ICE Russell 2000 Mini Future March 2010

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

Day Change Summary
	Previous	Current
	06-Nov-2009	09-Nov-2009	Change	Change %	Previous Week
Open	577.0	583.0	6.0	1.0%	563.6
High	580.4	586.2	5.8	1.0%	580.4
Low	569.7	582.3	12.6	2.2%	549.9
Close	575.5	587.0	11.5	2.0%	575.5
Range	10.7	3.9	-6.8	-63.6%	30.5
ATR	13.8	13.6	-0.2	-1.6%	0.0
Volume	270	78	-192	-71.1%	1,245

Daily Pivots for day following 09-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	596.8	595.8	589.3
R3	593.0	592.0	588.0
R2	589.0	589.0	587.8
R1	588.0	588.0	587.3	588.5
PP	585.3	585.3	585.3	585.5
S1	584.3	584.3	586.8	584.8
S2	581.3	581.3	586.3
S3	577.3	580.3	586.0
S4	573.5	576.3	584.8

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	660.0	648.3	592.3
R3	629.5	617.8	584.0
R2	599.0	599.0	581.0
R1	587.3	587.3	578.3	593.3
PP	568.5	568.5	568.5	571.5
S1	556.8	556.8	572.8	562.8
S2	538.0	538.0	570.0
S3	507.5	526.3	567.0
S4	477.0	495.8	558.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	586.2	553.7	32.5	5.5%	11.5	2.0%	102%	True	False	260
10	594.0	549.9	44.1	7.5%	13.0	2.2%	84%	False	False	187
20	621.0	549.9	71.1	12.1%	13.5	2.3%	52%	False	False	156

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	1.8
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	602.8
2.618	596.5
1.618	592.5
1.000	590.0
0.618	588.5
HIGH	586.3
0.618	584.8
0.500	584.3
0.382	583.8
LOW	582.3
0.618	580.0
1.000	578.5
1.618	576.0
2.618	572.0
4.250	565.8

Fisher Pivots for day following 09-Nov-2009
Pivot	1 day	3 day
R1	586.0	582.0
PP	585.3	577.0
S1	584.3	572.0

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

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