ICE Russell 2000 Mini Future September 2009

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

Day Change Summary
	Previous	Current
	28-May-2009	29-May-2009	Change	Change %	Previous Week
Open	491.2	488.8	-2.4	-0.5%	472.5
High	491.6	500.4	8.8	1.8%	500.4
Low	478.6	488.0	9.4	2.0%	472.5
Close	487.4	498.7	11.3	2.3%	498.7
Range	13.0	12.4	-0.6	-4.6%	27.9
ATR	13.5	13.5	0.0	-0.3%	0.0
Volume	697	104	-593	-85.1%	1,992

Daily Pivots for day following 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	533.0	528.3	505.5
R3	520.5	515.8	502.0
R2	508.0	508.0	501.0
R1	503.5	503.5	499.8	505.8
PP	495.8	495.8	495.8	497.0
S1	491.0	491.0	497.5	493.3
S2	483.3	483.3	496.5
S3	471.0	478.5	495.3
S4	458.5	466.3	492.0

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	574.3	564.3	514.0
R3	546.3	536.5	506.3
R2	518.5	518.5	503.8
R1	508.5	508.5	501.3	513.5
PP	490.5	490.5	490.5	493.0
S1	480.8	480.8	496.3	485.5
S2	462.8	462.8	493.5
S3	434.8	452.8	491.0
S4	406.8	424.8	483.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	500.4	472.5	27.9	5.6%	11.5	2.3%	94%	True	False	398
10	502.1	471.4	30.7	6.2%	11.5	2.3%	89%	False	False	579
20	506.6	468.5	38.1	7.6%	11.8	2.4%	79%	False	False	1,372
40	506.6	431.9	74.7	15.0%	12.3	2.5%	89%	False	False	743

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	1.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	553.0
2.618	532.8
1.618	520.5
1.000	512.8
0.618	508.0
HIGH	500.5
0.618	495.8
0.500	494.3
0.382	492.8
LOW	488.0
0.618	480.3
1.000	475.5
1.618	468.0
2.618	455.5
4.250	435.3

Fisher Pivots for day following 29-May-2009
Pivot	1 day	3 day
R1	497.3	495.8
PP	495.8	492.5
S1	494.3	489.5

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

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