ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 04-Feb-2011

Day Change Summary
	Previous	Current
	03-Feb-2011	04-Feb-2011	Change	Change %	Previous Week
Open	789.6	793.7	4.1	0.5%	764.8
High	795.3	796.5	1.2	0.2%	797.5
Low	786.4	790.0	3.6	0.5%	764.8
Close	793.6	795.7	2.1	0.3%	795.7
Range	8.9	6.5	-2.4	-27.0%	32.7
ATR	9.0	8.9	-0.2	-2.0%	0.0
Volume	4	19	15	375.0%	184

Daily Pivots for day following 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	813.5	811.3	799.3
R3	807.0	804.8	797.5
R2	800.5	800.5	797.0
R1	798.3	798.3	796.3	799.3
PP	794.0	794.0	794.0	794.8
S1	791.8	791.8	795.0	792.8
S2	787.5	787.5	794.5
S3	781.0	785.3	794.0
S4	774.5	778.8	792.0

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	884.0	872.5	813.8
R3	851.5	840.0	804.8
R2	818.8	818.8	801.8
R1	807.3	807.3	798.8	813.0
PP	786.0	786.0	786.0	789.0
S1	774.5	774.5	792.8	780.3
S2	753.3	753.3	789.8
S3	720.5	741.8	786.8
S4	688.0	709.0	777.8

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%	10.3	1.3%	94%	False	False	36
10	797.5	764.8	32.7	4.1%	9.3	1.2%	94%	False	False	55
20	802.5	764.8	37.7	4.7%	7.5	0.9%	82%	False	False	71

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

Fibonacci Retracements and Extensions
4.250	824.0
2.618	813.5
1.618	807.0
1.000	803.0
0.618	800.5
HIGH	796.5
0.618	794.0
0.500	793.3
0.382	792.5
LOW	790.0
0.618	786.0
1.000	783.5
1.618	779.5
2.618	773.0
4.250	762.5

Fisher Pivots for day following 04-Feb-2011
Pivot	1 day	3 day
R1	795.0	794.3
PP	794.0	793.0
S1	793.3	791.5

Download as Excel Spreadsheet

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

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