ICE Russell 2000 Mini Future March 2010

Trading Metrics calculated at close of trading on 11-Dec-2009

Day Change Summary
	Previous	Current
	10-Dec-2009	11-Dec-2009	Change	Change %	Previous Week
Open	596.0	593.7	-2.3	-0.4%	600.2
High	600.8	599.2	-1.6	-0.3%	603.8
Low	589.4	590.5	1.1	0.2%	589.1
Close	593.1	597.9	4.8	0.8%	597.9
Range	11.4	8.7	-2.7	-23.7%	14.7
ATR	12.9	12.6	-0.3	-2.3%	0.0
Volume	35,603	127,243	91,640	257.4%	175,755

Daily Pivots for day following 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	622.0	618.8	602.8
R3	613.3	610.0	600.3
R2	604.5	604.5	599.5
R1	601.3	601.3	598.8	603.0
PP	595.8	595.8	595.8	596.8
S1	592.5	592.5	597.0	594.3
S2	587.3	587.3	596.3
S3	578.5	583.8	595.5
S4	569.8	575.3	593.0

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	641.0	634.3	606.0
R3	626.3	619.5	602.0
R2	611.8	611.8	600.5
R1	604.8	604.8	599.3	600.8
PP	597.0	597.0	597.0	595.0
S1	590.0	590.0	596.5	586.3
S2	582.3	582.3	595.3
S3	567.5	575.3	593.8
S4	552.8	560.8	589.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	603.8	589.1	14.7	2.5%	11.0	1.8%	60%	False	False	35,151
10	604.5	566.0	38.5	6.4%	12.5	2.1%	83%	False	False	18,296
20	604.5	557.0	47.5	7.9%	11.8	2.0%	86%	False	False	9,178
40	621.0	549.9	71.1	11.9%	12.8	2.1%	68%	False	False	4,696

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.1
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	636.3
2.618	622.0
1.618	613.3
1.000	608.0
0.618	604.5
HIGH	599.3
0.618	596.0
0.500	594.8
0.382	593.8
LOW	590.5
0.618	585.0
1.000	581.8
1.618	576.5
2.618	567.8
4.250	553.5

Fisher Pivots for day following 11-Dec-2009
Pivot	1 day	3 day
R1	597.0	597.0
PP	595.8	596.0
S1	594.8	595.0

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

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