ICE Russell 2000 Mini Future March 2010

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

Day Change Summary
	Previous	Current
	08-Dec-2009	09-Dec-2009	Change	Change %	Previous Week
Open	603.7	596.0	-7.7	-1.3%	576.1
High	603.7	600.0	-3.7	-0.6%	604.5
Low	589.5	589.1	-0.4	-0.1%	566.0
Close	594.3	594.5	0.2	0.0%	600.6
Range	14.2	10.9	-3.3	-23.2%	38.5
ATR	13.2	13.0	-0.2	-1.2%	0.0
Volume	2,886	7,941	5,055	175.2%	7,212

Daily Pivots for day following 09-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	627.3	621.8	600.5
R3	616.3	610.8	597.5
R2	605.5	605.5	596.5
R1	600.0	600.0	595.5	597.3
PP	594.5	594.5	594.5	593.3
S1	589.0	589.0	593.5	586.3
S2	583.8	583.8	592.5
S3	572.8	578.3	591.5
S4	561.8	567.3	588.5

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	585.0	19.5	3.3%	13.5	2.3%	49%	False	False	3,480
10	604.5	557.0	47.5	8.0%	14.3	2.4%	79%	False	False	2,021
20	604.5	557.0	47.5	8.0%	12.0	2.0%	79%	False	False	1,093
40	621.0	549.9	71.1	12.0%	12.8	2.1%	63%	False	False	627

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	646.3
2.618	628.5
1.618	617.8
1.000	611.0
0.618	606.8
HIGH	600.0
0.618	595.8
0.500	594.5
0.382	593.3
LOW	589.0
0.618	582.3
1.000	578.3
1.618	571.5
2.618	560.5
4.250	542.8

Fisher Pivots for day following 09-Dec-2009
Pivot	1 day	3 day
R1	594.5	596.5
PP	594.5	595.8
S1	594.5	595.3

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

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