ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 02-Jun-2009

Day Change Summary
	Previous	Current
	01-Jun-2009	02-Jun-2009	Change	Change %	Previous Week
Open	497.1	515.4	18.3	3.7%	472.5
High	519.4	525.6	6.2	1.2%	500.4
Low	497.1	515.0	17.9	3.6%	472.5
Close	514.9	523.5	8.6	1.7%	498.7
Range	22.3	10.6	-11.7	-52.5%	27.9
ATR	14.1	13.9	-0.2	-1.7%	0.0
Volume	104	1,490	1,386	1,332.7%	1,992

Daily Pivots for day following 02-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	553.3	549.0	529.3
R3	542.5	538.3	526.5
R2	532.0	532.0	525.5
R1	527.8	527.8	524.5	529.8
PP	521.3	521.3	521.3	522.5
S1	517.3	517.3	522.5	519.3
S2	510.8	510.8	521.5
S3	500.3	506.5	520.5
S4	489.5	496.0	517.8

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	525.6	478.6	47.0	9.0%	14.0	2.7%	96%	True	False	708
10	525.6	471.4	54.2	10.4%	12.8	2.4%	96%	True	False	569
20	525.6	468.5	57.1	10.9%	12.0	2.3%	96%	True	False	1,412
40	525.6	431.9	93.7	17.9%	12.5	2.4%	98%	True	False	782

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	1.3
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	570.8
2.618	553.3
1.618	542.8
1.000	536.3
0.618	532.3
HIGH	525.5
0.618	521.5
0.500	520.3
0.382	519.0
LOW	515.0
0.618	508.5
1.000	504.5
1.618	497.8
2.618	487.3
4.250	470.0

Fisher Pivots for day following 02-Jun-2009
Pivot	1 day	3 day
R1	522.5	518.0
PP	521.3	512.3
S1	520.3	506.8

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

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