ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 805.0 820.4 15.4 1.9% 809.0
High 817.2 822.8 5.6 0.7% 817.2
Low 805.0 820.2 15.2 1.9% 799.6
Close 818.1 821.2 3.1 0.4% 818.1
Range 12.2 2.6 -9.6 -78.7% 17.6
ATR 8.8 8.5 -0.3 -3.3% 0.0
Volume 64 26 -38 -59.4% 2,193
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 829.3 827.8 822.8
R3 826.5 825.3 822.0
R2 824.0 824.0 821.8
R1 822.5 822.5 821.5 823.3
PP 821.5 821.5 821.5 821.8
S1 820.0 820.0 821.0 820.8
S2 818.8 818.8 820.8
S3 816.3 817.5 820.5
S4 813.5 814.8 819.8
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
5 822.8 799.6 23.2 2.8% 6.3 0.8% 93% True False 387
10 822.8 779.7 43.1 5.2% 7.3 0.9% 96% True False 238
20 822.8 764.8 58.0 7.1% 8.0 1.0% 97% True False 158
Crabel Price Patterns
NR True
NR4 True
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 0.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 833.8
2.618 829.5
1.618 827.0
1.000 825.5
0.618 824.5
HIGH 822.8
0.618 821.8
0.500 821.5
0.382 821.3
LOW 820.3
0.618 818.5
1.000 817.5
1.618 816.0
2.618 813.5
4.250 809.3
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 821.5 817.8
PP 821.5 814.5
S1 821.3 811.3

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

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