ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 02-Mar-2011

Day Change Summary
	Previous	Current
	01-Mar-2011	02-Mar-2011	Change	Change %	Previous Week
Open	821.4	799.9	-21.5	-2.6%	832.7
High	826.1	811.0	-15.1	-1.8%	832.7
Low	800.7	799.9	-0.8	-0.1%	791.7
Close	802.0	807.0	5.0	0.6%	819.2
Range	25.4	11.1	-14.3	-56.3%	41.0
ATR	11.8	11.7	0.0	-0.4%	0.0
Volume	324	332	8	2.5%	1,762

Daily Pivots for day following 02-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	839.3	834.3	813.0
R3	828.3	823.3	810.0
R2	817.0	817.0	809.0
R1	812.0	812.0	808.0	814.5
PP	806.0	806.0	806.0	807.3
S1	801.0	801.0	806.0	803.5
S2	794.8	794.8	805.0
S3	783.8	789.8	804.0
S4	772.8	778.8	801.0

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	792.0	34.3	4.3%	15.3	1.9%	44%	False	False	344
10	834.1	791.7	42.4	5.3%	12.8	1.6%	36%	False	False	297
20	834.1	786.4	47.7	5.9%	9.5	1.2%	43%	False	False	262
40	834.1	764.8	69.3	8.6%	8.5	1.1%	61%	False	False	167

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	1.5
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	858.3
2.618	840.0
1.618	829.0
1.000	822.0
0.618	817.8
HIGH	811.0
0.618	806.8
0.500	805.5
0.382	804.3
LOW	800.0
0.618	793.0
1.000	788.8
1.618	782.0
2.618	770.8
4.250	752.8

Fisher Pivots for day following 02-Mar-2011
Pivot	1 day	3 day
R1	806.5	813.0
PP	806.0	811.0
S1	805.5	809.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols