ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 26-Mar-2010

Day Change Summary
	Previous	Current
	25-Mar-2010	26-Mar-2010	Change	Change %	Previous Week
Open	681.5	675.7	-5.8	-0.9%	667.9
High	691.7	683.9	-7.8	-1.1%	691.7
Low	675.6	673.8	-1.8	-0.3%	664.1
Close	677.2	677.3	0.1	0.0%	677.3
Range	16.1	10.1	-6.0	-37.3%	27.6
ATR	10.1	10.1	0.0	0.0%	0.0
Volume	117,961	151,981	34,020	28.8%	664,186

Daily Pivots for day following 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	708.8	703.0	682.8
R3	698.5	693.0	680.0
R2	688.5	688.5	679.3
R1	682.8	682.8	678.3	685.8
PP	678.3	678.3	678.3	679.8
S1	672.8	672.8	676.3	675.5
S2	668.3	668.3	675.5
S3	658.3	662.8	674.5
S4	648.0	652.5	671.8

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	760.5	746.5	692.5
R3	733.0	719.0	685.0
R2	705.3	705.3	682.3
R1	691.3	691.3	679.8	698.3
PP	677.8	677.8	677.8	681.3
S1	663.8	663.8	674.8	670.8
S2	650.0	650.0	672.3
S3	622.5	636.0	669.8
S4	595.0	608.5	662.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	691.7	664.1	27.6	4.1%	12.5	1.9%	48%	False	False	132,837
10	691.7	664.1	27.6	4.1%	10.8	1.6%	48%	False	False	143,463
20	691.7	626.8	64.9	9.6%	10.0	1.5%	78%	False	False	83,981
40	691.7	577.1	114.6	16.9%	9.8	1.4%	87%	False	False	42,165

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	2.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	726.8
2.618	710.3
1.618	700.3
1.000	694.0
0.618	690.3
HIGH	684.0
0.618	680.0
0.500	678.8
0.382	677.8
LOW	673.8
0.618	667.5
1.000	663.8
1.618	657.5
2.618	647.3
4.250	631.0

Fisher Pivots for day following 26-Mar-2010
Pivot	1 day	3 day
R1	678.8	682.8
PP	678.3	681.0
S1	677.8	679.0

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

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