ICE Russell 2000 Mini Future December 2008

Trading Metrics calculated at close of trading on 03-Nov-2008

Day Change Summary
	Previous	Current
	31-Oct-2008	03-Nov-2008	Change	Change %	Previous Week
Open	515.0	536.9	21.9	4.3%	463.9
High	540.3	545.2	4.9	0.9%	540.3
Low	504.0	532.6	28.6	5.7%	438.5
Close	536.5	540.8	4.3	0.8%	536.5
Range	36.3	12.6	-23.7	-65.3%	101.8
ATR	42.2	40.1	-2.1	-5.0%	0.0
Volume	151,974	211,000	59,026	38.8%	870,925

Daily Pivots for day following 03-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	577.3	571.8	547.8
R3	564.8	559.0	544.3
R2	552.3	552.3	543.0
R1	546.5	546.5	542.0	549.3
PP	539.5	539.5	539.5	541.0
S1	533.8	533.8	539.8	536.8
S2	527.0	527.0	538.5
S3	514.3	521.3	537.3
S4	501.8	508.8	533.8

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	810.5	775.3	592.5
R3	708.8	673.5	564.5
R2	607.0	607.0	555.3
R1	571.8	571.8	545.8	589.3
PP	505.0	505.0	505.0	514.0
S1	470.0	470.0	527.3	487.5
S2	403.3	403.3	517.8
S3	301.5	368.0	508.5
S4	199.8	266.3	480.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	545.2	438.5	106.7	19.7%	32.3	6.0%	96%	True	False	179,465
10	552.7	438.5	114.2	21.1%	37.0	6.8%	90%	False	False	176,085
20	603.7	438.5	165.2	30.5%	47.0	8.7%	62%	False	False	229,665
40	765.5	438.5	327.0	60.5%	40.8	7.5%	31%	False	False	203,179

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	5.1
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	598.8
2.618	578.3
1.618	565.5
1.000	557.8
0.618	553.0
HIGH	545.3
0.618	540.5
0.500	539.0
0.382	537.5
LOW	532.5
0.618	524.8
1.000	520.0
1.618	512.3
2.618	499.5
4.250	479.0

Fisher Pivots for day following 03-Nov-2008
Pivot	1 day	3 day
R1	540.3	532.8
PP	539.5	524.8
S1	539.0	516.8

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

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