ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 771.5 777.2 5.7 0.7% 800.8
High 780.6 779.5 -1.1 -0.1% 809.9
Low 769.4 769.4 0.0 0.0% 771.0
Close 777.2 778.2 1.0 0.1% 771.9
Range 11.2 10.1 -1.1 -9.8% 38.9
ATR 12.2 12.1 -0.2 -1.2% 0.0
Volume 119,639 128,271 8,632 7.2% 535,985
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 806.0 802.3 783.8
R3 796.0 792.0 781.0
R2 785.8 785.8 780.0
R1 782.0 782.0 779.3 784.0
PP 775.8 775.8 775.8 776.8
S1 772.0 772.0 777.3 773.8
S2 765.5 765.5 776.3
S3 755.5 761.8 775.5
S4 745.5 751.8 772.8
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 901.0 875.3 793.3
R3 862.0 836.5 782.5
R2 823.3 823.3 779.0
R1 797.5 797.5 775.5 791.0
PP 784.3 784.3 784.3 781.0
S1 758.8 758.8 768.3 752.0
S2 745.3 745.3 764.8
S3 706.5 719.8 761.3
S4 667.5 680.8 750.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 809.5 769.4 40.1 5.2% 14.8 1.9% 22% False True 138,705
10 809.9 769.4 40.5 5.2% 12.0 1.5% 22% False True 113,346
20 809.9 769.4 40.5 5.2% 12.5 1.6% 22% False True 102,838
40 809.9 716.7 93.2 12.0% 11.5 1.5% 66% False False 85,304
60 809.9 693.5 116.4 15.0% 10.5 1.4% 73% False False 57,020
80 809.9 665.7 144.2 18.5% 9.8 1.2% 78% False False 42,767
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 2.3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 822.5
2.618 806.0
1.618 795.8
1.000 789.5
0.618 785.8
HIGH 779.5
0.618 775.8
0.500 774.5
0.382 773.3
LOW 769.5
0.618 763.3
1.000 759.3
1.618 753.0
2.618 743.0
4.250 726.5
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 777.0 777.5
PP 775.8 777.0
S1 774.5 776.3

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

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