ICE Russell 2000 Mini Future March 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 796.6 787.8 -8.8 -1.1% 825.4
High 797.2 796.3 -0.9 -0.1% 829.7
Low 773.1 777.5 4.4 0.6% 788.5
Close 789.1 782.2 -6.9 -0.9% 802.2
Range 24.1 18.8 -5.3 -22.0% 41.2
ATR 17.2 17.3 0.1 0.7% 0.0
Volume 64,841 100,688 35,847 55.3% 822,390
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 841.8 830.8 792.5
R3 823.0 812.0 787.3
R2 804.3 804.3 785.8
R1 793.3 793.3 784.0 789.3
PP 785.3 785.3 785.3 783.5
S1 774.3 774.3 780.5 770.5
S2 766.5 766.5 778.8
S3 747.8 755.5 777.0
S4 729.0 736.8 771.8
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 930.5 907.5 824.8
R3 889.3 866.3 813.5
R2 848.0 848.0 809.8
R1 825.0 825.0 806.0 816.0
PP 806.8 806.8 806.8 802.3
S1 784.0 784.0 798.5 774.8
S2 765.5 765.5 794.8
S3 724.5 742.8 790.8
S4 683.3 701.5 779.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 818.6 773.1 45.5 5.8% 19.5 2.5% 20% False False 116,944
10 832.0 773.1 58.9 7.5% 19.3 2.5% 15% False False 136,499
20 837.8 773.1 64.7 8.3% 18.0 2.3% 14% False False 129,708
40 837.8 767.5 70.3 9.0% 15.5 2.0% 21% False False 124,994
60 837.8 767.5 70.3 9.0% 14.0 1.8% 21% False False 111,088
80 837.8 710.9 126.9 16.2% 13.0 1.7% 56% False False 96,514
100 837.8 691.9 145.9 18.7% 12.3 1.6% 62% False False 77,275
120 837.8 655.5 182.3 23.3% 11.5 1.5% 70% False False 64,398
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 876.3
2.618 845.5
1.618 826.8
1.000 815.0
0.618 808.0
HIGH 796.3
0.618 789.0
0.500 787.0
0.382 784.8
LOW 777.5
0.618 766.0
1.000 758.8
1.618 747.0
2.618 728.3
4.250 697.5
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 787.0 788.3
PP 785.3 786.3
S1 783.8 784.3

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

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