ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 17-Jan-2011
Day Change Summary
Previous Current
14-Jan-2011 17-Jan-2011 Change Change % Previous Week
Open 794.6 800.9 6.3 0.8% 786.8
High 802.5 800.9 -1.6 -0.2% 802.5
Low 794.6 798.8 4.2 0.5% 785.8
Close 803.3 803.3 0.0 0.0% 803.3
Range 7.9 2.1 -5.8 -73.4% 16.7
ATR 5.8 5.7 -0.1 -1.6% 0.0
Volume 4 308 304 7,600.0% 176
Daily Pivots for day following 17-Jan-2011
Classic Woodie Camarilla DeMark
R4 807.3 807.5 804.5
R3 805.3 805.3 804.0
R2 803.0 803.0 803.8
R1 803.3 803.3 803.5 803.3
PP 801.0 801.0 801.0 801.0
S1 801.0 801.0 803.0 801.0
S2 799.0 799.0 803.0
S3 796.8 799.0 802.8
S4 794.8 797.0 802.3
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 847.3 842.0 812.5
R3 830.5 825.3 808.0
R2 814.0 814.0 806.3
R1 808.5 808.5 804.8 811.3
PP 797.3 797.3 797.3 798.5
S1 792.0 792.0 801.8 794.5
S2 780.5 780.5 800.3
S3 763.8 775.3 798.8
S4 747.0 758.5 794.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 802.5 787.7 14.8 1.8% 4.8 0.6% 105% False False 70
10 802.5 773.3 29.2 3.6% 5.5 0.7% 103% False False 55
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 809.8
2.618 806.5
1.618 804.3
1.000 803.0
0.618 802.3
HIGH 801.0
0.618 800.0
0.500 799.8
0.382 799.5
LOW 798.8
0.618 797.5
1.000 796.8
1.618 795.5
2.618 793.3
4.250 790.0
Fisher Pivots for day following 17-Jan-2011
Pivot 1 day 3 day
R1 802.3 801.8
PP 801.0 800.3
S1 799.8 798.5

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

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