ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 800.8 808.2 7.4 0.9% 782.8
High 809.9 809.5 -0.4 0.0% 806.8
Low 798.6 783.5 -15.1 -1.9% 775.9
Close 808.2 785.8 -22.4 -2.8% 805.9
Range 11.3 26.0 14.7 130.1% 30.9
ATR 11.2 12.2 1.1 9.5% 0.0
Volume 90,370 167,562 77,192 85.4% 479,839
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 871.0 854.3 800.0
R3 845.0 828.3 793.0
R2 819.0 819.0 790.5
R1 802.3 802.3 788.3 797.8
PP 793.0 793.0 793.0 790.5
S1 776.3 776.3 783.5 771.8
S2 767.0 767.0 781.0
S3 741.0 750.3 778.8
S4 715.0 724.3 771.5
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 889.0 878.3 823.0
R3 858.0 847.5 814.5
R2 827.0 827.0 811.5
R1 816.5 816.5 808.8 821.8
PP 796.3 796.3 796.3 798.8
S1 785.5 785.5 803.0 791.0
S2 765.3 765.3 800.3
S3 734.5 754.8 797.5
S4 703.5 723.8 789.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 809.9 783.5 26.4 3.4% 12.8 1.6% 9% False True 101,242
10 809.9 774.0 35.9 4.6% 13.8 1.8% 33% False False 108,911
20 809.9 774.0 35.9 4.6% 11.5 1.5% 33% False False 87,096
40 809.9 710.9 99.0 12.6% 11.0 1.4% 76% False False 72,223
60 809.9 691.9 118.0 15.0% 10.3 1.3% 80% False False 48,255
80 809.9 655.5 154.4 19.6% 9.5 1.2% 84% False False 36,194
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 3.5
Widest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 920.0
2.618 877.5
1.618 851.5
1.000 835.5
0.618 825.5
HIGH 809.5
0.618 799.5
0.500 796.5
0.382 793.5
LOW 783.5
0.618 767.5
1.000 757.5
1.618 741.5
2.618 715.5
4.250 673.0
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 796.5 796.8
PP 793.0 793.0
S1 789.3 789.5

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

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