ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 17-Nov-2009

Day Change Summary
	Previous	Current
	16-Nov-2009	17-Nov-2009	Change	Change %	Previous Week
Open	587.8	595.5	7.7	1.3%	583.0
High	602.0	600.0	-2.0	-0.3%	592.1
Low	587.8	594.8	7.0	1.2%	574.1
Close	597.7	597.2	-0.5	-0.1%	582.9
Range	14.2	5.2	-9.0	-63.4%	18.0
ATR	13.1	12.6	-0.6	-4.3%	0.0
Volume	28	236	208	742.9%	1,353

Daily Pivots for day following 17-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	613.0	610.3	600.0
R3	607.8	605.0	598.8
R2	602.5	602.5	598.3
R1	599.8	599.8	597.8	601.3
PP	597.3	597.3	597.3	598.0
S1	594.8	594.8	596.8	596.0
S2	592.3	592.3	596.3
S3	587.0	589.5	595.8
S4	581.8	584.3	594.3

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	637.0	628.0	592.8
R3	619.0	610.0	587.8
R2	601.0	601.0	586.3
R1	592.0	592.0	584.5	587.5
PP	583.0	583.0	583.0	580.8
S1	574.0	574.0	581.3	569.5
S2	565.0	565.0	579.5
S3	547.0	556.0	578.0
S4	529.0	538.0	573.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	602.0	574.1	27.9	4.7%	10.3	1.7%	83%	False	False	285
10	602.0	557.6	44.4	7.4%	10.5	1.8%	89%	False	False	274
20	619.5	549.9	69.6	11.7%	13.3	2.2%	68%	False	False	213
40	621.6	549.9	71.7	12.0%	11.8	2.0%	66%	False	False	135

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	1.9
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	622.0
2.618	613.5
1.618	608.5
1.000	605.3
0.618	603.3
HIGH	600.0
0.618	598.0
0.500	597.5
0.382	596.8
LOW	594.8
0.618	591.5
1.000	589.5
1.618	586.5
2.618	581.3
4.250	572.8

Fisher Pivots for day following 17-Nov-2009
Pivot	1 day	3 day
R1	597.5	594.3
PP	597.3	591.0
S1	597.3	588.0

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

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