ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 15-Feb-2011

Day Change Summary
	Previous	Current
	14-Feb-2011	15-Feb-2011	Change	Change %	Previous Week
Open	820.4	820.8	0.4	0.0%	809.0
High	822.8	820.8	-2.0	-0.2%	817.2
Low	820.2	816.6	-3.6	-0.4%	799.6
Close	821.2	817.3	-3.9	-0.5%	818.1
Range	2.6	4.2	1.6	61.5%	17.6
ATR	8.5	8.2	-0.3	-3.3%	0.0
Volume	26	29	3	11.5%	2,193

Daily Pivots for day following 15-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	830.8	828.3	819.5
R3	826.8	824.0	818.5
R2	822.5	822.5	818.0
R1	819.8	819.8	817.8	819.0
PP	818.3	818.3	818.3	817.8
S1	815.8	815.8	817.0	814.8
S2	814.0	814.0	816.5
S3	809.8	811.5	816.3
S4	805.8	807.3	815.0

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	864.5	858.8	827.8
R3	846.8	841.3	823.0
R2	829.3	829.3	821.3
R1	823.8	823.8	819.8	826.5
PP	811.8	811.8	811.8	813.0
S1	806.0	806.0	816.5	808.8
S2	794.0	794.0	814.8
S3	776.5	788.5	813.3
S4	758.8	770.8	808.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	822.8	799.6	23.2	2.8%	6.8	0.8%	76%	False	False	280
10	822.8	786.4	36.4	4.5%	5.8	0.7%	85%	False	False	234
20	822.8	764.8	58.0	7.1%	8.0	1.0%	91%	False	False	159

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	0.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	838.8
2.618	831.8
1.618	827.5
1.000	825.0
0.618	823.5
HIGH	820.8
0.618	819.3
0.500	818.8
0.382	818.3
LOW	816.5
0.618	814.0
1.000	812.5
1.618	809.8
2.618	805.5
4.250	798.8

Fisher Pivots for day following 15-Feb-2011
Pivot	1 day	3 day
R1	818.8	816.3
PP	818.3	815.0
S1	817.8	814.0

Download as Excel Spreadsheet

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

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