ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 15-Mar-2010

Day Change Summary
	Previous	Current
	12-Mar-2010	15-Mar-2010	Change	Change %	Previous Week
Open	674.4	673.7	-0.7	-0.1%	662.0
High	677.7	674.5	-3.2	-0.5%	677.7
Low	668.9	666.3	-2.6	-0.4%	660.8
Close	674.5	671.8	-2.7	-0.4%	674.5
Range	8.8	8.2	-0.6	-6.8%	16.9
ATR	9.1	9.0	-0.1	-0.7%	0.0
Volume	165,435	145,535	-19,900	-12.0%	229,996

Daily Pivots for day following 15-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	695.5	691.8	676.3
R3	687.3	683.8	674.0
R2	679.0	679.0	673.3
R1	675.5	675.5	672.5	673.3
PP	670.8	670.8	670.8	669.8
S1	667.3	667.3	671.0	665.0
S2	662.8	662.8	670.3
S3	654.5	659.0	669.5
S4	646.3	650.8	667.3

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	721.8	715.0	683.8
R3	704.8	698.0	679.3
R2	688.0	688.0	677.5
R1	681.3	681.3	676.0	684.5
PP	671.0	671.0	671.0	672.8
S1	664.3	664.3	673.0	667.8
S2	654.0	654.0	671.5
S3	637.3	647.5	669.8
S4	620.3	630.5	665.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	677.7	660.8	16.9	2.5%	9.3	1.4%	65%	False	False	74,211
10	677.7	637.2	40.5	6.0%	8.5	1.3%	85%	False	False	39,034
20	677.7	607.8	69.9	10.4%	8.5	1.3%	92%	False	False	19,698
40	677.7	577.1	100.6	15.0%	9.3	1.4%	94%	False	False	9,963

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	1.2
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	709.3
2.618	696.0
1.618	687.8
1.000	682.8
0.618	679.5
HIGH	674.5
0.618	671.3
0.500	670.5
0.382	669.5
LOW	666.3
0.618	661.3
1.000	658.0
1.618	653.0
2.618	644.8
4.250	631.5

Fisher Pivots for day following 15-Mar-2010
Pivot	1 day	3 day
R1	671.3	671.8
PP	670.8	671.5
S1	670.5	671.5

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

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