ICE Russell 2000 Mini Future December 2009

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

Day Change Summary
	Previous	Current
	01-Sep-2009	02-Sep-2009	Change	Change %	Previous Week
Open	570.3	553.0	-17.3	-3.0%	580.5
High	578.1	555.8	-22.3	-3.9%	587.2
Low	553.5	551.4	-2.1	-0.4%	569.2
Close	555.1	552.3	-2.8	-0.5%	576.7
Range	24.6	4.4	-20.2	-82.1%	18.0
ATR	11.5	11.0	-0.5	-4.4%	0.0
Volume	3,248	6,578	3,330	102.5%	5,817

Daily Pivots for day following 02-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	566.3	563.8	554.8
R3	562.0	559.3	553.5
R2	557.5	557.5	553.0
R1	555.0	555.0	552.8	554.0
PP	553.3	553.3	553.3	552.8
S1	550.5	550.5	552.0	549.8
S2	548.8	548.8	551.5
S3	544.3	546.3	551.0
S4	540.0	541.8	550.0

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	631.8	622.3	586.5
R3	613.8	604.3	581.8
R2	595.8	595.8	580.0
R1	586.3	586.3	578.3	582.0
PP	577.8	577.8	577.8	575.5
S1	568.3	568.3	575.0	564.0
S2	559.8	559.8	573.5
S3	541.8	550.3	571.8
S4	523.8	532.3	566.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	587.2	551.4	35.8	6.5%	12.5	2.3%	3%	False	True	2,570
10	587.2	551.4	35.8	6.5%	10.8	1.9%	3%	False	True	1,690
20	587.2	544.0	43.2	7.8%	10.5	1.9%	19%	False	False	906
40	587.2	471.2	116.0	21.0%	9.0	1.6%	70%	False	False	503

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	False
Stretch	2.5
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	574.5
2.618	567.3
1.618	563.0
1.000	560.3
0.618	558.5
HIGH	555.8
0.618	554.0
0.500	553.5
0.382	553.0
LOW	551.5
0.618	548.8
1.000	547.0
1.618	544.3
2.618	540.0
4.250	532.8

Fisher Pivots for day following 02-Sep-2009
Pivot	1 day	3 day
R1	553.5	564.8
PP	553.3	560.5
S1	552.8	556.5

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

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