ICE Russell 2000 Mini Future December 2009

Trading Metrics calculated at close of trading on 26-Aug-2009

Day Change Summary
	Previous	Current
	25-Aug-2009	26-Aug-2009	Change	Change %	Previous Week
Open	579.8	577.4	-2.4	-0.4%	560.0
High	584.6	582.0	-2.6	-0.4%	578.9
Low	579.5	577.4	-2.1	-0.4%	544.0
Close	579.9	580.4	0.5	0.1%	578.1
Range	5.1	4.6	-0.5	-9.8%	34.9
ATR	10.6	10.1	-0.4	-4.0%	0.0
Volume	268	2,810	2,542	948.5%	1,631

Daily Pivots for day following 26-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	593.8	591.8	583.0
R3	589.3	587.0	581.8
R2	584.5	584.5	581.3
R1	582.5	582.5	580.8	583.5
PP	580.0	580.0	580.0	580.5
S1	577.8	577.8	580.0	579.0
S2	575.3	575.3	579.5
S3	570.8	573.3	579.3
S4	566.3	568.8	577.8

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	584.6	556.5	28.1	4.8%	8.8	1.5%	85%	False	False	809
10	584.6	544.0	40.6	7.0%	10.3	1.8%	90%	False	False	483
20	584.6	544.0	40.6	7.0%	9.5	1.6%	90%	False	False	282
40	584.6	471.2	113.4	19.5%	8.5	1.5%	96%	False	False	205

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	1.3
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	601.5
2.618	594.0
1.618	589.5
1.000	586.5
0.618	584.8
HIGH	582.0
0.618	580.3
0.500	579.8
0.382	579.3
LOW	577.5
0.618	574.5
1.000	572.8
1.618	570.0
2.618	565.3
4.250	557.8

Fisher Pivots for day following 26-Aug-2009
Pivot	1 day	3 day
R1	580.3	580.3
PP	580.0	580.0
S1	579.8	579.8

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

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