1.2% 86% False False 35,959
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 880.0
2.618 847.0
1.618 827.0
1.000 814.5
0.618 806.8
HIGH 794.3
0.618 786.5
0.500 784.0
0.382 781.8
LOW 774.0
0.618 761.5
1.000 753.8
1.618 741.3
2.618 721.0
4.250 688.3
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 784.5 785.5
PP 784.3 785.3
S1 784.0 785.0

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

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