ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 781.0 764.8 -16.2 -2.1% 769.1
High 781.0 782.0 1.0 0.1% 791.3
Low 770.5 764.8 -5.7 -0.7% 768.5
Close 771.9 777.6 5.7 0.7% 771.9
Range 10.5 17.2 6.7 63.8% 22.8
ATR 8.0 8.7 0.7 8.1% 0.0
Volume 101 15 -86 -85.1% 375
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 826.5 819.3 787.0
R3 809.3 802.0 782.3
R2 792.0 792.0 780.8
R1 784.8 784.8 779.3 788.5
PP 774.8 774.8 774.8 776.5
S1 767.5 767.5 776.0 771.3
S2 757.5 757.5 774.5
S3 740.5 750.5 772.8
S4 723.3 733.3 768.3
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
5 791.3 764.8 26.5 3.4% 10.0 1.3% 48% False True 56
10 798.0 764.8 33.2 4.3% 8.5 1.1% 39% False True 77
20 802.5 764.8 37.7 4.8% 7.0 0.9% 34% False True 66
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.5
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 855.0
2.618 827.0
1.618 809.8
1.000 799.3
0.618 792.8
HIGH 782.0
0.618 775.5
0.500 773.5
0.382 771.3
LOW 764.8
0.618 754.3
1.000 747.5
1.618 737.0
2.618 719.8
4.250 691.8
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 776.3 777.3
PP 774.8 777.0
S1 773.5 776.8

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

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