ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 820.8 819.2 -1.6 -0.2% 809.0
High 820.8 825.0 4.2 0.5% 817.2
Low 816.6 818.8 2.2 0.3% 799.6
Close 817.3 823.8 6.5 0.8% 818.1
Range 4.2 6.2 2.0 47.6% 17.6
ATR 8.2 8.2 0.0 -0.5% 0.0
Volume 29 7 -22 -75.9% 2,193
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 841.3 838.8 827.3
R3 835.0 832.5 825.5
R2 828.8 828.8 825.0
R1 826.3 826.3 824.3 827.5
PP 822.5 822.5 822.5 823.3
S1 820.0 820.0 823.3 821.3
S2 816.3 816.3 822.8
S3 810.3 813.8 822.0
S4 804.0 807.8 820.5
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
5 825.0 799.6 25.4 3.1% 6.8 0.8% 95% True False 257
10 825.0 786.4 38.6 4.7% 6.3 0.8% 97% True False 227
20 825.0 764.8 60.2 7.3% 8.0 1.0% 98% True False 143
40 825.0 764.8 60.2 7.3% 6.0 0.7% 98% True False 109
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 3 trading days
Fibonacci Retracements and Extensions
4.250 851.3
2.618 841.3
1.618 835.0
1.000 831.3
0.618 828.8
HIGH 825.0
0.618 822.8
0.500 822.0
0.382 821.3
LOW 818.8
0.618 815.0
1.000 812.5
1.618 808.8
2.618 802.5
4.250 792.5
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 823.3 822.8
PP 822.5 821.8
S1 822.0 820.8

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

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