ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 03-Nov-2009

Day Change Summary
	Previous	Current
	02-Nov-2009	03-Nov-2009	Change	Change %	Previous Week
Open	563.6	560.5	-3.1	-0.6%	602.1
High	566.0	563.7	-2.3	-0.4%	607.0
Low	549.9	553.7	3.8	0.7%	557.7
Close	559.1	565.7	6.6	1.2%	559.5
Range	16.1	10.0	-6.1	-37.9%	49.3
ATR	13.9	13.6	-0.3	-2.0%	0.0
Volume	20	96	76	380.0%	856

Daily Pivots for day following 03-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	591.0	588.3	571.3
R3	581.0	578.3	568.5
R2	571.0	571.0	567.5
R1	568.3	568.3	566.5	569.8
PP	561.0	561.0	561.0	561.8
S1	558.3	558.3	564.8	559.8
S2	551.0	551.0	563.8
S3	541.0	548.3	563.0
S4	531.0	538.3	560.3

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	722.8	690.3	586.5
R3	673.3	641.0	573.0
R2	624.0	624.0	568.5
R1	591.8	591.8	564.0	583.3
PP	574.8	574.8	574.8	570.5
S1	542.5	542.5	555.0	534.0
S2	525.5	525.5	550.5
S3	476.3	493.3	546.0
S4	426.8	443.8	532.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	582.0	549.9	32.1	5.7%	14.5	2.6%	49%	False	False	92
10	619.5	549.9	69.6	12.3%	16.0	2.8%	23%	False	False	152
20	621.0	549.9	71.1	12.6%	12.5	2.2%	22%	False	False	101

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	2.9
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	606.3
2.618	590.0
1.618	580.0
1.000	573.8
0.618	570.0
HIGH	563.8
0.618	560.0
0.500	558.8
0.382	557.5
LOW	553.8
0.618	547.5
1.000	543.8
1.618	537.5
2.618	527.5
4.250	511.3

Fisher Pivots for day following 03-Nov-2009
Pivot	1 day	3 day
R1	563.3	564.0
PP	561.0	562.5
S1	558.8	560.8

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

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