ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 13-Apr-2009

Day Change Summary
	Previous	Current
	09-Apr-2009	13-Apr-2009	Change	Change %	Previous Week
Open	438.8	464.1	25.3	5.8%	455.9
High	468.6	468.8	0.2	0.0%	468.6
Low	438.8	455.3	16.5	3.8%	424.4
Close	465.4	463.7	-1.7	-0.4%	465.4
Range	29.8	13.5	-16.3	-54.7%	44.2
ATR	20.1	19.7	-0.5	-2.4%	0.0
Volume	128,367	138,167	9,800	7.6%	515,885

Daily Pivots for day following 13-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	503.0	497.0	471.0
R3	489.5	483.5	467.5
R2	476.0	476.0	466.3
R1	470.0	470.0	465.0	466.3
PP	462.5	462.5	462.5	460.8
S1	456.5	456.5	462.5	452.8
S2	449.0	449.0	461.3
S3	435.5	443.0	460.0
S4	422.0	429.5	456.3

Weekly Pivots for week ending 10-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	585.5	569.5	489.8
R3	541.3	525.5	477.5
R2	497.0	497.0	473.5
R1	481.3	481.3	469.5	489.0
PP	452.8	452.8	452.8	456.8
S1	437.0	437.0	461.3	445.0
S2	408.5	408.5	457.3
S3	364.5	392.8	453.3
S4	320.3	348.5	441.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	468.8	424.4	44.4	9.6%	20.5	4.4%	89%	True	False	130,810
10	468.8	406.1	62.7	13.5%	20.5	4.4%	92%	True	False	142,628
20	468.8	380.7	88.1	19.0%	20.8	4.5%	94%	True	False	167,367
40	468.8	339.5	129.3	27.9%	17.0	3.7%	96%	True	False	90,831

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	3.4
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	526.3
2.618	504.3
1.618	490.8
1.000	482.3
0.618	477.3
HIGH	468.8
0.618	463.8
0.500	462.0
0.382	460.5
LOW	455.3
0.618	447.0
1.000	441.8
1.618	433.5
2.618	420.0
4.250	398.0

Fisher Pivots for day following 13-Apr-2009
Pivot	1 day	3 day
R1	463.3	458.0
PP	462.5	452.3
S1	462.0	446.5

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

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