ICE Russell 2000 Mini Future June 2009

Trading Metrics calculated at close of trading on 15-Apr-2009

Day Change Summary
	Previous	Current
	14-Apr-2009	15-Apr-2009	Change	Change %	Previous Week
Open	464.1	450.7	-13.4	-2.9%	455.9
High	466.6	460.5	-6.1	-1.3%	468.6
Low	450.6	447.5	-3.1	-0.7%	424.4
Close	453.4	458.2	4.8	1.1%	465.4
Range	16.0	13.0	-3.0	-18.8%	44.2
ATR	19.4	18.9	-0.5	-2.4%	0.0
Volume	120,062	152,639	32,577	27.1%	515,885

Daily Pivots for day following 15-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	494.5	489.3	465.3
R3	481.5	476.3	461.8
R2	468.5	468.5	460.5
R1	463.3	463.3	459.5	465.8
PP	455.5	455.5	455.5	456.8
S1	450.3	450.3	457.0	452.8
S2	442.5	442.5	455.8
S3	429.5	437.3	454.5
S4	416.5	424.3	451.0

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	9.7%	17.8	3.9%	76%	False	False	133,986
10	468.8	409.7	59.1	12.9%	19.3	4.2%	82%	False	False	141,858
20	468.8	395.6	73.2	16.0%	20.3	4.4%	86%	False	False	159,773
40	468.8	339.5	129.3	28.2%	17.5	3.8%	92%	False	False	97,646

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.6
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	515.8
2.618	494.5
1.618	481.5
1.000	473.5
0.618	468.5
HIGH	460.5
0.618	455.5
0.500	454.0
0.382	452.5
LOW	447.5
0.618	439.5
1.000	434.5
1.618	426.5
2.618	413.5
4.250	392.3

Fisher Pivots for day following 15-Apr-2009
Pivot	1 day	3 day
R1	456.8	458.3
PP	455.5	458.3
S1	454.0	458.3

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

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