ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 08-May-2009

Day Change Summary
	Previous	Current
	07-May-2009	08-May-2009	Change	Change %	Previous Week
Open	503.8	495.1	-8.7	-1.7%	487.0
High	506.1	506.6	0.5	0.1%	506.6
Low	486.6	492.5	5.9	1.2%	486.6
Close	491.0	505.8	14.8	3.0%	505.8
Range	19.5	14.1	-5.4	-27.7%	20.0
ATR	14.8	14.9	0.1	0.4%	0.0
Volume	2,276	40	-2,236	-98.2%	4,342

Daily Pivots for day following 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	544.0	539.0	513.5
R3	529.8	524.8	509.8
R2	515.8	515.8	508.5
R1	510.8	510.8	507.0	513.3
PP	501.8	501.8	501.8	503.0
S1	496.8	496.8	504.5	499.3
S2	487.5	487.5	503.3
S3	473.5	482.5	502.0
S4	459.3	468.5	498.0

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	559.8	552.8	516.8
R3	539.8	532.8	511.3
R2	519.8	519.8	509.5
R1	512.8	512.8	507.8	516.3
PP	499.8	499.8	499.8	501.5
S1	492.8	492.8	504.0	496.3
S2	479.8	479.8	502.3
S3	459.8	472.8	500.3
S4	439.8	452.8	494.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	506.6	486.6	20.0	4.0%	14.8	2.9%	96%	True	False	868
10	506.6	460.7	45.9	9.1%	12.3	2.4%	98%	True	False	479
20	506.6	447.2	59.4	11.7%	13.8	2.7%	99%	True	False	329

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	2.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	566.5
2.618	543.5
1.618	529.5
1.000	520.8
0.618	515.3
HIGH	506.5
0.618	501.3
0.500	499.5
0.382	498.0
LOW	492.5
0.618	483.8
1.000	478.5
1.618	469.8
2.618	455.5
4.250	432.5

Fisher Pivots for day following 08-May-2009
Pivot	1 day	3 day
R1	503.8	502.8
PP	501.8	499.8
S1	499.5	496.5

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

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