ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 769.1 770.5 1.4 0.2% 800.9
High 777.0 775.1 -1.9 -0.2% 800.9
Low 769.1 768.5 -0.6 -0.1% 769.0
Close 774.6 775.6 1.0 0.1% 769.3
Range 7.9 6.6 -1.3 -16.5% 31.9
ATR 7.1 7.1 0.0 -0.5% 0.0
Volume 106 50 -56 -52.8% 692
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 792.8 790.8 779.3
R3 786.3 784.3 777.5
R2 779.8 779.8 776.8
R1 777.8 777.8 776.3 778.8
PP 773.0 773.0 773.0 773.5
S1 771.0 771.0 775.0 772.0
S2 766.5 766.5 774.5
S3 759.8 764.5 773.8
S4 753.3 757.8 772.0
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 875.5 854.3 786.8
R3 843.5 822.3 778.0
R2 811.8 811.8 775.3
R1 790.5 790.5 772.3 785.0
PP 779.8 779.8 779.8 777.0
S1 758.5 758.5 766.5 753.3
S2 747.8 747.8 763.5
S3 716.0 726.8 760.5
S4 684.0 694.8 751.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 794.4 768.5 25.9 3.3% 8.5 1.1% 27% False True 106
10 802.5 768.5 34.0 4.4% 6.0 0.8% 21% False True 88
20 802.5 768.5 34.0 4.4% 5.5 0.7% 21% False True 84
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 0.5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 803.3
2.618 792.5
1.618 785.8
1.000 781.8
0.618 779.3
HIGH 775.0
0.618 772.5
0.500 771.8
0.382 771.0
LOW 768.5
0.618 764.5
1.000 762.0
1.618 757.8
2.618 751.3
4.250 740.5
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 774.3 774.8
PP 773.0 774.0
S1 771.8 773.3

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

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