ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 07-Mar-2011

Day Change Summary
	Previous	Current
	04-Mar-2011	07-Mar-2011	Change	Change %	Previous Week
Open	827.1	825.0	-2.1	-0.3%	818.3
High	828.9	826.7	-2.2	-0.3%	828.9
Low	814.0	801.5	-12.5	-1.5%	799.9
Close	822.8	807.5	-15.3	-1.9%	822.8
Range	14.9	25.2	10.3	69.1%	29.0
ATR	12.5	13.4	0.9	7.2%	0.0
Volume	256	3,177	2,921	1,141.0%	1,670

Daily Pivots for day following 07-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	887.5	872.8	821.3
R3	862.3	847.5	814.5
R2	837.0	837.0	812.0
R1	822.3	822.3	809.8	817.0
PP	812.0	812.0	812.0	809.3
S1	797.0	797.0	805.3	792.0
S2	786.8	786.8	803.0
S3	761.5	772.0	800.5
S4	736.3	746.8	793.8

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	3.6%	19.0	2.4%	26%	False	False	872
10	828.9	791.7	37.2	4.6%	17.5	2.2%	42%	False	False	638
20	834.1	791.7	42.4	5.3%	11.3	1.4%	37%	False	False	432
40	834.1	764.8	69.3	8.6%	9.5	1.2%	62%	False	False	255

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	1.9
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	933.8
2.618	892.8
1.618	867.5
1.000	852.0
0.618	842.3
HIGH	826.8
0.618	817.0
0.500	814.0
0.382	811.3
LOW	801.5
0.618	786.0
1.000	776.3
1.618	760.8
2.618	735.5
4.250	694.5

Fisher Pivots for day following 07-Mar-2011
Pivot	1 day	3 day
R1	814.0	815.3
PP	812.0	812.8
S1	809.8	810.0

Download as Excel Spreadsheet

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

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