ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 26-Mar-2009

Day Change Summary
	Previous	Current
	25-Mar-2009	26-Mar-2009	Change	Change %	Previous Week
Open	416.4	426.0	9.6	2.3%	390.0
High	431.5	445.2	13.7	3.2%	422.1
Low	406.6	426.0	19.4	4.8%	380.7
Close	424.0	441.9	17.9	4.2%	397.4
Range	24.9	19.2	-5.7	-22.9%	41.4
ATR	18.9	19.1	0.2	0.9%	0.0
Volume	134,381	187,905	53,524	39.8%	1,086,691

Daily Pivots for day following 26-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	495.3	487.8	452.5
R3	476.0	468.5	447.3
R2	457.0	457.0	445.5
R1	449.5	449.5	443.8	453.3
PP	437.8	437.8	437.8	439.5
S1	430.3	430.3	440.3	434.0
S2	418.5	418.5	438.5
S3	399.3	411.0	436.5
S4	380.0	391.8	431.3

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	524.3	502.3	420.3
R3	482.8	460.8	408.8
R2	441.5	441.5	405.0
R1	419.5	419.5	401.3	430.5
PP	400.0	400.0	400.0	405.5
S1	378.0	378.0	393.5	389.0
S2	358.8	358.8	389.8
S3	317.3	336.8	386.0
S4	275.8	295.3	374.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	445.2	395.6	49.6	11.2%	23.5	5.3%	93%	True	False	166,735
10	445.2	380.7	64.5	14.6%	20.5	4.6%	95%	True	False	194,353
20	445.2	339.5	105.7	23.9%	18.5	4.2%	97%	True	False	101,015
40	468.5	339.5	129.0	29.2%	14.0	3.1%	79%	False	False	50,567

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	5.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	526.8
2.618	495.5
1.618	476.3
1.000	464.5
0.618	457.0
HIGH	445.3
0.618	437.8
0.500	435.5
0.382	433.3
LOW	426.0
0.618	414.3
1.000	406.8
1.618	395.0
2.618	375.8
4.250	344.5

Fisher Pivots for day following 26-Mar-2009
Pivot	1 day	3 day
R1	439.8	436.5
PP	437.8	431.3
S1	435.5	426.0

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

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