ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 08-Feb-2011

Day Change Summary
	Previous	Current
	07-Feb-2011	08-Feb-2011	Change	Change %	Previous Week
Open	809.0	803.2	-5.8	-0.7%	764.8
High	809.0	805.1	-3.9	-0.5%	797.5
Low	802.2	803.2	1.0	0.1%	764.8
Close	803.4	809.2	5.8	0.7%	795.7
Range	6.8	1.9	-4.9	-72.1%	32.7
ATR	9.2	8.7	-0.5	-5.7%	0.0
Volume	283	565	282	99.6%	184

Daily Pivots for day following 08-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	811.5	812.3	810.3
R3	809.8	810.3	809.8
R2	807.8	807.8	809.5
R1	808.5	808.5	809.3	808.0
PP	805.8	805.8	805.8	805.8
S1	806.5	806.5	809.0	806.3
S2	804.0	804.0	808.8
S3	802.0	804.8	808.8
S4	800.3	802.8	808.3

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	809.0	786.4	22.6	2.8%	5.0	0.6%	101%	False	False	188
10	809.0	764.8	44.2	5.5%	8.8	1.1%	100%	False	False	125
20	809.0	764.8	44.2	5.5%	7.3	0.9%	100%	False	False	106

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	0.6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	813.3
2.618	810.0
1.618	808.3
1.000	807.0
0.618	806.3
HIGH	805.0
0.618	804.3
0.500	804.3
0.382	804.0
LOW	803.3
0.618	802.0
1.000	801.3
1.618	800.3
2.618	798.3
4.250	795.0

Fisher Pivots for day following 08-Feb-2011
Pivot	1 day	3 day
R1	807.5	806.0
PP	805.8	802.8
S1	804.3	799.5

Download as Excel Spreadsheet

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

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