ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 26-Jan-2011

Day Change Summary
	Previous	Current
	25-Jan-2011	26-Jan-2011	Change	Change %	Previous Week
Open	770.5	775.2	4.7	0.6%	800.9
High	775.1	791.3	16.2	2.1%	800.9
Low	768.5	775.2	6.7	0.9%	769.0
Close	775.6	788.5	12.9	1.7%	769.3
Range	6.6	16.1	9.5	143.9%	31.9
ATR	7.1	7.7	0.6	9.1%	0.0
Volume	50	50	0	0.0%	692

Daily Pivots for day following 26-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	833.3	827.0	797.3
R3	817.3	811.0	793.0
R2	801.0	801.0	791.5
R1	794.8	794.8	790.0	798.0
PP	785.0	785.0	785.0	786.5
S1	778.8	778.8	787.0	781.8
S2	769.0	769.0	785.5
S3	752.8	762.5	784.0
S4	736.8	746.5	779.8

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	791.3	768.5	22.8	2.9%	9.8	1.2%	88%	True	False	50
10	802.5	768.5	34.0	4.3%	6.8	0.9%	59%	False	False	91
20	802.5	768.5	34.0	4.3%	6.5	0.8%	59%	False	False	86

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	0.5
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	859.8
2.618	833.5
1.618	817.3
1.000	807.5
0.618	801.3
HIGH	791.3
0.618	785.3
0.500	783.3
0.382	781.3
LOW	775.3
0.618	765.3
1.000	759.0
1.618	749.3
2.618	733.0
4.250	706.8

Fisher Pivots for day following 26-Jan-2011
Pivot	1 day	3 day
R1	786.8	785.8
PP	785.0	782.8
S1	783.3	780.0

Download as Excel Spreadsheet

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

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