ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 18-May-2010

Day Change Summary
	Previous	Current
	17-May-2010	18-May-2010	Change	Change %	Previous Week
Open	684.2	692.0	7.8	1.1%	660.0
High	700.5	700.9	0.4	0.1%	717.0
Low	674.1	679.2	5.1	0.8%	660.0
Close	692.8	680.7	-12.1	-1.7%	693.3
Range	26.4	21.7	-4.7	-17.8%	57.0
ATR	19.4	19.6	0.2	0.8%	0.0
Volume	305	493	188	61.6%	1,954

Daily Pivots for day following 18-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	752.0	738.0	692.8
R3	730.3	716.3	686.8
R2	708.8	708.8	684.8
R1	694.8	694.8	682.8	690.8
PP	687.0	687.0	687.0	685.0
S1	673.0	673.0	678.8	669.0
S2	665.3	665.3	676.8
S3	643.5	651.3	674.8
S4	621.8	629.5	668.8

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	6.3%	22.8	3.3%	15%	False	False	467
10	717.0	632.3	84.7	12.4%	26.8	3.9%	57%	False	False	337
20	742.0	632.3	109.7	16.1%	20.0	2.9%	44%	False	False	292
40	742.0	632.3	109.7	16.1%	13.5	2.0%	44%	False	False	226

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	2.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	793.0
2.618	757.8
1.618	736.0
1.000	722.5
0.618	714.3
HIGH	701.0
0.618	692.5
0.500	690.0
0.382	687.5
LOW	679.3
0.618	665.8
1.000	657.5
1.618	644.0
2.618	622.5
4.250	587.0

Fisher Pivots for day following 18-May-2010
Pivot	1 day	3 day
R1	690.0	691.0
PP	687.0	687.8
S1	683.8	684.3

Download as Excel Spreadsheet

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

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