ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 08-Mar-2011

Day Change Summary
	Previous	Current
	07-Mar-2011	08-Mar-2011	Change	Change %	Previous Week
Open	825.0	810.9	-14.1	-1.7%	818.3
High	826.7	825.7	-1.0	-0.1%	828.9
Low	801.5	803.1	1.6	0.2%	799.9
Close	807.5	821.6	14.1	1.7%	822.8
Range	25.2	22.6	-2.6	-10.3%	29.0
ATR	13.4	14.1	0.7	4.9%	0.0
Volume	3,177	5,627	2,450	77.1%	1,670

Daily Pivots for day following 08-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	884.5	875.8	834.0
R3	862.0	853.0	827.8
R2	839.5	839.5	825.8
R1	830.5	830.5	823.8	835.0
PP	816.8	816.8	816.8	819.0
S1	808.0	808.0	819.5	812.3
S2	794.3	794.3	817.5
S3	771.5	785.3	815.5
S4	749.0	762.8	809.3

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%	18.5	2.3%	75%	False	False	1,932
10	828.9	791.7	37.2	4.5%	18.0	2.2%	80%	False	False	1,201
20	834.1	791.7	42.4	5.2%	12.5	1.5%	71%	False	False	685
40	834.1	764.8	69.3	8.4%	10.0	1.2%	82%	False	False	396

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	921.8
2.618	884.8
1.618	862.3
1.000	848.3
0.618	839.8
HIGH	825.8
0.618	817.0
0.500	814.5
0.382	811.8
LOW	803.0
0.618	789.3
1.000	780.5
1.618	766.5
2.618	744.0
4.250	707.0

Fisher Pivots for day following 08-Mar-2011
Pivot	1 day	3 day
R1	819.3	819.5
PP	816.8	817.3
S1	814.5	815.3

Download as Excel Spreadsheet

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

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