ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 05-Jan-2011

Day Change Summary
	Previous	Current
	04-Jan-2011	05-Jan-2011	Change	Change %	Previous Week
Open	782.8	784.0	1.2	0.2%	786.9
High	782.8	788.8	6.0	0.8%	787.9
Low	778.3	784.0	5.7	0.7%	784.6
Close	780.6	789.6	9.0	1.2%	779.8
Range	4.5	4.8	0.3	6.7%	3.3
ATR
Volume	28	2	-26	-92.9%	393

Daily Pivots for day following 05-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	801.8	800.5	792.3
R3	797.0	795.8	791.0
R2	792.3	792.3	790.5
R1	791.0	791.0	790.0	791.5
PP	787.5	787.5	787.5	787.8
S1	786.3	786.3	789.3	786.8
S2	782.8	782.8	788.8
S3	777.8	781.3	788.3
S4	773.0	776.5	787.0

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	794.0	790.3	781.5
R3	790.8	787.0	780.8
R2	787.5	787.5	780.5
R1	783.5	783.5	780.0	783.8
PP	784.0	784.0	784.0	784.3
S1	780.3	780.3	779.5	780.5
S2	780.8	780.8	779.3
S3	777.5	777.0	779.0
S4	774.3	773.8	778.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	796.9	778.3	18.6	2.4%	5.0	0.6%	61%	False	False	124
10	796.9	778.3	18.6	2.4%	2.8	0.4%	61%	False	False	64

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	0.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	809.3
2.618	801.3
1.618	796.5
1.000	793.5
0.618	791.8
HIGH	788.8
0.618	787.0
0.500	786.5
0.382	785.8
LOW	784.0
0.618	781.0
1.000	779.3
1.618	776.3
2.618	771.5
4.250	763.5

Fisher Pivots for day following 05-Jan-2011
Pivot	1 day	3 day
R1	788.5	789.0
PP	787.5	788.3
S1	786.5	787.5

Download as Excel Spreadsheet

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

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