ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 781.3 797.2 15.9 2.0% 771.5
High 800.3 801.5 1.2 0.1% 796.7
Low 781.3 793.9 12.6 1.6% 769.4
Close 796.1 795.3 -0.8 -0.1% 774.8
Range 19.0 7.6 -11.4 -60.0% 27.3
ATR 13.7 13.2 -0.4 -3.2% 0.0
Volume 139,037 90,996 -48,041 -34.6% 688,980
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 819.8 815.0 799.5
R3 812.0 807.5 797.5
R2 804.5 804.5 796.8
R1 800.0 800.0 796.0 798.5
PP 797.0 797.0 797.0 796.3
S1 792.3 792.3 794.5 790.8
S2 789.3 789.3 794.0
S3 781.8 784.8 793.3
S4 774.0 777.0 791.0
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 862.3 845.8 789.8
R3 835.0 818.5 782.3
R2 807.5 807.5 779.8
R1 791.3 791.3 777.3 799.5
PP 780.3 780.3 780.3 784.5
S1 764.0 764.0 772.3 772.0
S2 753.0 753.0 769.8
S3 725.8 736.5 767.3
S4 698.5 709.3 759.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 801.5 767.5 34.0 4.3% 15.0 1.9% 82% True False 130,622
10 801.5 767.5 34.0 4.3% 13.8 1.7% 82% True False 132,850
20 809.9 767.5 42.4 5.3% 13.8 1.7% 66% False False 120,881
40 809.9 756.0 53.9 6.8% 11.8 1.5% 73% False False 105,196
60 809.9 698.7 111.2 14.0% 11.3 1.4% 87% False False 70,314
80 809.9 682.1 127.8 16.1% 10.3 1.3% 89% False False 52,798
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 13 trading days
Fibonacci Retracements and Extensions
4.250 833.8
2.618 821.5
1.618 813.8
1.000 809.0
0.618 806.3
HIGH 801.5
0.618 798.5
0.500 797.8
0.382 796.8
LOW 794.0
0.618 789.3
1.000 786.3
1.618 781.5
2.618 774.0
4.250 761.5
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 797.8 791.8
PP 797.0 788.0
S1 796.0 784.5

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

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