ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 808.2 785.7 -22.5 -2.8% 782.8
High 809.5 787.1 -22.4 -2.8% 806.8
Low 783.5 773.2 -10.3 -1.3% 775.9
Close 785.8 775.8 -10.0 -1.3% 805.9
Range 26.0 13.9 -12.1 -46.5% 30.9
ATR 12.2 12.3 0.1 1.0% 0.0
Volume 167,562 165,399 -2,163 -1.3% 479,839
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 820.5 812.0 783.5
R3 806.5 798.0 779.5
R2 792.5 792.5 778.3
R1 784.3 784.3 777.0 781.5
PP 778.8 778.8 778.8 777.3
S1 770.3 770.3 774.5 767.5
S2 764.8 764.8 773.3
S3 751.0 756.5 772.0
S4 737.0 742.5 768.3
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
5 809.9 773.2 36.7 4.7% 14.0 1.8% 7% False True 117,883
10 809.9 773.2 36.7 4.7% 13.5 1.7% 7% False True 115,163
20 809.9 773.2 36.7 4.7% 11.8 1.5% 7% False True 91,886
40 809.9 716.7 93.2 12.0% 11.0 1.4% 63% False False 76,352
60 809.9 691.9 118.0 15.2% 10.3 1.3% 71% False False 51,011
80 809.9 665.7 144.2 18.6% 9.5 1.2% 76% False False 38,262
Crabel Price Patterns
NR True
NR4 False
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 3.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 846.3
2.618 823.5
1.618 809.5
1.000 801.0
0.618 795.8
HIGH 787.0
0.618 781.8
0.500 780.3
0.382 778.5
LOW 773.3
0.618 764.5
1.000 759.3
1.618 750.8
2.618 736.8
4.250 714.0
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 780.3 791.5
PP 778.8 786.3
S1 777.3 781.0

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

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