ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 825.7 832.4 6.7 0.8% 822.0
High 835.3 837.8 2.5 0.3% 837.8
Low 824.1 830.6 6.5 0.8% 818.3
Close 832.4 834.3 1.9 0.2% 834.3
Range 11.2 7.2 -4.0 -35.7% 19.5
ATR 11.6 11.3 -0.3 -2.7% 0.0
Volume 93,805 87,588 -6,217 -6.6% 437,937
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 855.8 852.3 838.3
R3 848.8 845.0 836.3
R2 841.5 841.5 835.5
R1 837.8 837.8 835.0 839.8
PP 834.3 834.3 834.3 835.0
S1 830.8 830.8 833.8 832.5
S2 827.0 827.0 833.0
S3 819.8 823.5 832.3
S4 812.8 816.3 830.3
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 888.8 881.0 845.0
R3 869.3 861.5 839.8
R2 849.8 849.8 838.0
R1 842.0 842.0 836.0 845.8
PP 830.3 830.3 830.3 832.0
S1 822.5 822.5 832.5 826.3
S2 810.8 810.8 830.8
S3 791.3 803.0 829.0
S4 771.8 783.5 823.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 837.8 818.3 19.5 2.3% 7.8 0.9% 82% True False 87,587
10 837.8 796.5 41.3 5.0% 10.3 1.2% 92% True False 96,696
20 837.8 767.5 70.3 8.4% 11.8 1.4% 95% True False 111,815
40 837.8 767.5 70.3 8.4% 12.0 1.4% 95% True False 103,194
60 837.8 716.7 121.1 14.5% 11.3 1.3% 97% True False 90,047
80 837.8 693.5 144.3 17.3% 10.8 1.3% 98% True False 67,620
100 837.8 665.7 172.1 20.6% 10.0 1.2% 98% True False 54,098
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 2.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 868.5
2.618 856.8
1.618 849.5
1.000 845.0
0.618 842.3
HIGH 837.8
0.618 835.0
0.500 834.3
0.382 833.3
LOW 830.5
0.618 826.3
1.000 823.5
1.618 819.0
2.618 811.8
4.250 800.0
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 834.3 832.5
PP 834.3 830.8
S1 834.3 829.0

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

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