ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 11-May-2010

Day Change Summary
	Previous	Current
	10-May-2010	11-May-2010	Change	Change %	Previous Week
Open	660.0	678.5	18.5	2.8%	716.0
High	682.0	700.9	18.9	2.8%	727.3
Low	660.0	678.5	18.5	2.8%	632.3
Close	685.7	689.7	4.0	0.6%	649.4
Range	22.0	22.4	0.4	1.8%	95.0
ATR	17.9	18.2	0.3	1.8%	0.0
Volume	199	215	16	8.0%	1,170

Daily Pivots for day following 11-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	757.0	745.8	702.0
R3	734.5	723.3	695.8
R2	712.0	712.0	693.8
R1	701.0	701.0	691.8	706.5
PP	689.8	689.8	689.8	692.5
S1	678.5	678.5	687.8	684.0
S2	667.3	667.3	685.5
S3	645.0	656.0	683.5
S4	622.5	633.8	677.5

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	710.0	632.3	77.7	11.3%	30.5	4.4%	74%	False	False	207
10	737.0	632.3	104.7	15.2%	22.5	3.3%	55%	False	False	237
20	742.0	632.3	109.7	15.9%	17.0	2.5%	52%	False	False	202

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	796.0
2.618	759.5
1.618	737.3
1.000	723.3
0.618	714.8
HIGH	701.0
0.618	692.3
0.500	689.8
0.382	687.0
LOW	678.5
0.618	664.8
1.000	656.0
1.618	642.3
2.618	619.8
4.250	583.3

Fisher Pivots for day following 11-May-2010
Pivot	1 day	3 day
R1	689.8	684.0
PP	689.8	678.5
S1	689.8	672.8

Download as Excel Spreadsheet

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

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