ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 14-Jan-2011

Day Change Summary
	Previous	Current
	13-Jan-2011	14-Jan-2011	Change	Change %	Previous Week
Open	797.3	794.6	-2.7	-0.3%	786.8
High	797.9	802.5	4.6	0.6%	802.5
Low	797.3	794.6	-2.7	-0.3%	785.8
Close	797.4	803.3	5.9	0.7%	803.3
Range	0.6	7.9	7.3	1,216.7%	16.7
ATR	5.6	5.8	0.2	3.0%	0.0
Volume	16	4	-12	-75.0%	176

Daily Pivots for day following 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	823.8	821.5	807.8
R3	816.0	813.5	805.5
R2	808.0	808.0	804.8
R1	805.8	805.8	804.0	806.8
PP	800.3	800.3	800.3	800.8
S1	797.8	797.8	802.5	799.0
S2	792.3	792.3	801.8
S3	784.3	789.8	801.3
S4	776.5	782.0	799.0

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	847.3	842.0	812.5
R3	830.5	825.3	808.0
R2	814.0	814.0	806.3
R1	808.5	808.5	804.8	811.3
PP	797.3	797.3	797.3	798.5
S1	792.0	792.0	801.8	794.5
S2	780.5	780.5	800.3
S3	763.8	775.3	798.8
S4	747.0	758.5	794.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	802.5	785.8	16.7	2.1%	5.0	0.6%	105%	True	False	35
10	802.5	773.3	29.2	3.6%	6.8	0.8%	103%	True	False	45

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.3
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	836.0
2.618	823.3
1.618	815.3
1.000	810.5
0.618	807.5
HIGH	802.5
0.618	799.5
0.500	798.5
0.382	797.5
LOW	794.5
0.618	789.8
1.000	786.8
1.618	781.8
2.618	774.0
4.250	761.0

Fisher Pivots for day following 14-Jan-2011
Pivot	1 day	3 day
R1	801.8	801.0
PP	800.3	798.8
S1	798.5	796.5

Download as Excel Spreadsheet

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

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