ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 25-Feb-2009

Day Change Summary
	Previous	Current
	24-Feb-2009	25-Feb-2009	Change	Change %	Previous Week
Open	398.5	404.3	5.8	1.5%	441.5
High	409.3	404.3	-5.0	-1.2%	441.5
Low	393.3	394.6	1.3	0.3%	401.6
Close	406.7	395.3	-11.4	-2.8%	407.4
Range	16.0	9.7	-6.3	-39.4%	39.9
ATR	12.0	12.0	0.0	0.0%	0.0
Volume	676	52	-624	-92.3%	150

Daily Pivots for day following 25-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	427.3	421.0	400.8
R3	417.5	411.3	398.0
R2	407.8	407.8	397.0
R1	401.5	401.5	396.3	399.8
PP	398.0	398.0	398.0	397.3
S1	391.8	391.8	394.5	390.0
S2	388.3	388.3	393.5
S3	378.8	382.3	392.8
S4	369.0	372.5	390.0

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	536.5	511.8	429.3
R3	496.8	472.0	418.3
R2	456.8	456.8	414.8
R1	432.0	432.0	411.0	424.5
PP	416.8	416.8	416.8	413.0
S1	392.3	392.3	403.8	384.5
S2	377.0	377.0	400.0
S3	337.0	352.3	396.5
S4	297.3	312.3	385.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	424.6	391.8	32.8	8.3%	12.8	3.2%	11%	False	False	161
10	451.1	391.8	59.3	15.0%	10.3	2.6%	6%	False	False	102
20	468.5	391.8	76.7	19.4%	9.3	2.3%	5%	False	False	118

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	445.5
2.618	429.8
1.618	420.0
1.000	414.0
0.618	410.3
HIGH	404.3
0.618	400.5
0.500	399.5
0.382	398.3
LOW	394.5
0.618	388.5
1.000	385.0
1.618	379.0
2.618	369.3
4.250	353.5

Fisher Pivots for day following 25-Feb-2009
Pivot	1 day	3 day
R1	399.5	402.8
PP	398.0	400.3
S1	396.8	397.8

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

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