ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 28-Jan-2011

Day Change Summary
	Previous	Current
	27-Jan-2011	28-Jan-2011	Change	Change %	Previous Week
Open	788.5	781.0	-7.5	-1.0%	769.1
High	788.5	781.0	-7.5	-1.0%	791.3
Low	788.5	770.5	-18.0	-2.3%	768.5
Close	790.0	771.9	-18.1	-2.3%	771.9
Range	0.0	10.5	10.5		22.8
ATR	7.2	8.0	0.9	12.3%	0.0
Volume	68	101	33	48.5%	375

Daily Pivots for day following 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	806.0	799.5	777.8
R3	795.5	789.0	774.8
R2	785.0	785.0	773.8
R1	778.5	778.5	772.8	776.5
PP	774.5	774.5	774.5	773.5
S1	768.0	768.0	771.0	766.0
S2	764.0	764.0	770.0
S3	753.5	757.5	769.0
S4	743.0	747.0	766.0

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	845.8	831.5	784.5
R3	822.8	808.8	778.3
R2	800.0	800.0	776.0
R1	786.0	786.0	774.0	793.0
PP	777.3	777.3	777.3	780.8
S1	763.3	763.3	769.8	770.3
S2	754.5	754.5	767.8
S3	731.8	740.3	765.8
S4	708.8	717.5	759.3

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	3.0%	8.3	1.1%	15%	False	False	75
10	800.9	768.5	32.4	4.2%	7.0	0.9%	10%	False	False	106
20	802.5	768.5	34.0	4.4%	7.0	0.9%	10%	False	False	76

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

Fibonacci Retracements and Extensions
4.250	825.5
2.618	808.5
1.618	798.0
1.000	791.5
0.618	787.5
HIGH	781.0
0.618	777.0
0.500	775.8
0.382	774.5
LOW	770.5
0.618	764.0
1.000	760.0
1.618	753.5
2.618	743.0
4.250	726.0

Fisher Pivots for day following 28-Jan-2011
Pivot	1 day	3 day
R1	775.8	781.0
PP	774.5	778.0
S1	773.3	775.0

Download as Excel Spreadsheet

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

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