ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 04-Mar-2011

Day Change Summary
	Previous	Current
	03-Mar-2011	04-Mar-2011	Change	Change %	Previous Week
Open	811.7	827.1	15.4	1.9%	818.3
High	827.5	828.9	1.4	0.2%	828.9
Low	808.8	814.0	5.2	0.6%	799.9
Close	825.9	822.8	-3.1	-0.4%	822.8
Range	18.7	14.9	-3.8	-20.3%	29.0
ATR	12.3	12.5	0.2	1.5%	0.0
Volume	271	256	-15	-5.5%	1,670

Daily Pivots for day following 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	866.5	859.5	831.0
R3	851.8	844.8	827.0
R2	836.8	836.8	825.5
R1	829.8	829.8	824.3	825.8
PP	822.0	822.0	822.0	820.0
S1	815.0	815.0	821.5	811.0
S2	807.0	807.0	820.0
S3	792.0	800.0	818.8
S4	777.3	785.0	814.5

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	904.3	892.5	838.8
R3	875.3	863.5	830.8
R2	846.3	846.3	828.0
R1	834.5	834.5	825.5	840.3
PP	817.3	817.3	817.3	820.0
S1	805.5	805.5	820.3	811.3
S2	788.3	788.3	817.5
S3	759.3	776.5	814.8
S4	730.3	747.5	806.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	828.9	799.9	29.0	3.5%	16.5	2.0%	79%	True	False	334
10	832.7	791.7	41.0	5.0%	15.5	1.9%	76%	False	False	343
20	834.1	791.7	42.4	5.2%	10.5	1.3%	73%	False	False	287
40	834.1	764.8	69.3	8.4%	9.0	1.1%	84%	False	False	179

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	1.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	892.3
2.618	868.0
1.618	853.0
1.000	843.8
0.618	838.0
HIGH	829.0
0.618	823.3
0.500	821.5
0.382	819.8
LOW	814.0
0.618	804.8
1.000	799.0
1.618	790.0
2.618	775.0
4.250	750.8

Fisher Pivots for day following 04-Mar-2011
Pivot	1 day	3 day
R1	822.3	820.0
PP	822.0	817.3
S1	821.5	814.5

Download as Excel Spreadsheet

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

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