ICE Russell 2000 Mini Future June 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 819.2 830.2 11.0 1.3% 809.0
High 825.0 830.2 5.2 0.6% 817.2
Low 818.8 830.0 11.2 1.4% 799.6
Close 823.8 829.8 6.0 0.7% 818.1
Range 6.2 0.2 -6.0 -96.8% 17.6
ATR 8.2 8.1 -0.1 -1.6% 0.0
Volume 7 68 61 871.4% 2,193
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 830.5 830.5 830.0
R3 830.5 830.3 829.8
R2 830.3 830.3 829.8
R1 830.0 830.0 829.8 830.0
PP 830.0 830.0 830.0 830.0
S1 829.8 829.8 829.8 829.8
S2 829.8 829.8 829.8
S3 829.5 829.5 829.8
S4 829.5 829.5 829.8
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
5 830.2 805.0 25.2 3.0% 5.0 0.6% 98% True False 38
10 830.2 790.0 40.2 4.8% 5.5 0.7% 99% True False 234
20 830.2 764.8 65.4 7.9% 7.5 0.9% 99% True False 145
40 830.2 764.8 65.4 7.9% 6.0 0.7% 99% True False 110
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.6
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 831.0
2.618 830.8
1.618 830.5
1.000 830.5
0.618 830.3
HIGH 830.3
0.618 830.0
0.500 830.0
0.382 830.0
LOW 830.0
0.618 830.0
1.000 829.8
1.618 829.8
2.618 829.5
4.250 829.3
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 830.0 827.8
PP 830.0 825.5
S1 830.0 823.5

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

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