ICE Russell 2000 Mini Future September 2009

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

Day Change Summary
	Previous	Current
	05-Jun-2009	08-Jun-2009	Change	Change %	Previous Week
Open	529.1	522.5	-6.6	-1.2%	497.1
High	539.5	529.0	-10.5	-1.9%	539.5
Low	523.3	516.8	-6.5	-1.2%	497.1
Close	527.8	522.6	-5.2	-1.0%	527.8
Range	16.2	12.2	-4.0	-24.7%	42.4
ATR	13.7	13.6	-0.1	-0.8%	0.0
Volume	3,787	1,887	-1,900	-50.2%	8,996

Daily Pivots for day following 08-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	559.5	553.3	529.3
R3	547.3	541.0	526.0
R2	535.0	535.0	524.8
R1	528.8	528.8	523.8	532.0
PP	522.8	522.8	522.8	524.3
S1	516.5	516.5	521.5	519.8
S2	510.5	510.5	520.3
S3	498.5	504.5	519.3
S4	486.3	492.3	516.0

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	648.8	630.8	551.0
R3	606.3	588.3	539.5
R2	563.8	563.8	535.5
R1	545.8	545.8	531.8	554.8
PP	521.5	521.5	521.5	526.0
S1	503.5	503.5	524.0	512.5
S2	479.0	479.0	520.0
S3	436.8	461.0	516.3
S4	394.3	418.8	504.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	539.5	514.2	25.3	4.8%	12.5	2.4%	33%	False	False	2,155
10	539.5	477.2	62.3	11.9%	14.3	2.7%	73%	False	False	1,283
20	539.5	468.5	71.0	13.6%	11.8	2.3%	76%	False	False	1,697
40	539.5	447.2	92.3	17.7%	12.8	2.4%	82%	False	False	1,014

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	2.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	580.8
2.618	561.0
1.618	548.8
1.000	541.3
0.618	536.5
HIGH	529.0
0.618	524.3
0.500	523.0
0.382	521.5
LOW	516.8
0.618	509.3
1.000	504.5
1.618	497.0
2.618	484.8
4.250	465.0

Fisher Pivots for day following 08-Jun-2009
Pivot	1 day	3 day
R1	523.0	528.3
PP	522.8	526.3
S1	522.8	524.5

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

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