ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 18-Jan-2011
Day Change Summary
Previous Current
17-Jan-2011 18-Jan-2011 Change Change % Previous Week
Open 800.9 798.0 -2.9 -0.4% 786.8
High 800.9 798.0 -2.9 -0.4% 802.5
Low 798.8 798.0 -0.8 -0.1% 785.8
Close 803.3 805.6 2.3 0.3% 803.3
Range 2.1 0.0 -2.1 -100.0% 16.7
ATR 5.7 5.6 0.0 -0.5% 0.0
Volume 308 6 -302 -98.1% 176
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 800.5 803.0 805.5
R3 800.5 803.0 805.5
R2 800.5 800.5 805.5
R1 803.0 803.0 805.5 801.8
PP 800.5 800.5 800.5 800.0
S1 803.0 803.0 805.5 801.8
S2 800.5 800.5 805.5
S3 800.5 803.0 805.5
S4 800.5 803.0 805.5
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
5 802.5 790.6 11.9 1.5% 3.8 0.5% 126% False False 70
10 802.5 773.3 29.2 3.6% 5.0 0.6% 111% False False 53
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.3
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 798.0
2.618 798.0
1.618 798.0
1.000 798.0
0.618 798.0
HIGH 798.0
0.618 798.0
0.500 798.0
0.382 798.0
LOW 798.0
0.618 798.0
1.000 798.0
1.618 798.0
2.618 798.0
4.250 798.0
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 803.0 803.3
PP 800.5 801.0
S1 798.0 798.5

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

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