ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 11-Jan-2011

Day Change Summary
	Previous	Current
	10-Jan-2011	11-Jan-2011	Change	Change %	Previous Week
Open	786.8	787.7	0.9	0.1%	783.1
High	789.1	793.7	4.6	0.6%	796.9
Low	785.8	787.7	1.9	0.2%	773.3
Close	787.0	791.6	4.6	0.6%	782.1
Range	3.3	6.0	2.7	81.8%	23.6
ATR	5.8	5.8	0.1	1.1%	0.0
Volume	133	3	-130	-97.7%	280

Daily Pivots for day following 11-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	809.0	806.3	795.0
R3	803.0	800.3	793.3
R2	797.0	797.0	792.8
R1	794.3	794.3	792.3	795.8
PP	791.0	791.0	791.0	791.8
S1	788.3	788.3	791.0	789.8
S2	785.0	785.0	790.5
S3	779.0	782.3	790.0
S4	773.0	776.3	788.3

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	793.7	773.3	20.4	2.6%	6.5	0.8%	90%	True	False	36
10	796.9	773.3	23.6	3.0%	5.3	0.7%	78%	False	False	80

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	0.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	819.3
2.618	809.5
1.618	803.5
1.000	799.8
0.618	797.5
HIGH	793.8
0.618	791.5
0.500	790.8
0.382	790.0
LOW	787.8
0.618	784.0
1.000	781.8
1.618	778.0
2.618	772.0
4.250	762.3

Fisher Pivots for day following 11-Jan-2011
Pivot	1 day	3 day
R1	791.3	789.0
PP	791.0	786.3
S1	790.8	783.5

Download as Excel Spreadsheet

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

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