ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 788.0 785.4 -2.6 -0.3% 783.1
High 789.2 786.4 -2.8 -0.4% 796.9
Low 783.9 773.3 -10.6 -1.4% 773.3
Close 788.4 782.1 -6.3 -0.8% 782.1
Range 5.3 13.1 7.8 147.2% 23.6
ATR
Volume 33 9 -24 -72.7% 280
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 820.0 814.0 789.3
R3 806.8 801.0 785.8
R2 793.8 793.8 784.5
R1 788.0 788.0 783.3 784.3
PP 780.5 780.5 780.5 778.8
S1 774.8 774.8 781.0 771.3
S2 767.5 767.5 779.8
S3 754.5 761.8 778.5
S4 741.3 748.5 775.0
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 855.0 842.0 795.0
R3 831.3 818.5 788.5
R2 807.8 807.8 786.5
R1 795.0 795.0 784.3 789.5
PP 784.0 784.0 784.0 781.5
S1 771.3 771.3 780.0 766.0
S2 760.5 760.5 777.8
S3 737.0 747.8 775.5
S4 713.3 724.0 769.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 796.9 773.3 23.6 3.0% 8.3 1.1% 37% False True 56
10 796.9 773.3 23.6 3.0% 4.5 0.6% 37% False True 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 842.0
2.618 820.8
1.618 807.5
1.000 799.5
0.618 794.5
HIGH 786.5
0.618 781.5
0.500 779.8
0.382 778.3
LOW 773.3
0.618 765.3
1.000 760.3
1.618 752.0
2.618 739.0
4.250 717.5
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 781.3 781.8
PP 780.5 781.5
S1 779.8 781.3

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

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