ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 31-Jan-2011

Day Change Summary
	Previous	Current
	28-Jan-2011	31-Jan-2011	Change	Change %	Previous Week
Open	781.0	764.8	-16.2	-2.1%	769.1
High	781.0	782.0	1.0	0.1%	791.3
Low	770.5	764.8	-5.7	-0.7%	768.5
Close	771.9	777.6	5.7	0.7%	771.9
Range	10.5	17.2	6.7	63.8%	22.8
ATR	8.0	8.7	0.7	8.1%	0.0
Volume	101	15	-86	-85.1%	375

Daily Pivots for day following 31-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	826.5	819.3	787.0
R3	809.3	802.0	782.3
R2	792.0	792.0	780.8
R1	784.8	784.8	779.3	788.5
PP	774.8	774.8	774.8	776.5
S1	767.5	767.5	776.0	771.3
S2	757.5	757.5	774.5
S3	740.5	750.5	772.8
S4	723.3	733.3	768.3

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	764.8	26.5	3.4%	10.0	1.3%	48%	False	True	56
10	798.0	764.8	33.2	4.3%	8.5	1.1%	39%	False	True	77
20	802.5	764.8	37.7	4.8%	7.0	0.9%	34%	False	True	66

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.5
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	855.0
2.618	827.0
1.618	809.8
1.000	799.3
0.618	792.8
HIGH	782.0
0.618	775.5
0.500	773.5
0.382	771.3
LOW	764.8
0.618	754.3
1.000	747.5
1.618	737.0
2.618	719.8
4.250	691.8

Fisher Pivots for day following 31-Jan-2011
Pivot	1 day	3 day
R1	776.3	777.3
PP	774.8	777.0
S1	773.5	776.8

Download as Excel Spreadsheet

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

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