ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 12-Jan-2011

Day Change Summary
	Previous	Current
	11-Jan-2011	12-Jan-2011	Change	Change %	Previous Week
Open	787.7	790.7	3.0	0.4%	783.1
High	793.7	798.3	4.6	0.6%	796.9
Low	787.7	790.6	2.9	0.4%	773.3
Close	791.6	797.8	6.2	0.8%	782.1
Range	6.0	7.7	1.7	28.3%	23.6
ATR	5.8	6.0	0.1	2.3%	0.0
Volume	3	20	17	566.7%	280

Daily Pivots for day following 12-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	818.8	816.0	802.0
R3	811.0	808.3	800.0
R2	803.3	803.3	799.3
R1	800.5	800.5	798.5	802.0
PP	795.5	795.5	795.5	796.3
S1	792.8	792.8	797.0	794.3
S2	787.8	787.8	796.5
S3	780.3	785.3	795.8
S4	772.5	777.5	793.5

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	798.3	773.3	25.0	3.1%	7.0	0.9%	98%	True	False	39
10	798.3	773.3	25.0	3.1%	6.0	0.7%	98%	True	False	81

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 3 trading days

Fibonacci Retracements and Extensions
4.250	831.0
2.618	818.5
1.618	810.8
1.000	806.0
0.618	803.0
HIGH	798.3
0.618	795.3
0.500	794.5
0.382	793.5
LOW	790.5
0.618	785.8
1.000	783.0
1.618	778.3
2.618	770.5
4.250	758.0

Fisher Pivots for day following 12-Jan-2011
Pivot	1 day	3 day
R1	796.8	796.0
PP	795.5	794.0
S1	794.5	792.0

Download as Excel Spreadsheet

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

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