ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 14-Mar-2011

Day Change Summary
	Previous	Current
	11-Mar-2011	14-Mar-2011	Change	Change %	Previous Week
Open	797.9	793.1	-4.8	-0.6%	825.0
High	804.5	800.6	-3.9	-0.5%	826.7
Low	786.0	786.5	0.5	0.1%	786.0
Close	799.6	796.5	-3.1	-0.4%	799.6
Range	18.5	14.1	-4.4	-23.8%	40.7
ATR	14.7	14.7	0.0	-0.3%	0.0
Volume	194,852	219,164	24,312	12.5%	397,636

Daily Pivots for day following 14-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	836.8	830.8	804.3
R3	822.8	816.8	800.5
R2	808.8	808.8	799.0
R1	802.5	802.5	797.8	805.5
PP	794.5	794.5	794.5	796.0
S1	788.5	788.5	795.3	791.5
S2	780.5	780.5	794.0
S3	766.3	774.3	792.5
S4	752.3	760.3	788.8

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	825.7	786.0	39.7	5.0%	17.8	2.2%	26%	False	False	122,724
10	828.9	786.0	42.9	5.4%	18.3	2.3%	24%	False	False	61,798
20	834.1	786.0	48.1	6.0%	14.3	1.8%	22%	False	False	31,016
40	834.1	764.8	69.3	8.7%	11.0	1.4%	46%	False	False	15,587

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	3.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	860.5
2.618	837.5
1.618	823.5
1.000	814.8
0.618	809.3
HIGH	800.5
0.618	795.3
0.500	793.5
0.382	792.0
LOW	786.5
0.618	777.8
1.000	772.5
1.618	763.8
2.618	749.5
4.250	726.5

Fisher Pivots for day following 14-Mar-2011
Pivot	1 day	3 day
R1	795.5	800.8
PP	794.5	799.5
S1	793.5	798.0

Download as Excel Spreadsheet

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

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