ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 808.3 817.0 8.7 1.1% 795.7
High 818.0 830.0 12.0 1.5% 830.0
Low 806.3 815.1 8.8 1.1% 791.7
Close 815.7 821.0 5.3 0.6% 821.0
Range 11.7 14.9 3.2 27.4% 38.3
ATR 15.2 15.2 0.0 -0.2% 0.0
Volume 113,291 146,325 33,034 29.2% 615,956
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 866.8 858.8 829.3
R3 851.8 843.8 825.0
R2 837.0 837.0 823.8
R1 829.0 829.0 822.3 833.0
PP 822.0 822.0 822.0 824.0
S1 814.0 814.0 819.8 818.0
S2 807.3 807.3 818.3
S3 792.3 799.3 817.0
S4 777.3 784.3 812.8
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 929.3 913.3 842.0
R3 890.8 875.0 831.5
R2 852.5 852.5 828.0
R1 836.8 836.8 824.5 844.8
PP 814.3 814.3 814.3 818.3
S1 798.5 798.5 817.5 806.3
S2 776.0 776.0 814.0
S3 737.8 760.3 810.5
S4 699.3 721.8 800.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 830.0 791.7 38.3 4.7% 14.5 1.8% 77% True False 123,191
10 830.0 770.2 59.8 7.3% 16.0 1.9% 85% True False 170,402
20 830.0 770.2 59.8 7.3% 17.0 2.1% 85% True False 105,166
40 834.1 764.8 69.3 8.4% 13.0 1.6% 81% False False 52,690
60 834.1 764.8 69.3 8.4% 11.0 1.3% 81% False False 35,152
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 893.3
2.618 869.0
1.618 854.0
1.000 845.0
0.618 839.3
HIGH 830.0
0.618 824.3
0.500 822.5
0.382 820.8
LOW 815.0
0.618 806.0
1.000 800.3
1.618 791.0
2.618 776.0
4.250 751.8
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 822.5 818.3
PP 822.0 815.5
S1 821.5 813.0

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

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