ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 15-Mar-2011

Day Change Summary
	Previous	Current
	14-Mar-2011	15-Mar-2011	Change	Change %	Previous Week
Open	793.1	793.1	0.0	0.0%	825.0
High	800.6	794.9	-5.7	-0.7%	826.7
Low	786.5	770.2	-16.3	-2.1%	786.0
Close	796.5	786.4	-10.1	-1.3%	799.6
Range	14.1	24.7	10.6	75.2%	40.7
ATR	14.7	15.5	0.8	5.6%	0.0
Volume	219,164	235,333	16,169	7.4%	397,636

Daily Pivots for day following 15-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	858.0	846.8	800.0
R3	833.3	822.3	793.3
R2	808.5	808.5	791.0
R1	797.5	797.5	788.8	790.8
PP	783.8	783.8	783.8	780.5
S1	772.8	772.8	784.3	766.0
S2	759.3	759.3	781.8
S3	734.5	748.0	779.5
S4	709.8	723.3	772.8

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	824.7	770.2	54.5	6.9%	18.0	2.3%	30%	False	True	168,665
10	828.9	770.2	58.7	7.5%	18.3	2.3%	28%	False	True	85,299
20	834.1	770.2	63.9	8.1%	15.3	1.9%	25%	False	True	42,782
40	834.1	764.8	69.3	8.8%	11.8	1.5%	31%	False	False	21,470

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.3
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	900.0
2.618	859.5
1.618	834.8
1.000	819.5
0.618	810.3
HIGH	795.0
0.618	785.5
0.500	782.5
0.382	779.8
LOW	770.3
0.618	755.0
1.000	745.5
1.618	730.3
2.618	705.5
4.250	665.3

Fisher Pivots for day following 15-Mar-2011
Pivot	1 day	3 day
R1	785.0	787.3
PP	783.8	787.0
S1	782.5	786.8

Download as Excel Spreadsheet

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

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