ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 797.2 795.3 -1.9 -0.2% 771.5
High 801.5 798.6 -2.9 -0.4% 796.7
Low 793.9 785.0 -8.9 -1.1% 769.4
Close 795.3 796.3 1.0 0.1% 774.8
Range 7.6 13.6 6.0 78.9% 27.3
ATR 13.2 13.3 0.0 0.2% 0.0
Volume 90,996 121,564 30,568 33.6% 688,980
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 834.0 828.8 803.8
R3 820.5 815.3 800.0
R2 807.0 807.0 798.8
R1 801.5 801.5 797.5 804.3
PP 793.3 793.3 793.3 794.5
S1 788.0 788.0 795.0 790.8
S2 779.8 779.8 793.8
S3 766.0 774.5 792.5
S4 752.5 760.8 788.8
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% 15.8 2.0% 85% False False 132,319
10 801.5 767.5 34.0 4.3% 13.8 1.7% 85% False False 128,467
20 809.9 767.5 42.4 5.3% 13.8 1.7% 68% False False 121,815
40 809.9 757.1 52.8 6.6% 11.8 1.5% 74% False False 107,785
60 809.9 698.7 111.2 14.0% 11.3 1.4% 88% False False 72,340
80 809.9 688.1 121.8 15.3% 10.3 1.3% 89% False False 54,318
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 856.5
2.618 834.3
1.618 820.5
1.000 812.3
0.618 807.0
HIGH 798.5
0.618 793.5
0.500 791.8
0.382 790.3
LOW 785.0
0.618 776.5
1.000 771.5
1.618 763.0
2.618 749.5
4.250 727.3
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 794.8 794.8
PP 793.3 793.0
S1 791.8 791.5

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

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