ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 798.2 805.9 7.7 1.0% 769.9
High 812.5 812.8 0.3 0.0% 801.5
Low 796.5 803.3 6.8 0.9% 767.5
Close 806.1 811.9 5.8 0.7% 798.4
Range 16.0 9.5 -6.5 -40.6% 34.0
ATR 13.1 12.8 -0.3 -1.9% 0.0
Volume 111,469 92,055 -19,414 -17.4% 580,364
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 837.8 834.3 817.0
R3 828.3 824.8 814.5
R2 818.8 818.8 813.8
R1 815.3 815.3 812.8 817.0
PP 809.3 809.3 809.3 810.3
S1 805.8 805.8 811.0 807.5
S2 799.8 799.8 810.3
S3 790.3 796.3 809.3
S4 780.8 786.8 806.8
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
5 812.8 785.0 27.8 3.4% 10.8 1.3% 97% True False 102,681
10 812.8 767.5 45.3 5.6% 13.8 1.7% 98% True False 122,495
20 812.8 767.5 45.3 5.6% 13.0 1.6% 98% True False 117,920
40 812.8 765.1 47.7 5.9% 11.8 1.5% 98% True False 108,473
60 812.8 698.7 114.1 14.1% 11.3 1.4% 99% True False 77,353
80 812.8 688.1 124.7 15.4% 10.5 1.3% 99% True False 58,078
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 2.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 853.3
2.618 837.8
1.618 828.3
1.000 822.3
0.618 818.8
HIGH 812.8
0.618 809.3
0.500 808.0
0.382 807.0
LOW 803.3
0.618 797.5
1.000 793.8
1.618 788.0
2.618 778.5
4.250 763.0
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 810.5 808.8
PP 809.3 805.8
S1 808.0 802.5

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

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