ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 12-Sep-2008

Day Change Summary
	Previous	Current
	11-Sep-2008	12-Sep-2008	Change	Change %	Previous Week
Open	720.0	720.0	0.0	0.0%	728.3
High	723.1	725.8	2.7	0.4%	741.6
Low	699.0	710.2	11.2	1.6%	699.0
Close	718.9	723.7	4.8	0.7%	723.7
Range	24.1	15.6	-8.5	-35.3%	42.6
ATR	17.4	17.3	-0.1	-0.8%	0.0
Volume	148,744	148,744	0	0.0%	318,051

Daily Pivots for day following 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	766.8	760.8	732.3
R3	751.0	745.3	728.0
R2	735.5	735.5	726.5
R1	729.5	729.5	725.3	732.5
PP	720.0	720.0	720.0	721.5
S1	714.0	714.0	722.3	717.0
S2	704.3	704.3	720.8
S3	688.8	698.5	719.5
S4	673.0	682.8	715.0

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	849.3	829.0	747.3
R3	806.8	786.5	735.5
R2	764.0	764.0	731.5
R1	743.8	743.8	727.5	732.8
PP	721.5	721.5	721.5	715.8
S1	701.3	701.3	719.8	690.0
S2	678.8	678.8	716.0
S3	636.3	658.8	712.0
S4	593.8	616.0	700.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	741.6	699.0	42.6	5.9%	21.8	3.0%	58%	False	False	63,610
10	753.0	699.0	54.0	7.5%	19.3	2.7%	46%	False	False	32,016
20	762.6	699.0	63.6	8.8%	15.5	2.1%	39%	False	False	16,163

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	4.2
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	792.0
2.618	766.8
1.618	751.0
1.000	741.5
0.618	735.5
HIGH	725.8
0.618	719.8
0.500	718.0
0.382	716.3
LOW	710.3
0.618	700.5
1.000	694.5
1.618	685.0
2.618	669.3
4.250	644.0

Fisher Pivots for day following 12-Sep-2008
Pivot	1 day	3 day
R1	721.8	720.0
PP	720.0	716.3
S1	718.0	712.5

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

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