ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 17-May-2010

Day Change Summary
	Previous	Current
	14-May-2010	17-May-2010	Change	Change %	Previous Week
Open	708.1	684.2	-23.9	-3.4%	660.0
High	708.1	700.5	-7.6	-1.1%	717.0
Low	684.0	674.1	-9.9	-1.4%	660.0
Close	693.3	692.8	-0.5	-0.1%	693.3
Range	24.1	26.4	2.3	9.5%	57.0
ATR	18.9	19.4	0.5	2.8%	0.0
Volume	671	305	-366	-54.5%	1,954

Daily Pivots for day following 17-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	768.3	757.0	707.3
R3	742.0	730.5	700.0
R2	715.5	715.5	697.8
R1	704.3	704.3	695.3	709.8
PP	689.3	689.3	689.3	692.0
S1	677.8	677.8	690.5	683.5
S2	662.8	662.8	688.0
S3	636.3	651.3	685.5
S4	610.0	625.0	678.3

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	674.1	42.9	6.2%	22.8	3.3%	44%	False	True	412
10	719.4	632.3	87.1	12.6%	26.0	3.8%	69%	False	False	291
20	742.0	632.3	109.7	15.8%	19.5	2.8%	55%	False	False	270

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	1.7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	812.8
2.618	769.5
1.618	743.3
1.000	727.0
0.618	716.8
HIGH	700.5
0.618	690.5
0.500	687.3
0.382	684.3
LOW	674.0
0.618	657.8
1.000	647.8
1.618	631.5
2.618	605.0
4.250	562.0

Fisher Pivots for day following 17-May-2010
Pivot	1 day	3 day
R1	691.0	695.5
PP	689.3	694.8
S1	687.3	693.8

Download as Excel Spreadsheet

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

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