ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 817.0 827.7 10.7 1.3% 795.7
High 828.7 839.4 10.7 1.3% 830.0
Low 815.2 827.2 12.0 1.5% 791.7
Close 827.2 838.8 11.6 1.4% 821.0
Range 13.5 12.2 -1.3 -9.6% 38.3
ATR 14.8 14.6 -0.2 -1.2% 0.0
Volume 96,676 98,289 1,613 1.7% 615,956
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 871.8 867.5 845.5
R3 859.5 855.3 842.3
R2 847.3 847.3 841.0
R1 843.0 843.0 840.0 845.3
PP 835.3 835.3 835.3 836.3
S1 830.8 830.8 837.8 833.0
S2 823.0 823.0 836.5
S3 810.8 818.8 835.5
S4 798.5 806.5 832.0
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
5 839.4 806.3 33.1 3.9% 12.5 1.5% 98% True False 108,277
10 839.4 776.0 63.4 7.6% 13.8 1.6% 99% True False 118,998
20 839.4 770.2 69.2 8.2% 16.5 2.0% 99% True False 119,197
40 839.4 770.2 69.2 8.2% 13.0 1.5% 99% True False 59,730
60 839.4 764.8 74.6 8.9% 11.3 1.3% 99% True False 39,844
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 2.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 891.3
2.618 871.3
1.618 859.3
1.000 851.5
0.618 847.0
HIGH 839.5
0.618 834.8
0.500 833.3
0.382 831.8
LOW 827.3
0.618 819.8
1.000 815.0
1.618 807.5
2.618 795.3
4.250 775.3
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 837.0 835.0
PP 835.3 831.3
S1 833.3 827.3

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

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