ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 788.5 781.0 -7.5 -1.0% 769.1
High 788.5 781.0 -7.5 -1.0% 791.3
Low 788.5 770.5 -18.0 -2.3% 768.5
Close 790.0 771.9 -18.1 -2.3% 771.9
Range 0.0 10.5 10.5 22.8
ATR 7.2 8.0 0.9 12.3% 0.0
Volume 68 101 33 48.5% 375
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 806.0 799.5 777.8
R3 795.5 789.0 774.8
R2 785.0 785.0 773.8
R1 778.5 778.5 772.8 776.5
PP 774.5 774.5 774.5 773.5
S1 768.0 768.0 771.0 766.0
S2 764.0 764.0 770.0
S3 753.5 757.5 769.0
S4 743.0 747.0 766.0
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 845.8 831.5 784.5
R3 822.8 808.8 778.3
R2 800.0 800.0 776.0
R1 786.0 786.0 774.0 793.0
PP 777.3 777.3 777.3 780.8
S1 763.3 763.3 769.8 770.3
S2 754.5 754.5 767.8
S3 731.8 740.3 765.8
S4 708.8 717.5 759.3
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 3.0% 8.3 1.1% 15% False False 75
10 800.9 768.5 32.4 4.2% 7.0 0.9% 10% False False 106
20 802.5 768.5 34.0 4.4% 7.0 0.9% 10% False False 76
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 825.5
2.618 808.5
1.618 798.0
1.000 791.5
0.618 787.5
HIGH 781.0
0.618 777.0
0.500 775.8
0.382 774.5
LOW 770.5
0.618 764.0
1.000 760.0
1.618 753.5
2.618 743.0
4.250 726.0
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 775.8 781.0
PP 774.5 778.0
S1 773.3 775.0

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

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