ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 24-Jan-2011

Day Change Summary
	Previous	Current
	21-Jan-2011	24-Jan-2011	Change	Change %	Previous Week
Open	771.6	769.1	-2.5	-0.3%	800.9
High	777.8	777.0	-0.8	-0.1%	800.9
Low	769.0	769.1	0.1	0.0%	769.0
Close	769.3	774.6	5.3	0.7%	769.3
Range	8.8	7.9	-0.9	-10.2%	31.9
ATR	7.0	7.1	0.1	0.9%	0.0
Volume	25	106	81	324.0%	692

Daily Pivots for day following 24-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	797.3	793.8	779.0
R3	789.3	786.0	776.8
R2	781.5	781.5	776.0
R1	778.0	778.0	775.3	779.8
PP	773.5	773.5	773.5	774.5
S1	770.3	770.3	774.0	771.8
S2	765.8	765.8	773.3
S3	757.8	762.3	772.5
S4	749.8	754.3	770.3

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	875.5	854.3	786.8
R3	843.5	822.3	778.0
R2	811.8	811.8	775.3
R1	790.5	790.5	772.3	785.0
PP	779.8	779.8	779.8	777.0
S1	758.5	758.5	766.5	753.3
S2	747.8	747.8	763.5
S3	716.0	726.8	760.5
S4	684.0	694.8	751.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	798.0	769.0	29.0	3.7%	7.0	0.9%	19%	False	False	98
10	802.5	769.0	33.5	4.3%	6.0	0.8%	17%	False	False	84
20	802.5	769.0	33.5	4.3%	5.5	0.7%	17%	False	False	82

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	810.5
2.618	797.8
1.618	789.8
1.000	785.0
0.618	782.0
HIGH	777.0
0.618	774.0
0.500	773.0
0.382	772.0
LOW	769.0
0.618	764.3
1.000	761.3
1.618	756.3
2.618	748.5
4.250	735.5

Fisher Pivots for day following 24-Jan-2011
Pivot	1 day	3 day
R1	774.0	776.0
PP	773.5	775.5
S1	773.0	775.0

Download as Excel Spreadsheet

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

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