ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 12-Mar-2009

Day Change Summary
	Previous	Current
	11-Mar-2009	12-Mar-2009	Change	Change %	Previous Week
Open	361.5	360.8	-0.7	-0.2%	379.2
High	374.3	390.1	15.8	4.2%	379.2
Low	360.3	356.9	-3.4	-0.9%	340.4
Close	362.3	388.4	26.1	7.2%	351.8
Range	14.0	33.2	19.2	137.1%	38.8
ATR	15.3	16.6	1.3	8.4%	0.0
Volume	13,213	58,411	45,198	342.1%	3,687

Daily Pivots for day following 12-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	478.0	466.5	406.8
R3	444.8	433.3	397.5
R2	411.8	411.8	394.5
R1	400.0	400.0	391.5	405.8
PP	378.5	378.5	378.5	381.5
S1	366.8	366.8	385.3	372.8
S2	345.3	345.3	382.3
S3	312.0	333.8	379.3
S4	278.8	300.5	370.3

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	473.5	451.5	373.3
R3	434.8	412.8	362.5
R2	396.0	396.0	359.0
R1	373.8	373.8	355.3	365.5
PP	357.3	357.3	357.3	353.0
S1	335.0	335.0	348.3	326.8
S2	318.3	318.3	344.8
S3	279.5	296.3	341.3
S4	240.8	257.5	330.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	390.1	339.5	50.6	13.0%	18.3	4.7%	97%	True	False	15,067
10	401.5	339.5	62.0	16.0%	16.5	4.3%	79%	False	False	7,677
20	451.1	339.5	111.6	28.7%	13.5	3.4%	44%	False	False	3,890

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.6
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	531.3
2.618	477.0
1.618	443.8
1.000	423.3
0.618	410.5
HIGH	390.0
0.618	377.5
0.500	373.5
0.382	369.5
LOW	357.0
0.618	336.5
1.000	323.8
1.618	303.3
2.618	270.0
4.250	215.8

Fisher Pivots for day following 12-Mar-2009
Pivot	1 day	3 day
R1	383.5	380.5
PP	378.5	372.8
S1	373.5	364.8

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

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