ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 21-Jan-2011

Day Change Summary
	Previous	Current
	20-Jan-2011	21-Jan-2011	Change	Change %	Previous Week
Open	783.0	771.6	-11.4	-1.5%	800.9
High	783.0	777.8	-5.2	-0.7%	800.9
Low	773.7	769.0	-4.7	-0.6%	769.0
Close	773.1	769.3	-3.8	-0.5%	769.3
Range	9.3	8.8	-0.5	-5.4%	31.9
ATR	6.9	7.0	0.1	2.0%	0.0
Volume	22	25	3	13.6%	692

Daily Pivots for day following 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	798.5	792.8	774.3
R3	789.8	783.8	771.8
R2	780.8	780.8	771.0
R1	775.0	775.0	770.0	773.5
PP	772.0	772.0	772.0	771.3
S1	766.3	766.3	768.5	764.8
S2	763.3	763.3	767.8
S3	754.5	757.5	767.0
S4	745.8	748.8	764.5

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	875.5	854.3	786.8
R3	843.5	822.3	778.0
R2	811.8	811.8	775.3
R1	790.5	790.5	772.3	785.0
PP	779.8	779.8	779.8	777.0
S1	758.5	758.5	766.5	753.3
S2	747.8	747.8	763.5
S3	716.0	726.8	760.5
S4	684.0	694.8	751.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	800.9	769.0	31.9	4.1%	6.0	0.8%	1%	False	True	138
10	802.5	769.0	33.5	4.4%	5.5	0.7%	1%	False	True	86
20	802.5	769.0	33.5	4.4%	5.0	0.6%	1%	False	True	77

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	0.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	815.3
2.618	800.8
1.618	792.0
1.000	786.5
0.618	783.3
HIGH	777.8
0.618	774.5
0.500	773.5
0.382	772.3
LOW	769.0
0.618	763.5
1.000	760.3
1.618	754.8
2.618	746.0
4.250	731.5

Fisher Pivots for day following 21-Jan-2011
Pivot	1 day	3 day
R1	773.5	781.8
PP	772.0	777.5
S1	770.8	773.5

Download as Excel Spreadsheet

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

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