ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 12-May-2010

Day Change Summary
	Previous	Current
	11-May-2010	12-May-2010	Change	Change %	Previous Week
Open	678.5	685.0	6.5	1.0%	716.0
High	700.9	712.5	11.6	1.7%	727.3
Low	678.5	685.0	6.5	1.0%	632.3
Close	689.7	711.2	21.5	3.1%	649.4
Range	22.4	27.5	5.1	22.8%	95.0
ATR	18.2	18.9	0.7	3.7%	0.0
Volume	215	336	121	56.3%	1,170

Daily Pivots for day following 12-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	785.5	775.8	726.3
R3	758.0	748.3	718.8
R2	730.5	730.5	716.3
R1	720.8	720.8	713.8	725.5
PP	703.0	703.0	703.0	705.3
S1	693.3	693.3	708.8	698.0
S2	675.5	675.5	706.3
S3	648.0	665.8	703.8
S4	620.5	638.3	696.0

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	712.5	632.3	80.2	11.3%	32.8	4.6%	98%	True	False	229
10	737.0	632.3	104.7	14.7%	24.8	3.5%	75%	False	False	249
20	742.0	632.3	109.7	15.4%	18.0	2.5%	72%	False	False	213

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	829.5
2.618	784.5
1.618	757.0
1.000	740.0
0.618	729.5
HIGH	712.5
0.618	702.0
0.500	698.8
0.382	695.5
LOW	685.0
0.618	668.0
1.000	657.5
1.618	640.5
2.618	613.0
4.250	568.0

Fisher Pivots for day following 12-May-2010
Pivot	1 day	3 day
R1	707.0	703.0
PP	703.0	694.5
S1	698.8	686.3

Download as Excel Spreadsheet

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

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