ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 27-Mar-2009

Day Change Summary
	Previous	Current
	26-Mar-2009	27-Mar-2009	Change	Change %	Previous Week
Open	426.0	441.9	15.9	3.7%	399.3
High	445.2	442.5	-2.7	-0.6%	445.2
Low	426.0	426.6	0.6	0.1%	399.2
Close	441.9	428.9	-13.0	-2.9%	428.9
Range	19.2	15.9	-3.3	-17.2%	46.0
ATR	19.1	18.9	-0.2	-1.2%	0.0
Volume	187,905	185,682	-2,223	-1.2%	834,367

Daily Pivots for day following 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	480.3	470.5	437.8
R3	464.5	454.8	433.3
R2	448.5	448.5	431.8
R1	438.8	438.8	430.3	435.8
PP	432.8	432.8	432.8	431.3
S1	422.8	422.8	427.5	419.8
S2	416.8	416.8	426.0
S3	400.8	407.0	424.5
S4	385.0	391.0	420.3

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	562.5	541.8	454.3
R3	516.5	495.8	441.5
R2	470.5	470.5	437.3
R1	449.8	449.8	433.0	460.0
PP	424.5	424.5	424.5	429.5
S1	403.8	403.8	424.8	414.0
S2	378.5	378.5	420.5
S3	332.5	357.8	416.3
S4	286.5	311.8	403.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	445.2	399.2	46.0	10.7%	22.5	5.3%	65%	False	False	166,873
10	445.2	380.7	64.5	15.0%	21.0	4.9%	75%	False	False	192,105
20	445.2	339.5	105.7	24.6%	18.8	4.4%	85%	False	False	110,297
40	468.5	339.5	129.0	30.1%	14.0	3.3%	69%	False	False	55,209

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.6
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	510.0
2.618	484.3
1.618	468.3
1.000	458.5
0.618	452.3
HIGH	442.5
0.618	436.5
0.500	434.5
0.382	432.8
LOW	426.5
0.618	416.8
1.000	410.8
1.618	400.8
2.618	385.0
4.250	359.0

Fisher Pivots for day following 27-Mar-2009
Pivot	1 day	3 day
R1	434.5	428.0
PP	432.8	427.0
S1	430.8	426.0

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

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