ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 02-Feb-2011

Day Change Summary
	Previous	Current
	01-Feb-2011	02-Feb-2011	Change	Change %	Previous Week
Open	779.8	796.7	16.9	2.2%	769.1
High	797.5	796.7	-0.8	-0.1%	791.3
Low	779.7	795.6	15.9	2.0%	768.5
Close	793.5	792.7	-0.8	-0.1%	771.9
Range	17.8	1.1	-16.7	-93.8%	22.8
ATR	9.5	9.0	-0.4	-4.7%	0.0
Volume	74	72	-2	-2.7%	375

Daily Pivots for day following 02-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	798.3	796.5	793.3
R3	797.3	795.5	793.0
R2	796.0	796.0	793.0
R1	794.5	794.5	792.8	794.8
PP	795.0	795.0	795.0	795.3
S1	793.3	793.3	792.5	793.5
S2	794.0	794.0	792.5
S3	792.8	792.3	792.5
S4	791.8	791.0	792.0

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	797.5	764.8	32.7	4.1%	9.3	1.2%	85%	False	False	66
10	797.5	764.8	32.7	4.1%	9.5	1.2%	85%	False	False	58
20	802.5	764.8	37.7	4.8%	7.5	1.0%	74%	False	False	72

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

Fibonacci Retracements and Extensions
4.250	801.5
2.618	799.5
1.618	798.5
1.000	797.8
0.618	797.5
HIGH	796.8
0.618	796.3
0.500	796.3
0.382	796.0
LOW	795.5
0.618	795.0
1.000	794.5
1.618	793.8
2.618	792.8
4.250	791.0

Fisher Pivots for day following 02-Feb-2011
Pivot	1 day	3 day
R1	796.3	788.8
PP	795.0	785.0
S1	793.8	781.3

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