ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 827.7 838.6 10.9 1.3% 795.7
High 839.4 843.0 3.6 0.4% 830.0
Low 827.2 836.0 8.8 1.1% 791.7
Close 838.8 841.7 2.9 0.3% 821.0
Range 12.2 7.0 -5.2 -42.6% 38.3
ATR 14.6 14.0 -0.5 -3.7% 0.0
Volume 98,289 106,437 8,148 8.3% 615,956
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 861.3 858.5 845.5
R3 854.3 851.5 843.5
R2 847.3 847.3 843.0
R1 844.5 844.5 842.3 845.8
PP 840.3 840.3 840.3 841.0
S1 837.5 837.5 841.0 838.8
S2 833.3 833.3 840.5
S3 826.3 830.5 839.8
S4 819.3 823.5 837.8
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
5 843.0 815.1 27.9 3.3% 11.5 1.4% 95% True False 106,906
10 843.0 780.0 63.0 7.5% 12.8 1.5% 98% True False 113,801
20 843.0 770.2 72.8 8.6% 15.8 1.9% 98% True False 124,506
40 843.0 770.2 72.8 8.6% 13.0 1.5% 98% True False 62,391
60 843.0 764.8 78.2 9.3% 11.3 1.3% 98% True False 41,617
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 28 trading days
Fibonacci Retracements and Extensions
4.250 872.8
2.618 861.3
1.618 854.3
1.000 850.0
0.618 847.3
HIGH 843.0
0.618 840.3
0.500 839.5
0.382 838.8
LOW 836.0
0.618 831.8
1.000 829.0
1.618 824.8
2.618 817.8
4.250 806.3
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 841.0 837.5
PP 840.3 833.3
S1 839.5 829.0

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

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