ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 21-Oct-2008

Day Change Summary
	Previous	Current
	20-Oct-2008	21-Oct-2008	Change	Change %	Previous Week
Open	517.0	547.7	30.7	5.9%	525.8
High	550.0	552.7	2.7	0.5%	599.3
Low	513.9	527.1	13.2	2.6%	481.7
Close	548.4	534.1	-14.3	-2.6%	517.7
Range	36.1	25.6	-10.5	-29.1%	117.6
ATR	44.6	43.2	-1.4	-3.0%	0.0
Volume	223,855	135,189	-88,666	-39.6%	1,443,797

Daily Pivots for day following 21-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	614.8	600.0	548.3
R3	589.3	574.5	541.3
R2	563.5	563.5	538.8
R1	548.8	548.8	536.5	543.5
PP	538.0	538.0	538.0	535.3
S1	523.3	523.3	531.8	517.8
S2	512.3	512.3	529.5
S3	486.8	497.8	527.0
S4	461.3	472.0	520.0

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	885.8	819.3	582.5
R3	768.0	701.8	550.0
R2	650.5	650.5	539.3
R1	584.0	584.0	528.5	558.5
PP	533.0	533.0	533.0	520.0
S1	466.5	466.5	507.0	441.0
S2	415.3	415.3	496.3
S3	297.8	349.0	485.3
S4	180.0	231.3	453.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	562.0	481.7	80.3	15.0%	46.5	8.7%	65%	False	False	234,281
10	599.3	462.2	137.1	25.7%	54.3	10.1%	52%	False	False	268,094
20	713.7	462.2	251.5	47.1%	45.5	8.5%	29%	False	False	220,111
40	765.5	462.2	303.3	56.8%	35.8	6.7%	24%	False	False	162,693

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	14.0
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	661.5
2.618	619.8
1.618	594.0
1.000	578.3
0.618	568.5
HIGH	552.8
0.618	543.0
0.500	540.0
0.382	537.0
LOW	527.0
0.618	511.3
1.000	501.5
1.618	485.8
2.618	460.0
4.250	418.3

Fisher Pivots for day following 21-Oct-2008
Pivot	1 day	3 day
R1	540.0	534.0
PP	538.0	533.8
S1	536.0	533.5

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

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