ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 01-Mar-2011

Day Change Summary
	Previous	Current
	28-Feb-2011	01-Mar-2011	Change	Change %	Previous Week
Open	818.3	821.4	3.1	0.4%	832.7
High	826.3	826.1	-0.2	0.0%	832.7
Low	814.4	800.7	-13.7	-1.7%	791.7
Close	820.3	802.0	-18.3	-2.2%	819.2
Range	11.9	25.4	13.5	113.4%	41.0
ATR	10.7	11.8	1.0	9.8%	0.0
Volume	487	324	-163	-33.5%	1,762

Daily Pivots for day following 01-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	885.8	869.3	816.0
R3	860.5	844.0	809.0
R2	835.0	835.0	806.8
R1	818.5	818.5	804.3	814.0
PP	809.5	809.5	809.5	807.5
S1	793.0	793.0	799.8	788.8
S2	784.3	784.3	797.3
S3	758.8	767.8	795.0
S4	733.5	742.3	788.0

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	937.5	919.3	841.8
R3	896.5	878.3	830.5
R2	855.5	855.5	826.8
R1	837.3	837.3	823.0	826.0
PP	814.5	814.5	814.5	808.8
S1	796.3	796.3	815.5	785.0
S2	773.5	773.5	811.8
S3	732.5	755.3	808.0
S4	691.5	714.3	796.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	826.3	791.7	34.6	4.3%	17.5	2.2%	30%	False	False	470
10	834.1	791.7	42.4	5.3%	12.3	1.5%	24%	False	False	265
20	834.1	786.4	47.7	5.9%	9.0	1.1%	33%	False	False	249
40	834.1	764.8	69.3	8.6%	8.5	1.0%	54%	False	False	159

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	1.5
Widest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	934.0
2.618	892.5
1.618	867.3
1.000	851.5
0.618	841.8
HIGH	826.0
0.618	816.5
0.500	813.5
0.382	810.5
LOW	800.8
0.618	785.0
1.000	775.3
1.618	759.5
2.618	734.3
4.250	692.8

Fisher Pivots for day following 01-Mar-2011
Pivot	1 day	3 day
R1	813.5	813.5
PP	809.5	809.8
S1	805.8	805.8

Download as Excel Spreadsheet

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

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