ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 09-Mar-2011

Day Change Summary
	Previous	Current
	08-Mar-2011	09-Mar-2011	Change	Change %	Previous Week
Open	810.9	820.8	9.9	1.2%	818.3
High	825.7	824.7	-1.0	-0.1%	828.9
Low	803.1	813.0	9.9	1.2%	799.9
Close	821.6	815.6	-6.0	-0.7%	822.8
Range	22.6	11.7	-10.9	-48.2%	29.0
ATR	14.1	13.9	-0.2	-1.2%	0.0
Volume	5,627	21,351	15,724	279.4%	1,670

Daily Pivots for day following 09-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	852.8	846.0	822.0
R3	841.3	834.3	818.8
R2	829.5	829.5	817.8
R1	822.5	822.5	816.8	820.3
PP	817.8	817.8	817.8	816.5
S1	810.8	810.8	814.5	808.5
S2	806.0	806.0	813.5
S3	794.3	799.3	812.5
S4	782.8	787.5	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	801.5	27.4	3.4%	18.5	2.3%	51%	False	False	6,136
10	828.9	792.0	36.9	4.5%	17.0	2.1%	64%	False	False	3,240
20	834.1	791.7	42.4	5.2%	12.8	1.6%	56%	False	False	1,747
40	834.1	764.8	69.3	8.5%	10.0	1.2%	73%	False	False	929

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.7
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	874.5
2.618	855.3
1.618	843.8
1.000	836.5
0.618	832.0
HIGH	824.8
0.618	820.3
0.500	818.8
0.382	817.5
LOW	813.0
0.618	805.8
1.000	801.3
1.618	794.0
2.618	782.3
4.250	763.3

Fisher Pivots for day following 09-Mar-2011
Pivot	1 day	3 day
R1	818.8	815.0
PP	817.8	814.5
S1	816.8	814.0

Download as Excel Spreadsheet

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

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