ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 26-May-2010

Day Change Summary
	Previous	Current
	25-May-2010	26-May-2010	Change	Change %	Previous Week
Open	630.7	640.5	9.8	1.6%	684.2
High	636.9	655.0	18.1	2.8%	700.9
Low	614.6	632.0	17.4	2.8%	624.5
Close	635.5	635.4	-0.1	0.0%	646.4
Range	22.3	23.0	0.7	3.1%	76.4
ATR	21.0	21.1	0.1	0.7%	0.0
Volume	413	1,357	944	228.6%	1,666

Daily Pivots for day following 26-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	709.8	695.5	648.0
R3	686.8	672.5	641.8
R2	663.8	663.8	639.5
R1	649.5	649.5	637.5	645.3
PP	640.8	640.8	640.8	638.5
S1	626.5	626.5	633.3	622.3
S2	617.8	617.8	631.3
S3	594.8	603.5	629.0
S4	571.8	580.5	622.8

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	672.7	614.6	58.1	9.1%	25.0	3.9%	36%	False	False	567
10	717.0	614.6	102.4	16.1%	23.0	3.6%	20%	False	False	499
20	737.0	614.6	122.4	19.3%	23.8	3.8%	17%	False	False	374
40	742.0	614.6	127.4	20.1%	16.3	2.5%	16%	False	False	275

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	6.2
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	752.8
2.618	715.3
1.618	692.3
1.000	678.0
0.618	669.3
HIGH	655.0
0.618	646.3
0.500	643.5
0.382	640.8
LOW	632.0
0.618	617.8
1.000	609.0
1.618	594.8
2.618	571.8
4.250	534.3

Fisher Pivots for day following 26-May-2010
Pivot	1 day	3 day
R1	643.5	635.3
PP	640.8	635.0
S1	638.0	634.8

Download as Excel Spreadsheet

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

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