ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 17-Jan-2011

Day Change Summary
	Previous	Current
	14-Jan-2011	17-Jan-2011	Change	Change %	Previous Week
Open	794.6	800.9	6.3	0.8%	786.8
High	802.5	800.9	-1.6	-0.2%	802.5
Low	794.6	798.8	4.2	0.5%	785.8
Close	803.3	803.3	0.0	0.0%	803.3
Range	7.9	2.1	-5.8	-73.4%	16.7
ATR	5.8	5.7	-0.1	-1.6%	0.0
Volume	4	308	304	7,600.0%	176

Daily Pivots for day following 17-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	807.3	807.5	804.5
R3	805.3	805.3	804.0
R2	803.0	803.0	803.8
R1	803.3	803.3	803.5	803.3
PP	801.0	801.0	801.0	801.0
S1	801.0	801.0	803.0	801.0
S2	799.0	799.0	803.0
S3	796.8	799.0	802.8
S4	794.8	797.0	802.3

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	787.7	14.8	1.8%	4.8	0.6%	105%	False	False	70
10	802.5	773.3	29.2	3.6%	5.5	0.7%	103%	False	False	55

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

Fibonacci Retracements and Extensions
4.250	809.8
2.618	806.5
1.618	804.3
1.000	803.0
0.618	802.3
HIGH	801.0
0.618	800.0
0.500	799.8
0.382	799.5
LOW	798.8
0.618	797.5
1.000	796.8
1.618	795.5
2.618	793.3
4.250	790.0

Fisher Pivots for day following 17-Jan-2011
Pivot	1 day	3 day
R1	802.3	801.8
PP	801.0	800.3
S1	799.8	798.5

Download as Excel Spreadsheet

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

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