ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 21-May-2010

Day Change Summary
	Previous	Current
	20-May-2010	21-May-2010	Change	Change %	Previous Week
Open	672.7	636.2	-36.5	-5.4%	684.2
High	672.7	652.0	-20.7	-3.1%	700.9
Low	633.7	624.5	-9.2	-1.5%	624.5
Close	637.7	646.4	8.7	1.4%	646.4
Range	39.0	27.5	-11.5	-29.5%	76.4
ATR	21.0	21.4	0.5	2.2%	0.0
Volume	255	455	200	78.4%	1,666

Daily Pivots for day following 21-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	723.5	712.5	661.5
R3	696.0	685.0	654.0
R2	668.5	668.5	651.5
R1	657.5	657.5	649.0	663.0
PP	641.0	641.0	641.0	643.8
S1	630.0	630.0	644.0	635.5
S2	613.5	613.5	641.3
S3	586.0	602.5	638.8
S4	558.5	575.0	631.3

Weekly Pivots for week ending 21-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	886.5	842.8	688.5
R3	810.0	766.5	667.5
R2	733.8	733.8	660.5
R1	690.0	690.0	653.5	673.8
PP	657.3	657.3	657.3	649.0
S1	613.8	613.8	639.5	597.3
S2	580.8	580.8	632.5
S3	504.5	537.3	625.5
S4	428.0	460.8	604.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	700.9	624.5	76.4	11.8%	26.8	4.1%	29%	False	True	333
10	717.0	624.5	92.5	14.3%	24.5	3.8%	24%	False	True	362
20	742.0	624.5	117.5	18.2%	22.8	3.5%	19%	False	True	292
40	742.0	624.5	117.5	18.2%	15.0	2.3%	19%	False	True	223

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	4.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	769.0
2.618	724.0
1.618	696.5
1.000	679.5
0.618	669.0
HIGH	652.0
0.618	641.5
0.500	638.3
0.382	635.0
LOW	624.5
0.618	607.5
1.000	597.0
1.618	580.0
2.618	552.5
4.250	507.5

Fisher Pivots for day following 21-May-2010
Pivot	1 day	3 day
R1	643.8	653.3
PP	641.0	651.0
S1	638.3	648.8

Download as Excel Spreadsheet

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

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