ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 789.6 793.7 4.1 0.5% 764.8
High 795.3 796.5 1.2 0.2% 797.5
Low 786.4 790.0 3.6 0.5% 764.8
Close 793.6 795.7 2.1 0.3% 795.7
Range 8.9 6.5 -2.4 -27.0% 32.7
ATR 9.0 8.9 -0.2 -2.0% 0.0
Volume 4 19 15 375.0% 184
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 813.5 811.3 799.3
R3 807.0 804.8 797.5
R2 800.5 800.5 797.0
R1 798.3 798.3 796.3 799.3
PP 794.0 794.0 794.0 794.8
S1 791.8 791.8 795.0 792.8
S2 787.5 787.5 794.5
S3 781.0 785.3 794.0
S4 774.5 778.8 792.0
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 884.0 872.5 813.8
R3 851.5 840.0 804.8
R2 818.8 818.8 801.8
R1 807.3 807.3 798.8 813.0
PP 786.0 786.0 786.0 789.0
S1 774.5 774.5 792.8 780.3
S2 753.3 753.3 789.8
S3 720.5 741.8 786.8
S4 688.0 709.0 777.8
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% 10.3 1.3% 94% False False 36
10 797.5 764.8 32.7 4.1% 9.3 1.2% 94% False False 55
20 802.5 764.8 37.7 4.7% 7.5 0.9% 82% False False 71
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 824.0
2.618 813.5
1.618 807.0
1.000 803.0
0.618 800.5
HIGH 796.5
0.618 794.0
0.500 793.3
0.382 792.5
LOW 790.0
0.618 786.0
1.000 783.5
1.618 779.5
2.618 773.0
4.250 762.5
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 795.0 794.3
PP 794.0 793.0
S1 793.3 791.5

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

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