ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 14-May-2010

Day Change Summary
	Previous	Current
	13-May-2010	14-May-2010	Change	Change %	Previous Week
Open	710.0	708.1	-1.9	-0.3%	660.0
High	717.0	708.1	-8.9	-1.2%	717.0
Low	703.1	684.0	-19.1	-2.7%	660.0
Close	707.6	693.3	-14.3	-2.0%	693.3
Range	13.9	24.1	10.2	73.4%	57.0
ATR	18.5	18.9	0.4	2.2%	0.0
Volume	533	671	138	25.9%	1,954

Daily Pivots for day following 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	767.5	754.5	706.5
R3	743.3	730.3	700.0
R2	719.3	719.3	697.8
R1	706.3	706.3	695.5	700.8
PP	695.3	695.3	695.3	692.3
S1	682.3	682.3	691.0	676.5
S2	671.0	671.0	689.0
S3	647.0	658.0	686.8
S4	622.8	634.0	680.0

Weekly Pivots for week ending 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	861.0	834.3	724.8
R3	804.0	777.3	709.0
R2	747.0	747.0	703.8
R1	720.3	720.3	698.5	733.8
PP	690.0	690.0	690.0	696.8
S1	663.3	663.3	688.0	676.8
S2	633.0	633.0	682.8
S3	576.0	606.3	677.5
S4	519.0	549.3	662.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	717.0	660.0	57.0	8.2%	22.0	3.2%	58%	False	False	390
10	727.3	632.3	95.0	13.7%	24.5	3.5%	64%	False	False	312
20	742.0	632.3	109.7	15.8%	18.8	2.7%	56%	False	False	261

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	810.5
2.618	771.3
1.618	747.0
1.000	732.3
0.618	723.0
HIGH	708.0
0.618	699.0
0.500	696.0
0.382	693.3
LOW	684.0
0.618	669.0
1.000	660.0
1.618	645.0
2.618	621.0
4.250	581.5

Fisher Pivots for day following 14-May-2010
Pivot	1 day	3 day
R1	696.0	700.5
PP	695.3	698.0
S1	694.3	695.8

Download as Excel Spreadsheet

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

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