ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 806.1 805.0 -1.1 -0.1% 809.0
High 808.6 817.2 8.6 1.1% 817.2
Low 799.6 805.0 5.4 0.7% 799.6
Close 809.0 818.1 9.1 1.1% 818.1
Range 9.0 12.2 3.2 35.6% 17.6
ATR 8.5 8.8 0.3 3.1% 0.0
Volume 1,160 64 -1,096 -94.5% 2,193
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 850.0 846.3 824.8
R3 837.8 834.0 821.5
R2 825.8 825.8 820.3
R1 821.8 821.8 819.3 823.8
PP 813.5 813.5 813.5 814.5
S1 809.8 809.8 817.0 811.5
S2 801.3 801.3 815.8
S3 789.0 797.5 814.8
S4 776.8 785.3 811.5
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 864.5 858.8 827.8
R3 846.8 841.3 823.0
R2 829.3 829.3 821.3
R1 823.8 823.8 819.8 826.5
PP 811.8 811.8 811.8 813.0
S1 806.0 806.0 816.5 808.8
S2 794.0 794.0 814.8
S3 776.5 788.5 813.3
S4 758.8 770.8 808.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 817.2 799.6 17.6 2.2% 7.0 0.9% 105% True False 438
10 817.2 764.8 52.4 6.4% 8.8 1.1% 102% True False 237
20 817.2 764.8 52.4 6.4% 7.8 1.0% 102% True False 172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.9
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 869.0
2.618 849.3
1.618 837.0
1.000 829.5
0.618 824.8
HIGH 817.3
0.618 812.5
0.500 811.0
0.382 809.8
LOW 805.0
0.618 797.5
1.000 792.8
1.618 785.3
2.618 773.0
4.250 753.3
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 815.8 814.8
PP 813.5 811.8
S1 811.0 808.5

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

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