ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 11-Mar-2011

Day Change Summary
	Previous	Current
	10-Mar-2011	11-Mar-2011	Change	Change %	Previous Week
Open	815.5	797.9	-17.6	-2.2%	825.0
High	815.7	804.5	-11.2	-1.4%	826.7
Low	794.2	786.0	-8.2	-1.0%	786.0
Close	796.3	799.6	3.3	0.4%	799.6
Range	21.5	18.5	-3.0	-14.0%	40.7
ATR	14.5	14.7	0.3	2.0%	0.0
Volume	172,629	194,852	22,223	12.9%	397,636

Daily Pivots for day following 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	852.3	844.5	809.8
R3	833.8	826.0	804.8
R2	815.3	815.3	803.0
R1	807.5	807.5	801.3	811.3
PP	796.8	796.8	796.8	798.8
S1	789.0	789.0	798.0	792.8
S2	778.3	778.3	796.3
S3	759.8	770.5	794.5
S4	741.3	752.0	789.5

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	926.3	903.5	822.0
R3	885.5	863.0	810.8
R2	844.8	844.8	807.0
R1	822.3	822.3	803.3	813.3
PP	804.0	804.0	804.0	799.5
S1	781.5	781.5	795.8	772.5
S2	763.5	763.5	792.3
S3	722.8	740.8	788.5
S4	682.0	700.0	777.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	826.7	786.0	40.7	5.1%	20.0	2.5%	33%	False	True	79,527
10	828.9	786.0	42.9	5.4%	18.3	2.3%	32%	False	True	39,930
20	834.1	786.0	48.1	6.0%	13.8	1.7%	28%	False	True	20,060
40	834.1	764.8	69.3	8.7%	10.8	1.3%	50%	False	False	10,116

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	3.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	883.0
2.618	853.0
1.618	834.5
1.000	823.0
0.618	816.0
HIGH	804.5
0.618	797.5
0.500	795.3
0.382	793.0
LOW	786.0
0.618	774.5
1.000	767.5
1.618	756.0
2.618	737.5
4.250	707.5

Fisher Pivots for day following 11-Mar-2011
Pivot	1 day	3 day
R1	798.3	805.3
PP	796.8	803.5
S1	795.3	801.5

Download as Excel Spreadsheet

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

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