ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 811.4 807.5 -3.9 -0.5% 769.9
High 813.1 812.8 -0.3 0.0% 801.5
Low 804.1 802.2 -1.9 -0.2% 767.5
Close 809.6 811.7 2.1 0.3% 798.4
Range 9.0 10.6 1.6 17.8% 34.0
ATR 12.5 12.4 -0.1 -1.1% 0.0
Volume 103,560 119,734 16,174 15.6% 580,364
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 840.8 836.8 817.5
R3 830.0 826.3 814.5
R2 819.5 819.5 813.8
R1 815.5 815.5 812.8 817.5
PP 809.0 809.0 809.0 810.0
S1 805.0 805.0 810.8 807.0
S2 798.3 798.3 809.8
S3 787.8 794.5 808.8
S4 777.0 783.8 805.8
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
5 813.1 792.4 20.7 2.6% 10.5 1.3% 93% False False 104,828
10 813.1 767.5 45.6 5.6% 13.3 1.6% 97% False False 118,574
20 813.1 767.5 45.6 5.6% 13.0 1.6% 97% False False 119,911
40 813.1 765.1 48.0 5.9% 12.0 1.5% 97% False False 105,638
60 813.1 703.5 109.6 13.5% 11.3 1.4% 99% False False 81,053
80 813.1 691.9 121.2 14.9% 10.5 1.3% 99% False False 60,869
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 857.8
2.618 840.5
1.618 830.0
1.000 823.5
0.618 819.3
HIGH 812.8
0.618 808.8
0.500 807.5
0.382 806.3
LOW 802.3
0.618 795.8
1.000 791.5
1.618 785.0
2.618 774.5
4.250 757.3
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 810.3 810.3
PP 809.0 809.0
S1 807.5 807.8

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

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