I Had A Cortisone Injection On 12 Jan, Into My

I had a cortisone injection on 12 Jan, into my shoulder after 8 weeks of pain. An ultra sound showed impingement of the bursa. After the injection I had two pain free days, but now I am in pain again. It is different, localized, where the injection was given, and other pain experienced previously (nerve pain down the arm, elbow and tingling in fingers) has gone. Should I be applying ice after so long? Should I be doing exercise? And how long will this take to dissipate/ heal? What else can I do? I had not expected to need stronger pain relief after the injection.