ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 09-Feb-2011

Day Change Summary
	Previous	Current
	08-Feb-2011	09-Feb-2011	Change	Change %	Previous Week
Open	803.2	807.8	4.6	0.6%	764.8
High	805.1	807.8	2.7	0.3%	797.5
Low	803.2	802.5	-0.7	-0.1%	764.8
Close	809.2	806.9	-2.3	-0.3%	795.7
Range	1.9	5.3	3.4	178.9%	32.7
ATR	8.7	8.5	-0.1	-1.6%	0.0
Volume	565	121	-444	-78.6%	184

Daily Pivots for day following 09-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	821.8	819.5	809.8
R3	816.3	814.3	808.3
R2	811.0	811.0	807.8
R1	809.0	809.0	807.5	807.3
PP	805.8	805.8	805.8	805.0
S1	803.8	803.8	806.5	802.0
S2	800.5	800.5	806.0
S3	795.3	798.3	805.5
S4	789.8	793.0	804.0

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	809.0	786.4	22.6	2.8%	6.0	0.7%	91%	False	False	198
10	809.0	764.8	44.2	5.5%	7.5	0.9%	95%	False	False	132
20	809.0	764.8	44.2	5.5%	7.3	0.9%	95%	False	False	112

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	830.3
2.618	821.8
1.618	816.5
1.000	813.0
0.618	811.0
HIGH	807.8
0.618	805.8
0.500	805.3
0.382	804.5
LOW	802.5
0.618	799.3
1.000	797.3
1.618	794.0
2.618	788.5
4.250	780.0

Fisher Pivots for day following 09-Feb-2011
Pivot	1 day	3 day
R1	806.3	806.5
PP	805.8	806.0
S1	805.3	805.5

Download as Excel Spreadsheet

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

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