ICE Russell 2000 Mini Future September 2009

Trading Metrics calculated at close of trading on 09-Jun-2009

Day Change Summary
	Previous	Current
	08-Jun-2009	09-Jun-2009	Change	Change %	Previous Week
Open	522.5	522.1	-0.4	-0.1%	497.1
High	529.0	528.8	-0.2	0.0%	539.5
Low	516.8	522.1	5.3	1.0%	497.1
Close	522.6	524.0	1.4	0.3%	527.8
Range	12.2	6.7	-5.5	-45.1%	42.4
ATR	13.6	13.1	-0.5	-3.6%	0.0
Volume	1,887	6,103	4,216	223.4%	8,996

Daily Pivots for day following 09-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	545.0	541.3	527.8
R3	538.3	534.5	525.8
R2	531.8	531.8	525.3
R1	527.8	527.8	524.5	529.8
PP	525.0	525.0	525.0	526.0
S1	521.3	521.3	523.5	523.0
S2	518.3	518.3	522.8
S3	511.5	514.5	522.3
S4	504.8	507.8	520.3

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%	11.8	2.2%	39%	False	False	3,078
10	539.5	478.6	60.9	11.6%	12.8	2.4%	75%	False	False	1,893
20	539.5	468.5	71.0	13.5%	11.8	2.3%	78%	False	False	2,001
40	539.5	447.2	92.3	17.6%	12.5	2.4%	83%	False	False	1,147

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.0
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	557.3
2.618	546.3
1.618	539.8
1.000	535.5
0.618	533.0
HIGH	528.8
0.618	526.3
0.500	525.5
0.382	524.8
LOW	522.0
0.618	518.0
1.000	515.5
1.618	511.3
2.618	504.5
4.250	493.5

Fisher Pivots for day following 09-Jun-2009
Pivot	1 day	3 day
R1	525.5	528.3
PP	525.0	526.8
S1	524.5	525.5

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

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