ICE Russell 2000 Mini Future June 2011

Trading Metrics calculated at close of trading on 28-Feb-2011

Day Change Summary
	Previous	Current
	25-Feb-2011	28-Feb-2011	Change	Change %	Previous Week
Open	804.4	818.3	13.9	1.7%	832.7
High	819.9	826.3	6.4	0.8%	832.7
Low	804.1	814.4	10.3	1.3%	791.7
Close	819.2	820.3	1.1	0.1%	819.2
Range	15.8	11.9	-3.9	-24.7%	41.0
ATR	10.6	10.7	0.1	0.9%	0.0
Volume	227	487	260	114.5%	1,762

Daily Pivots for day following 28-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	856.0	850.0	826.8
R3	844.3	838.3	823.5
R2	832.3	832.3	822.5
R1	826.3	826.3	821.5	829.3
PP	820.3	820.3	820.3	821.8
S1	814.3	814.3	819.3	817.3
S2	808.5	808.5	818.0
S3	796.5	802.5	817.0
S4	784.8	790.5	813.8

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	937.5	919.3	841.8
R3	896.5	878.3	830.5
R2	855.5	855.5	826.8
R1	837.3	837.3	823.0	826.0
PP	814.5	814.5	814.5	808.8
S1	796.3	796.3	815.5	785.0
S2	773.5	773.5	811.8
S3	732.5	755.3	808.0
S4	691.5	714.3	796.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	826.5	791.7	34.8	4.2%	16.0	1.9%	82%	False	False	405
10	834.1	791.7	42.4	5.2%	10.0	1.2%	67%	False	False	235
20	834.1	779.7	54.4	6.6%	8.8	1.1%	75%	False	False	237
40	834.1	764.8	69.3	8.4%	7.8	1.0%	80%	False	False	151

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	1.1
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	877.0
2.618	857.5
1.618	845.5
1.000	838.3
0.618	833.8
HIGH	826.3
0.618	821.8
0.500	820.3
0.382	819.0
LOW	814.5
0.618	807.0
1.000	802.5
1.618	795.3
2.618	783.3
4.250	763.8

Fisher Pivots for day following 28-Feb-2011
Pivot	1 day	3 day
R1	820.3	816.5
PP	820.3	812.8
S1	820.3	809.3

Download as Excel Spreadsheet

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

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