ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary
Previous Current
10-Jan-2011 11-Jan-2011 Change Change % Previous Week
Open 782.8 789.2 6.4 0.8% 784.5
High 793.0 797.0 4.0 0.5% 800.3
Low 775.9 788.1 12.2 1.6% 774.0
Close 789.6 793.7 4.1 0.5% 784.7
Range 17.1 8.9 -8.2 -48.0% 26.3
ATR 11.9 11.7 -0.2 -1.8% 0.0
Volume 130,273 101,287 -28,986 -22.3% 608,466
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 819.8 815.5 798.5
R3 810.8 806.8 796.3
R2 801.8 801.8 795.3
R1 797.8 797.8 794.5 799.8
PP 793.0 793.0 793.0 794.0
S1 788.8 788.8 793.0 791.0
S2 784.0 784.0 792.0
S3 775.3 780.0 791.3
S4 766.3 771.0 788.8
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
5 797.0 774.0 23.0 2.9% 14.8 1.8% 86% True False 116,581
10 800.3 774.0 26.3 3.3% 13.0 1.7% 75% False False 98,053
20 800.3 765.1 35.2 4.4% 10.8 1.3% 81% False False 95,279
40 800.3 698.7 101.6 12.8% 10.5 1.3% 94% False False 59,601
60 800.3 688.1 112.2 14.1% 9.8 1.2% 94% False False 39,819
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.1
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 834.8
2.618 820.3
1.618 811.5
1.000 806.0
0.618 802.5
HIGH 797.0
0.618 793.5
0.500 792.5
0.382 791.5
LOW 788.0
0.618 782.5
1.000 779.3
1.618 773.8
2.618 764.8
4.250 750.3
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 793.3 791.0
PP 793.0 788.3
S1 792.5 785.5

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

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