ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 24-May-2010

Day Change Summary
	Previous	Current
	21-May-2010	24-May-2010	Change	Change %	Previous Week
Open	636.2	642.6	6.4	1.0%	684.2
High	652.0	649.0	-3.0	-0.5%	700.9
Low	624.5	636.4	11.9	1.9%	624.5
Close	646.4	637.9	-8.5	-1.3%	646.4
Range	27.5	12.6	-14.9	-54.2%	76.4
ATR	21.4	20.8	-0.6	-2.9%	0.0
Volume	455	357	-98	-21.5%	1,666

Daily Pivots for day following 24-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	679.0	671.0	644.8
R3	666.3	658.5	641.3
R2	653.8	653.8	640.3
R1	645.8	645.8	639.0	643.5
PP	641.0	641.0	641.0	640.0
S1	633.3	633.3	636.8	630.8
S2	628.5	628.5	635.5
S3	616.0	620.5	634.5
S4	603.3	608.0	631.0

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	12.0%	24.0	3.8%	18%	False	False	343
10	717.0	624.5	92.5	14.5%	23.5	3.7%	14%	False	False	377
20	737.0	624.5	112.5	17.6%	23.0	3.6%	12%	False	False	306
40	742.0	624.5	117.5	18.4%	15.3	2.4%	11%	False	False	232

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.7
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	702.5
2.618	682.0
1.618	669.5
1.000	661.5
0.618	656.8
HIGH	649.0
0.618	644.3
0.500	642.8
0.382	641.3
LOW	636.5
0.618	628.5
1.000	623.8
1.618	616.0
2.618	603.5
4.250	582.8

Fisher Pivots for day following 24-May-2010
Pivot	1 day	3 day
R1	642.8	648.5
PP	641.0	645.0
S1	639.5	641.5

Download as Excel Spreadsheet

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

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