ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 795.3 796.3 1.0 0.1% 769.9
High 798.6 799.7 1.1 0.1% 801.5
Low 785.0 792.4 7.4 0.9% 767.5
Close 796.3 798.4 2.1 0.3% 798.4
Range 13.6 7.3 -6.3 -46.3% 34.0
ATR 13.3 12.8 -0.4 -3.2% 0.0
Volume 121,564 97,325 -24,239 -19.9% 580,364
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 818.8 815.8 802.5
R3 811.5 808.5 800.5
R2 804.3 804.3 799.8
R1 801.3 801.3 799.0 802.8
PP 796.8 796.8 796.8 797.5
S1 794.0 794.0 797.8 795.5
S2 789.5 789.5 797.0
S3 782.3 786.8 796.5
S4 775.0 779.3 794.5
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 891.3 878.8 817.0
R3 857.3 844.8 807.8
R2 823.3 823.3 804.8
R1 810.8 810.8 801.5 817.0
PP 789.3 789.3 789.3 792.3
S1 776.8 776.8 795.3 783.0
S2 755.3 755.3 792.3
S3 721.3 742.8 789.0
S4 687.3 708.8 779.8
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% 13.0 1.6% 91% False False 116,072
10 801.5 767.5 34.0 4.3% 13.3 1.7% 91% False False 126,934
20 809.9 767.5 42.4 5.3% 13.5 1.7% 73% False False 121,630
40 809.9 757.1 52.8 6.6% 11.8 1.5% 78% False False 109,400
60 809.9 698.7 111.2 13.9% 11.0 1.4% 90% False False 73,962
80 809.9 688.1 121.8 15.3% 10.3 1.3% 91% False False 55,534
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 2.5
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 830.8
2.618 818.8
1.618 811.5
1.000 807.0
0.618 804.3
HIGH 799.8
0.618 797.0
0.500 796.0
0.382 795.3
LOW 792.5
0.618 788.0
1.000 785.0
1.618 780.5
2.618 773.3
4.250 761.5
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 797.5 796.8
PP 796.8 795.0
S1 796.0 793.3

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

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