ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 803.2 807.8 4.6 0.6% 764.8
High 805.1 807.8 2.7 0.3% 797.5
Low 803.2 802.5 -0.7 -0.1% 764.8
Close 809.2 806.9 -2.3 -0.3% 795.7
Range 1.9 5.3 3.4 178.9% 32.7
ATR 8.7 8.5 -0.1 -1.6% 0.0
Volume 565 121 -444 -78.6% 184
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 821.8 819.5 809.8
R3 816.3 814.3 808.3
R2 811.0 811.0 807.8
R1 809.0 809.0 807.5 807.3
PP 805.8 805.8 805.8 805.0
S1 803.8 803.8 806.5 802.0
S2 800.5 800.5 806.0
S3 795.3 798.3 805.5
S4 789.8 793.0 804.0
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
5 809.0 786.4 22.6 2.8% 6.0 0.7% 91% False False 198
10 809.0 764.8 44.2 5.5% 7.5 0.9% 95% False False 132
20 809.0 764.8 44.2 5.5% 7.3 0.9% 95% False False 112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 830.3
2.618 821.8
1.618 816.5
1.000 813.0
0.618 811.0
HIGH 807.8
0.618 805.8
0.500 805.3
0.382 804.5
LOW 802.5
0.618 799.3
1.000 797.3
1.618 794.0
2.618 788.5
4.250 780.0
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 806.3 806.5
PP 805.8 806.0
S1 805.3 805.5

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

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