ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 07-Dec-2009

Day Change Summary
	Previous	Current
	04-Dec-2009	07-Dec-2009	Change	Change %	Previous Week
Open	585.0	600.2	15.2	2.6%	576.1
High	604.5	603.8	-0.7	-0.1%	604.5
Low	585.0	594.4	9.4	1.6%	566.0
Close	600.6	600.4	-0.2	0.0%	600.6
Range	19.5	9.4	-10.1	-51.8%	38.5
ATR	13.4	13.1	-0.3	-2.1%	0.0
Volume	3,670	2,082	-1,588	-43.3%	7,212

Daily Pivots for day following 07-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	627.8	623.5	605.5
R3	618.3	614.0	603.0
R2	609.0	609.0	602.0
R1	604.8	604.8	601.3	606.8
PP	599.5	599.5	599.5	600.5
S1	595.3	595.3	599.5	597.5
S2	590.3	590.3	598.8
S3	580.8	585.8	597.8
S4	571.3	576.5	595.3

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	705.8	691.8	621.8
R3	667.3	653.3	611.3
R2	628.8	628.8	607.8
R1	614.8	614.8	604.3	621.8
PP	590.3	590.3	590.3	594.0
S1	576.3	576.3	597.0	583.3
S2	551.8	551.8	593.5
S3	513.3	537.8	590.0
S4	474.8	499.3	579.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	604.5	576.2	28.3	4.7%	13.5	2.3%	86%	False	False	1,839
10	604.5	557.0	47.5	7.9%	12.8	2.1%	91%	False	False	948
20	604.5	557.0	47.5	7.9%	11.5	1.9%	91%	False	False	558
40	621.0	549.9	71.1	11.8%	12.5	2.1%	71%	False	False	357

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	2.2
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	643.8
2.618	628.5
1.618	619.0
1.000	613.3
0.618	609.5
HIGH	603.8
0.618	600.3
0.500	599.0
0.382	598.0
LOW	594.5
0.618	588.5
1.000	585.0
1.618	579.3
2.618	569.8
4.250	554.5

Fisher Pivots for day following 07-Dec-2009
Pivot	1 day	3 day
R1	600.0	598.5
PP	599.5	596.8
S1	599.0	594.8

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

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