ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 29-Apr-2009

Day Change Summary
	Previous	Current
	28-Apr-2009	29-Apr-2009	Change	Change %	Previous Week
Open	460.7	477.4	16.7	3.6%	467.0
High	474.4	486.0	11.6	2.4%	478.0
Low	460.7	476.4	15.7	3.4%	447.2
Close	468.4	486.3	17.9	3.8%	475.5
Range	13.7	9.6	-4.1	-29.9%	30.8
ATR	15.3	15.5	0.2	1.1%	0.0
Volume	128	27	-101	-78.9%	244

Daily Pivots for day following 29-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	511.8	508.5	491.5
R3	502.0	499.0	489.0
R2	492.5	492.5	488.0
R1	489.5	489.5	487.3	491.0
PP	483.0	483.0	483.0	483.8
S1	479.8	479.8	485.5	481.3
S2	473.3	473.3	484.5
S3	463.8	470.3	483.8
S4	454.0	460.5	481.0

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	559.3	548.3	492.5
R3	528.5	517.5	484.0
R2	497.8	497.8	481.3
R1	486.5	486.5	478.3	492.3
PP	467.0	467.0	467.0	469.8
S1	455.8	455.8	472.8	461.3
S2	436.0	436.0	469.8
S3	405.3	425.0	467.0
S4	374.5	394.3	458.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	486.0	456.6	29.4	6.0%	12.8	2.6%	101%	True	False	59
10	486.0	447.2	38.8	8.0%	14.8	3.1%	101%	True	False	46
20	486.0	418.0	68.0	14.0%	13.0	2.7%	100%	True	False	151

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	1.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	526.8
2.618	511.3
1.618	501.5
1.000	495.5
0.618	492.0
HIGH	486.0
0.618	482.3
0.500	481.3
0.382	480.0
LOW	476.5
0.618	470.5
1.000	466.8
1.618	460.8
2.618	451.3
4.250	435.5

Fisher Pivots for day following 29-Apr-2009
Pivot	1 day	3 day
R1	484.5	482.0
PP	483.0	477.8
S1	481.3	473.3

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

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