ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 03-Feb-2011

Day Change Summary
	Previous	Current
	02-Feb-2011	03-Feb-2011	Change	Change %	Previous Week
Open	796.7	789.6	-7.1	-0.9%	769.1
High	796.7	795.3	-1.4	-0.2%	791.3
Low	795.6	786.4	-9.2	-1.2%	768.5
Close	792.7	793.6	0.9	0.1%	771.9
Range	1.1	8.9	7.8	709.1%	22.8
ATR	9.0	9.0	0.0	-0.1%	0.0
Volume	72	4	-68	-94.4%	375

Daily Pivots for day following 03-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	818.5	815.0	798.5
R3	809.5	806.0	796.0
R2	800.8	800.8	795.3
R1	797.3	797.3	794.5	799.0
PP	791.8	791.8	791.8	792.8
S1	788.3	788.3	792.8	790.0
S2	782.8	782.8	792.0
S3	774.0	779.3	791.3
S4	765.0	770.5	788.8

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%	11.0	1.4%	88%	False	False	53
10	797.5	764.8	32.7	4.1%	9.5	1.2%	88%	False	False	56
20	802.5	764.8	37.7	4.8%	7.8	1.0%	76%	False	False	70

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	0.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	833.0
2.618	818.5
1.618	809.8
1.000	804.3
0.618	800.8
HIGH	795.3
0.618	792.0
0.500	790.8
0.382	789.8
LOW	786.5
0.618	781.0
1.000	777.5
1.618	772.0
2.618	763.0
4.250	748.5

Fisher Pivots for day following 03-Feb-2011
Pivot	1 day	3 day
R1	792.8	792.0
PP	791.8	790.3
S1	790.8	788.5

Download as Excel Spreadsheet

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

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