ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 13-Jan-2011

Day Change Summary
	Previous	Current
	12-Jan-2011	13-Jan-2011	Change	Change %	Previous Week
Open	790.7	797.3	6.6	0.8%	783.1
High	798.3	797.9	-0.4	-0.1%	796.9
Low	790.6	797.3	6.7	0.8%	773.3
Close	797.8	797.4	-0.4	-0.1%	782.1
Range	7.7	0.6	-7.1	-92.2%	23.6
ATR	6.0	5.6	-0.4	-6.4%	0.0
Volume	20	16	-4	-20.0%	280

Daily Pivots for day following 13-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	799.3	799.0	797.8
R3	798.8	798.3	797.5
R2	798.3	798.3	797.5
R1	797.8	797.8	797.5	798.0
PP	797.5	797.5	797.5	797.5
S1	797.3	797.3	797.3	797.3
S2	797.0	797.0	797.3
S3	796.3	796.5	797.3
S4	795.8	796.0	797.0

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	798.3	773.3	25.0	3.1%	6.3	0.8%	96%	False	False	36
10	798.3	773.3	25.0	3.1%	6.0	0.7%	96%	False	False	66

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.3
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	800.5
2.618	799.5
1.618	798.8
1.000	798.5
0.618	798.3
HIGH	798.0
0.618	797.8
0.500	797.5
0.382	797.5
LOW	797.3
0.618	797.0
1.000	796.8
1.618	796.3
2.618	795.8
4.250	794.8

Fisher Pivots for day following 13-Jan-2011
Pivot	1 day	3 day
R1	797.5	796.0
PP	797.5	794.5
S1	797.5	793.0

Download as Excel Spreadsheet

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

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