ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
21-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 832.7 824.0 -8.7 -1.0% 820.4
High 832.7 826.5 -6.2 -0.7% 834.1
Low 826.9 808.6 -18.3 -2.2% 816.6
Close 831.7 809.7 -22.0 -2.6% 831.7
Range 5.8 17.9 12.1 208.6% 17.5
ATR 7.7 8.8 1.1 14.3% 0.0
Volume 220 3 -217 -98.6% 132
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 868.8 857.0 819.5
R3 850.8 839.3 814.5
R2 832.8 832.8 813.0
R1 821.3 821.3 811.3 818.0
PP 815.0 815.0 815.0 813.3
S1 803.3 803.3 808.0 800.3
S2 797.0 797.0 806.5
S3 779.3 785.5 804.8
S4 761.3 767.5 799.8
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 880.0 873.3 841.3
R3 862.5 855.8 836.5
R2 845.0 845.0 835.0
R1 838.3 838.3 833.3 841.8
PP 827.5 827.5 827.5 829.0
S1 820.8 820.8 830.0 824.3
S2 810.0 810.0 828.5
S3 792.5 803.3 827.0
S4 775.0 785.8 822.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 834.1 808.6 25.5 3.1% 7.0 0.9% 4% False True 60
10 834.1 799.6 34.5 4.3% 6.8 0.8% 29% False False 170
20 834.1 764.8 69.3 8.6% 7.8 1.0% 65% False False 147
40 834.1 764.8 69.3 8.6% 6.8 0.8% 65% False False 116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.8
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 902.5
2.618 873.3
1.618 855.5
1.000 844.5
0.618 837.5
HIGH 826.5
0.618 819.8
0.500 817.5
0.382 815.5
LOW 808.5
0.618 797.5
1.000 790.8
1.618 779.8
2.618 761.8
4.250 732.5
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 817.5 821.3
PP 815.0 817.5
S1 812.3 813.5

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

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