ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 26-Jan-2011
Day Change Summary
Previous Current
25-Jan-2011 26-Jan-2011 Change Change % Previous Week
Open 770.5 775.2 4.7 0.6% 800.9
High 775.1 791.3 16.2 2.1% 800.9
Low 768.5 775.2 6.7 0.9% 769.0
Close 775.6 788.5 12.9 1.7% 769.3
Range 6.6 16.1 9.5 143.9% 31.9
ATR 7.1 7.7 0.6 9.1% 0.0
Volume 50 50 0 0.0% 692
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 833.3 827.0 797.3
R3 817.3 811.0 793.0
R2 801.0 801.0 791.5
R1 794.8 794.8 790.0 798.0
PP 785.0 785.0 785.0 786.5
S1 778.8 778.8 787.0 781.8
S2 769.0 769.0 785.5
S3 752.8 762.5 784.0
S4 736.8 746.5 779.8
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
5 791.3 768.5 22.8 2.9% 9.8 1.2% 88% True False 50
10 802.5 768.5 34.0 4.3% 6.8 0.9% 59% False False 91
20 802.5 768.5 34.0 4.3% 6.5 0.8% 59% False False 86
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.5
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 859.8
2.618 833.5
1.618 817.3
1.000 807.5
0.618 801.3
HIGH 791.3
0.618 785.3
0.500 783.3
0.382 781.3
LOW 775.3
0.618 765.3
1.000 759.0
1.618 749.3
2.618 733.0
4.250 706.8
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 786.8 785.8
PP 785.0 782.8
S1 783.3 780.0

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

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