ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 807.8 806.1 -1.7 -0.2% 764.8
High 807.8 808.6 0.8 0.1% 797.5
Low 802.5 799.6 -2.9 -0.4% 764.8
Close 806.9 809.0 2.1 0.3% 795.7
Range 5.3 9.0 3.7 69.8% 32.7
ATR 8.5 8.5 0.0 0.4% 0.0
Volume 121 1,160 1,039 858.7% 184
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 832.8 829.8 814.0
R3 823.8 820.8 811.5
R2 814.8 814.8 810.8
R1 811.8 811.8 809.8 813.3
PP 805.8 805.8 805.8 806.5
S1 802.8 802.8 808.3 804.3
S2 796.8 796.8 807.3
S3 787.8 793.8 806.5
S4 778.8 784.8 804.0
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
5 809.0 790.0 19.0 2.3% 6.0 0.7% 100% False False 429
10 809.0 764.8 44.2 5.5% 8.5 1.1% 100% False False 241
20 809.0 764.8 44.2 5.5% 7.8 0.9% 100% False False 169
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 0.9
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 846.8
2.618 832.3
1.618 823.3
1.000 817.5
0.618 814.3
HIGH 808.5
0.618 805.3
0.500 804.0
0.382 803.0
LOW 799.5
0.618 794.0
1.000 790.5
1.618 785.0
2.618 776.0
4.250 761.3
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 807.3 807.3
PP 805.8 805.8
S1 804.0 804.0

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

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