ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 809.0 803.2 -5.8 -0.7% 764.8
High 809.0 805.1 -3.9 -0.5% 797.5
Low 802.2 803.2 1.0 0.1% 764.8
Close 803.4 809.2 5.8 0.7% 795.7
Range 6.8 1.9 -4.9 -72.1% 32.7
ATR 9.2 8.7 -0.5 -5.7% 0.0
Volume 283 565 282 99.6% 184
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 811.5 812.3 810.3
R3 809.8 810.3 809.8
R2 807.8 807.8 809.5
R1 808.5 808.5 809.3 808.0
PP 805.8 805.8 805.8 805.8
S1 806.5 806.5 809.0 806.3
S2 804.0 804.0 808.8
S3 802.0 804.8 808.8
S4 800.3 802.8 808.3
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
5 809.0 786.4 22.6 2.8% 5.0 0.6% 101% False False 188
10 809.0 764.8 44.2 5.5% 8.8 1.1% 100% False False 125
20 809.0 764.8 44.2 5.5% 7.3 0.9% 100% False False 106
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 813.3
2.618 810.0
1.618 808.3
1.000 807.0
0.618 806.3
HIGH 805.0
0.618 804.3
0.500 804.3
0.382 804.0
LOW 803.3
0.618 802.0
1.000 801.3
1.618 800.3
2.618 798.3
4.250 795.0
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 807.5 806.0
PP 805.8 802.8
S1 804.3 799.5

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

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