ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 796.7 789.6 -7.1 -0.9% 769.1
High 796.7 795.3 -1.4 -0.2% 791.3
Low 795.6 786.4 -9.2 -1.2% 768.5
Close 792.7 793.6 0.9 0.1% 771.9
Range 1.1 8.9 7.8 709.1% 22.8
ATR 9.0 9.0 0.0 -0.1% 0.0
Volume 72 4 -68 -94.4% 375
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 818.5 815.0 798.5
R3 809.5 806.0 796.0
R2 800.8 800.8 795.3
R1 797.3 797.3 794.5 799.0
PP 791.8 791.8 791.8 792.8
S1 788.3 788.3 792.8 790.0
S2 782.8 782.8 792.0
S3 774.0 779.3 791.3
S4 765.0 770.5 788.8
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
5 797.5 764.8 32.7 4.1% 11.0 1.4% 88% False False 53
10 797.5 764.8 32.7 4.1% 9.5 1.2% 88% False False 56
20 802.5 764.8 37.7 4.8% 7.8 1.0% 76% False False 70
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 0.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 833.0
2.618 818.5
1.618 809.8
1.000 804.3
0.618 800.8
HIGH 795.3
0.618 792.0
0.500 790.8
0.382 789.8
LOW 786.5
0.618 781.0
1.000 777.5
1.618 772.0
2.618 763.0
4.250 748.5
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 792.8 792.0
PP 791.8 790.3
S1 790.8 788.5

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

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