ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 07-Jan-2011

Day Change Summary
	Previous	Current
	06-Jan-2011	07-Jan-2011	Change	Change %	Previous Week
Open	788.0	785.4	-2.6	-0.3%	783.1
High	789.2	786.4	-2.8	-0.4%	796.9
Low	783.9	773.3	-10.6	-1.4%	773.3
Close	788.4	782.1	-6.3	-0.8%	782.1
Range	5.3	13.1	7.8	147.2%	23.6
ATR
Volume	33	9	-24	-72.7%	280

Daily Pivots for day following 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	820.0	814.0	789.3
R3	806.8	801.0	785.8
R2	793.8	793.8	784.5
R1	788.0	788.0	783.3	784.3
PP	780.5	780.5	780.5	778.8
S1	774.8	774.8	781.0	771.3
S2	767.5	767.5	779.8
S3	754.5	761.8	778.5
S4	741.3	748.5	775.0

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	855.0	842.0	795.0
R3	831.3	818.5	788.5
R2	807.8	807.8	786.5
R1	795.0	795.0	784.3	789.5
PP	784.0	784.0	784.0	781.5
S1	771.3	771.3	780.0	766.0
S2	760.5	760.5	777.8
S3	737.0	747.8	775.5
S4	713.3	724.0	769.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	796.9	773.3	23.6	3.0%	8.3	1.1%	37%	False	True	56
10	796.9	773.3	23.6	3.0%	4.5	0.6%	37%	False	True	67

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.3
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	842.0
2.618	820.8
1.618	807.5
1.000	799.5
0.618	794.5
HIGH	786.5
0.618	781.5
0.500	779.8
0.382	778.3
LOW	773.3
0.618	765.3
1.000	760.3
1.618	752.0
2.618	739.0
4.250	717.5

Fisher Pivots for day following 07-Jan-2011
Pivot	1 day	3 day
R1	781.3	781.8
PP	780.5	781.5
S1	779.8	781.3

Download as Excel Spreadsheet

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

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