ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 07-Apr-2009

Day Change Summary
	Previous	Current
	06-Apr-2009	07-Apr-2009	Change	Change %	Previous Week
Open	455.9	447.0	-8.9	-2.0%	427.2
High	462.0	448.8	-13.2	-2.9%	457.6
Low	438.7	429.6	-9.1	-2.1%	406.1
Close	446.3	431.9	-14.4	-3.2%	456.4
Range	23.3	19.2	-4.1	-17.6%	51.5
ATR	19.6	19.6	0.0	-0.2%	0.0
Volume	127,256	129,566	2,310	1.8%	772,232

Daily Pivots for day following 07-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	494.3	482.3	442.5
R3	475.3	463.3	437.3
R2	456.0	456.0	435.5
R1	444.0	444.0	433.8	440.3
PP	436.8	436.8	436.8	435.0
S1	424.8	424.8	430.3	421.3
S2	417.5	417.5	428.5
S3	398.3	405.5	426.5
S4	379.3	386.3	421.3

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	594.5	577.0	484.8
R3	543.0	525.5	470.5
R2	491.5	491.5	465.8
R1	474.0	474.0	461.0	482.8
PP	440.0	440.0	440.0	444.5
S1	422.5	422.5	451.8	431.3
S2	388.5	388.5	447.0
S3	337.0	371.0	442.3
S4	285.5	319.5	428.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	462.0	409.7	52.3	12.1%	20.8	4.8%	42%	False	False	149,730
10	462.0	406.1	55.9	12.9%	20.5	4.7%	46%	False	False	153,702
20	462.0	356.9	105.1	24.3%	20.5	4.8%	71%	False	False	161,494
40	467.1	339.5	127.6	29.5%	16.5	3.8%	72%	False	False	80,915

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	3.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	530.5
2.618	499.0
1.618	479.8
1.000	468.0
0.618	460.8
HIGH	448.8
0.618	441.5
0.500	439.3
0.382	437.0
LOW	429.5
0.618	417.8
1.000	410.5
1.618	398.5
2.618	379.3
4.250	348.0

Fisher Pivots for day following 07-Apr-2009
Pivot	1 day	3 day
R1	439.3	445.8
PP	436.8	441.3
S1	434.3	436.5

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

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