ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 25-May-2010

Day Change Summary
	Previous	Current
	24-May-2010	25-May-2010	Change	Change %	Previous Week
Open	642.6	630.7	-11.9	-1.9%	684.2
High	649.0	636.9	-12.1	-1.9%	700.9
Low	636.4	614.6	-21.8	-3.4%	624.5
Close	637.9	635.5	-2.4	-0.4%	646.4
Range	12.6	22.3	9.7	77.0%	76.4
ATR	20.8	21.0	0.2	0.9%	0.0
Volume	357	413	56	15.7%	1,666

Daily Pivots for day following 25-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	696.0	688.0	647.8
R3	673.5	665.8	641.8
R2	651.3	651.3	639.5
R1	643.5	643.5	637.5	647.3
PP	629.0	629.0	629.0	631.0
S1	621.0	621.0	633.5	625.0
S2	606.8	606.8	631.5
S3	584.5	598.8	629.3
S4	562.0	576.5	623.3

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	681.9	614.6	67.3	10.6%	24.3	3.8%	31%	False	True	327
10	717.0	614.6	102.4	16.1%	23.5	3.7%	20%	False	True	397
20	737.0	614.6	122.4	19.3%	23.0	3.6%	17%	False	True	317
40	742.0	614.6	127.4	20.0%	15.8	2.5%	16%	False	True	241

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	5.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	731.8
2.618	695.3
1.618	673.0
1.000	659.3
0.618	650.8
HIGH	637.0
0.618	628.5
0.500	625.8
0.382	623.0
LOW	614.5
0.618	600.8
1.000	592.3
1.618	578.5
2.618	556.3
4.250	519.8

Fisher Pivots for day following 25-May-2010
Pivot	1 day	3 day
R1	632.3	634.8
PP	629.0	634.0
S1	625.8	633.3

Download as Excel Spreadsheet

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

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