ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 775.2 788.5 13.3 1.7% 800.9
High 791.3 788.5 -2.8 -0.4% 800.9
Low 775.2 788.5 13.3 1.7% 769.0
Close 788.5 790.0 1.5 0.2% 769.3
Range 16.1 0.0 -16.1 -100.0% 31.9
ATR 7.7 7.2 -0.6 -7.1% 0.0
Volume 50 68 18 36.0% 692
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 789.0 789.5 790.0
R3 789.0 789.5 790.0
R2 789.0 789.0 790.0
R1 789.5 789.5 790.0 789.3
PP 789.0 789.0 789.0 789.0
S1 789.5 789.5 790.0 789.3
S2 789.0 789.0 790.0
S3 789.0 789.5 790.0
S4 789.0 789.5 790.0
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
5 791.3 768.5 22.8 2.9% 8.0 1.0% 94% False False 59
10 802.5 768.5 34.0 4.3% 6.8 0.9% 63% False False 97
20 802.5 768.5 34.0 4.3% 6.3 0.8% 63% False False 81
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 0.5
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 788.5
2.618 788.5
1.618 788.5
1.000 788.5
0.618 788.5
HIGH 788.5
0.618 788.5
0.500 788.5
0.382 788.5
LOW 788.5
0.618 788.5
1.000 788.5
1.618 788.5
2.618 788.5
4.250 788.5
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 789.5 786.8
PP 789.0 783.3
S1 788.5 780.0

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

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