ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 07-May-2010

Day Change Summary
	Previous	Current
	06-May-2010	07-May-2010	Change	Change %	Previous Week
Open	699.0	670.0	-29.0	-4.1%	716.0
High	699.0	670.2	-28.8	-4.1%	727.3
Low	632.3	644.7	12.4	2.0%	632.3
Close	665.9	649.4	-16.5	-2.5%	649.4
Range	66.7	25.5	-41.2	-61.8%	95.0
ATR	16.1	16.7	0.7	4.2%	0.0
Volume	167	232	65	38.9%	1,170

Daily Pivots for day following 07-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	731.3	715.8	663.5
R3	705.8	690.3	656.5
R2	680.3	680.3	654.0
R1	664.8	664.8	651.8	659.8
PP	654.8	654.8	654.8	652.3
S1	639.3	639.3	647.0	634.3
S2	629.3	629.3	644.8
S3	603.8	613.8	642.5
S4	578.3	588.3	635.5

Weekly Pivots for week ending 07-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	954.8	897.0	701.8
R3	859.8	802.0	675.5
R2	764.8	764.8	666.8
R1	707.0	707.0	658.0	688.3
PP	669.8	669.8	669.8	660.3
S1	612.0	612.0	640.8	593.3
S2	574.8	574.8	632.0
S3	479.8	517.0	623.3
S4	384.8	422.0	597.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	727.3	632.3	95.0	14.6%	27.0	4.2%	18%	False	False	234
10	742.0	632.3	109.7	16.9%	20.8	3.2%	16%	False	False	223
20	742.0	632.3	109.7	16.9%	15.5	2.4%	16%	False	False	205

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	778.5
2.618	737.0
1.618	711.5
1.000	695.8
0.618	686.0
HIGH	670.3
0.618	660.5
0.500	657.5
0.382	654.5
LOW	644.8
0.618	629.0
1.000	619.3
1.618	603.5
2.618	578.0
4.250	536.3

Fisher Pivots for day following 07-May-2010
Pivot	1 day	3 day
R1	657.5	671.3
PP	654.8	664.0
S1	652.0	656.8

Download as Excel Spreadsheet

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

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