ICE Russell 2000 Mini Future June 2010

Trading Metrics calculated at close of trading on 18-Jun-2010

Day Change Summary
	Previous	Current
	17-Jun-2010	18-Jun-2010	Change	Change %	Previous Week
Open	662.0	667.7	5.7	0.9%	645.8
High	671.8	669.3	-2.6	-0.4%	672.5
Low	656.4	665.0	8.6	1.3%	645.2
Close	667.5	669.3	1.8	0.3%	669.3
Range	15.4	4.3	-11.2	-72.4%	27.3
ATR	21.6	20.4	-1.2	-5.7%	0.0
Volume	73,609	23,456	-50,153	-68.1%	387,049

Daily Pivots for day following 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	680.5	679.3	671.5
R3	676.3	675.0	670.5
R2	672.0	672.0	670.0
R1	670.8	670.8	669.8	671.5
PP	667.8	667.8	667.8	668.3
S1	666.5	666.5	668.8	667.0
S2	663.5	663.5	668.5
S3	659.3	662.3	668.0
S4	655.0	658.0	667.0

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	744.3	734.0	684.3
R3	717.0	706.8	676.8
R2	689.5	689.5	674.3
R1	679.5	679.5	671.8	684.5
PP	662.3	662.3	662.3	664.8
S1	652.3	652.3	666.8	657.3
S2	635.0	635.0	664.3
S3	607.8	624.8	661.8
S4	580.5	597.5	654.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	672.5	645.2	27.3	4.1%	13.8	2.1%	88%	False	False	77,409
10	672.5	605.5	67.0	10.0%	17.8	2.7%	95%	False	False	137,723
20	672.5	605.5	67.0	10.0%	21.0	3.1%	95%	False	False	156,978
40	745.0	605.5	139.5	20.8%	23.5	3.5%	46%	False	False	180,718
60	745.0	605.5	139.5	20.8%	19.5	2.9%	46%	False	False	162,296
80	745.0	605.5	139.5	20.8%	17.0	2.5%	46%	False	False	139,357
100	745.0	577.1	167.9	25.1%	15.5	2.3%	55%	False	False	111,547

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.9
Narrowest range in 82 trading days

Fibonacci Retracements and Extensions
4.250	687.3
2.618	680.5
1.618	676.3
1.000	673.5
0.618	672.0
HIGH	669.3
0.618	667.8
0.500	667.0
0.382	666.5
LOW	665.0
0.618	662.3
1.000	660.8
1.618	658.0
2.618	653.8
4.250	647.0

Fisher Pivots for day following 18-Jun-2010
Pivot	1 day	3 day
R1	668.5	667.8
PP	667.8	666.0
S1	667.0	664.5

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

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