ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 25-Jan-2011

Day Change Summary
	Previous	Current
	24-Jan-2011	25-Jan-2011	Change	Change %	Previous Week
Open	769.1	770.5	1.4	0.2%	800.9
High	777.0	775.1	-1.9	-0.2%	800.9
Low	769.1	768.5	-0.6	-0.1%	769.0
Close	774.6	775.6	1.0	0.1%	769.3
Range	7.9	6.6	-1.3	-16.5%	31.9
ATR	7.1	7.1	0.0	-0.5%	0.0
Volume	106	50	-56	-52.8%	692

Daily Pivots for day following 25-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	792.8	790.8	779.3
R3	786.3	784.3	777.5
R2	779.8	779.8	776.8
R1	777.8	777.8	776.3	778.8
PP	773.0	773.0	773.0	773.5
S1	771.0	771.0	775.0	772.0
S2	766.5	766.5	774.5
S3	759.8	764.5	773.8
S4	753.3	757.8	772.0

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	794.4	768.5	25.9	3.3%	8.5	1.1%	27%	False	True	106
10	802.5	768.5	34.0	4.4%	6.0	0.8%	21%	False	True	88
20	802.5	768.5	34.0	4.4%	5.5	0.7%	21%	False	True	84

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.5
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	803.3
2.618	792.5
1.618	785.8
1.000	781.8
0.618	779.3
HIGH	775.0
0.618	772.5
0.500	771.8
0.382	771.0
LOW	768.5
0.618	764.5
1.000	762.0
1.618	757.8
2.618	751.3
4.250	740.5

Fisher Pivots for day following 25-Jan-2011
Pivot	1 day	3 day
R1	774.3	774.8
PP	773.0	774.0
S1	771.8	773.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols