ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 790.7 797.3 6.6 0.8% 783.1
High 798.3 797.9 -0.4 -0.1% 796.9
Low 790.6 797.3 6.7 0.8% 773.3
Close 797.8 797.4 -0.4 -0.1% 782.1
Range 7.7 0.6 -7.1 -92.2% 23.6
ATR 6.0 5.6 -0.4 -6.4% 0.0
Volume 20 16 -4 -20.0% 280
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 799.3 799.0 797.8
R3 798.8 798.3 797.5
R2 798.3 798.3 797.5
R1 797.8 797.8 797.5 798.0
PP 797.5 797.5 797.5 797.5
S1 797.3 797.3 797.3 797.3
S2 797.0 797.0 797.3
S3 796.3 796.5 797.3
S4 795.8 796.0 797.0
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
5 798.3 773.3 25.0 3.1% 6.3 0.8% 96% False False 36
10 798.3 773.3 25.0 3.1% 6.0 0.7% 96% False False 66
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.3
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 800.5
2.618 799.5
1.618 798.8
1.000 798.5
0.618 798.3
HIGH 798.0
0.618 797.8
0.500 797.5
0.382 797.5
LOW 797.3
0.618 797.0
1.000 796.8
1.618 796.3
2.618 795.8
4.250 794.8
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 797.5 796.0
PP 797.5 794.5
S1 797.5 793.0

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

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