ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 19-Jan-2011

Day Change Summary
	Previous	Current
	18-Jan-2011	19-Jan-2011	Change	Change %	Previous Week
Open	798.0	794.4	-3.6	-0.5%	786.8
High	798.0	794.4	-3.6	-0.5%	802.5
Low	798.0	785.0	-13.0	-1.6%	785.8
Close	805.6	783.2	-22.4	-2.8%	803.3
Range	0.0	9.4	9.4		16.7
ATR	5.6	6.7	1.1	19.0%	0.0
Volume	6	331	325	5,416.7%	176

Daily Pivots for day following 19-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	815.8	808.8	788.3
R3	806.3	799.5	785.8
R2	797.0	797.0	785.0
R1	790.0	790.0	784.0	788.8
PP	787.5	787.5	787.5	787.0
S1	780.8	780.8	782.3	779.5
S2	778.3	778.3	781.5
S3	768.8	771.3	780.5
S4	759.3	761.8	778.0

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	785.0	17.5	2.2%	4.0	0.5%	-10%	False	True	133
10	802.5	773.3	29.2	3.7%	5.5	0.7%	34%	False	False	86
20	802.5	773.3	29.2	3.7%	4.3	0.5%	34%	False	False	75

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

Fibonacci Retracements and Extensions
4.250	834.3
2.618	819.0
1.618	809.5
1.000	803.8
0.618	800.3
HIGH	794.5
0.618	790.8
0.500	789.8
0.382	788.5
LOW	785.0
0.618	779.3
1.000	775.5
1.618	769.8
2.618	760.5
4.250	745.0

Fisher Pivots for day following 19-Jan-2011
Pivot	1 day	3 day
R1	789.8	793.0
PP	787.5	789.8
S1	785.3	786.5

Download as Excel Spreadsheet

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

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