ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 01-Feb-2011

Day Change Summary
	Previous	Current
	31-Jan-2011	01-Feb-2011	Change	Change %	Previous Week
Open	764.8	779.8	15.0	2.0%	769.1
High	782.0	797.5	15.5	2.0%	791.3
Low	764.8	779.7	14.9	1.9%	768.5
Close	777.6	793.5	15.9	2.0%	771.9
Range	17.2	17.8	0.6	3.5%	22.8
ATR	8.7	9.5	0.8	9.2%	0.0
Volume	15	74	59	393.3%	375

Daily Pivots for day following 01-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	843.8	836.3	803.3
R3	825.8	818.5	798.5
R2	808.0	808.0	796.8
R1	800.8	800.8	795.3	804.5
PP	790.3	790.3	790.3	792.0
S1	783.0	783.0	791.8	786.5
S2	772.5	772.5	790.3
S3	754.8	765.3	788.5
S4	736.8	747.3	783.8

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	797.5	764.8	32.7	4.1%	12.3	1.6%	88%	True	False	61
10	797.5	764.8	32.7	4.1%	10.3	1.3%	88%	True	False	84
20	802.5	764.8	37.7	4.8%	7.8	1.0%	76%	False	False	68

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 30 trading days

Fibonacci Retracements and Extensions
4.250	873.3
2.618	844.0
1.618	826.3
1.000	815.3
0.618	808.5
HIGH	797.5
0.618	790.8
0.500	788.5
0.382	786.5
LOW	779.8
0.618	768.8
1.000	762.0
1.618	751.0
2.618	733.0
4.250	704.0

Fisher Pivots for day following 01-Feb-2011
Pivot	1 day	3 day
R1	791.8	789.5
PP	790.3	785.3
S1	788.5	781.3

Download as Excel Spreadsheet

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

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