ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 10-Jan-2011

Day Change Summary
	Previous	Current
	07-Jan-2011	10-Jan-2011	Change	Change %	Previous Week
Open	785.4	786.8	1.4	0.2%	783.1
High	786.4	789.1	2.7	0.3%	796.9
Low	773.3	785.8	12.5	1.6%	773.3
Close	782.1	787.0	4.9	0.6%	782.1
Range	13.1	3.3	-9.8	-74.8%	23.6
ATR	0.0	5.8	5.8		0.0
Volume	9	133	124	1,377.8%	280

Daily Pivots for day following 10-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	797.3	795.5	788.8
R3	794.0	792.0	788.0
R2	790.5	790.5	787.5
R1	788.8	788.8	787.3	789.8
PP	787.3	787.3	787.3	787.8
S1	785.5	785.5	786.8	786.5
S2	784.0	784.0	786.5
S3	780.8	782.3	786.0
S4	777.5	779.0	785.3

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	789.2	773.3	15.9	2.0%	6.3	0.8%	86%	False	False	41
10	796.9	773.3	23.6	3.0%	4.8	0.6%	58%	False	False	80

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.4
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	803.0
2.618	797.8
1.618	794.5
1.000	792.5
0.618	791.3
HIGH	789.0
0.618	787.8
0.500	787.5
0.382	787.0
LOW	785.8
0.618	783.8
1.000	782.5
1.618	780.5
2.618	777.3
4.250	771.8

Fisher Pivots for day following 10-Jan-2011
Pivot	1 day	3 day
R1	787.5	785.0
PP	787.3	783.3
S1	787.3	781.3

Download as Excel Spreadsheet

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

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