ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 04-Mar-2010

Day Change Summary
	Previous	Current
	03-Mar-2010	04-Mar-2010	Change	Change %	Previous Week
Open	645.0	644.9	-0.1	0.0%	628.2
High	650.9	650.5	-0.4	-0.1%	630.8
Low	644.3	644.9	0.6	0.1%	616.7
Close	647.2	649.3	2.1	0.3%	625.2
Range	6.6	5.6	-1.0	-15.2%	14.1
ATR	9.1	8.9	-0.3	-2.8%	0.0
Volume	4,172	1,562	-2,610	-62.6%	3,193

Daily Pivots for day following 04-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	665.0	662.8	652.3
R3	659.5	657.3	650.8
R2	653.8	653.8	650.3
R1	651.5	651.5	649.8	652.8
PP	648.3	648.3	648.3	648.8
S1	646.0	646.0	648.8	647.0
S2	642.5	642.5	648.3
S3	637.0	640.3	647.8
S4	631.5	634.8	646.3

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	666.5	660.0	633.0
R3	652.5	645.8	629.0
R2	638.3	638.3	627.8
R1	631.8	631.8	626.5	628.0
PP	624.3	624.3	624.3	622.3
S1	617.8	617.8	624.0	614.0
S2	610.3	610.3	622.5
S3	596.0	603.5	621.3
S4	582.0	589.5	617.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	650.9	621.3	29.6	4.6%	8.5	1.3%	94%	False	False	2,293
10	650.9	616.7	34.2	5.3%	8.5	1.3%	95%	False	False	1,383
20	650.9	577.1	73.8	11.4%	8.5	1.3%	98%	False	False	826
40	650.9	577.1	73.8	11.4%	8.8	1.3%	98%	False	False	470

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.0
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	674.3
2.618	665.3
1.618	659.5
1.000	656.0
0.618	654.0
HIGH	650.5
0.618	648.3
0.500	647.8
0.382	647.0
LOW	645.0
0.618	641.5
1.000	639.3
1.618	635.8
2.618	630.3
4.250	621.0

Fisher Pivots for day following 04-Mar-2010
Pivot	1 day	3 day
R1	648.8	647.5
PP	648.3	645.8
S1	647.8	644.0

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

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