ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 24-Aug-2009

Day Change Summary
	Previous	Current
	21-Aug-2009	24-Aug-2009	Change	Change %	Previous Week
Open	561.0	580.5	19.5	3.5%	560.0
High	578.9	582.2	3.3	0.6%	578.9
Low	560.3	574.9	14.6	2.6%	544.0
Close	578.1	577.4	-0.7	-0.1%	578.1
Range	18.6	7.3	-11.3	-60.8%	34.9
ATR	11.1	10.8	-0.3	-2.4%	0.0
Volume	633	95	-538	-85.0%	1,631

Daily Pivots for day following 24-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	600.0	596.0	581.5
R3	592.8	588.8	579.5
R2	585.5	585.5	578.8
R1	581.5	581.5	578.0	579.8
PP	578.3	578.3	578.3	577.3
S1	574.3	574.3	576.8	572.5
S2	570.8	570.8	576.0
S3	563.5	566.8	575.5
S4	556.3	559.5	573.5

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	671.8	659.8	597.3
R3	636.8	625.0	587.8
R2	602.0	602.0	584.5
R1	590.0	590.0	581.3	596.0
PP	567.0	567.0	567.0	570.0
S1	555.0	555.0	575.0	561.0
S2	532.0	532.0	571.8
S3	497.3	520.3	568.5
S4	462.3	485.3	559.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	582.2	546.0	36.2	6.3%	10.8	1.9%	87%	True	False	334
10	582.2	544.0	38.2	6.6%	10.8	1.9%	87%	True	False	179
20	582.2	541.3	40.9	7.1%	9.5	1.7%	88%	True	False	147
40	582.2	471.2	111.0	19.2%	8.5	1.5%	96%	True	False	128

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	True
Stretch	1.2
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	613.3
2.618	601.3
1.618	594.0
1.000	589.5
0.618	586.8
HIGH	582.3
0.618	579.5
0.500	578.5
0.382	577.8
LOW	575.0
0.618	570.5
1.000	567.5
1.618	563.0
2.618	555.8
4.250	544.0

Fisher Pivots for day following 24-Aug-2009
Pivot	1 day	3 day
R1	578.5	574.8
PP	578.3	572.0
S1	577.8	569.3

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

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