ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 20-Jan-2011

Day Change Summary
	Previous	Current
	19-Jan-2011	20-Jan-2011	Change	Change %	Previous Week
Open	794.4	783.0	-11.4	-1.4%	786.8
High	794.4	783.0	-11.4	-1.4%	802.5
Low	785.0	773.7	-11.3	-1.4%	785.8
Close	783.2	773.1	-10.1	-1.3%	803.3
Range	9.4	9.3	-0.1	-1.1%	16.7
ATR	6.7	6.9	0.2	3.0%	0.0
Volume	331	22	-309	-93.4%	176

Daily Pivots for day following 20-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	804.5	798.0	778.3
R3	795.3	788.8	775.8
R2	786.0	786.0	774.8
R1	779.5	779.5	774.0	778.0
PP	776.5	776.5	776.5	776.0
S1	770.3	770.3	772.3	768.8
S2	767.3	767.3	771.5
S3	758.0	761.0	770.5
S4	748.8	751.5	768.0

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	773.7	28.8	3.7%	5.8	0.7%	-2%	False	True	134
10	802.5	773.3	29.2	3.8%	6.0	0.8%	-1%	False	False	85
20	802.5	773.3	29.2	3.8%	4.8	0.6%	-1%	False	False	76

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	822.5
2.618	807.3
1.618	798.0
1.000	792.3
0.618	788.8
HIGH	783.0
0.618	779.5
0.500	778.3
0.382	777.3
LOW	773.8
0.618	768.0
1.000	764.5
1.618	758.8
2.618	749.3
4.250	734.3

Fisher Pivots for day following 20-Jan-2011
Pivot	1 day	3 day
R1	778.3	785.8
PP	776.5	781.5
S1	774.8	777.3

Download as Excel Spreadsheet

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

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