ICE Russell 2000 Mini Future September 2010

Trading Metrics calculated at close of trading on 31-May-2010

Day Change Summary
	Previous	Current
	28-May-2010	31-May-2010	Change	Change %	Previous Week
Open	664.4	659.0	-5.4	-0.8%	642.6
High	669.0	663.3	-5.7	-0.9%	669.0
Low	653.9	658.5	4.6	0.7%	614.6
Close	658.7	658.7	0.0	0.0%	658.7
Range	15.1	4.8	-10.3	-68.2%	54.4
ATR	21.4	20.2	-1.2	-5.5%	0.0
Volume	807	858	51	6.3%	3,456

Daily Pivots for day following 31-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	674.5	671.5	661.3
R3	669.8	666.8	660.0
R2	665.0	665.0	659.5
R1	661.8	661.8	659.3	661.0
PP	660.3	660.3	660.3	659.8
S1	657.0	657.0	658.3	656.3
S2	655.3	655.3	657.8
S3	650.5	652.3	657.5
S4	645.8	647.5	656.0

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	810.8	789.0	688.5
R3	756.3	734.8	673.8
R2	701.8	701.8	668.8
R1	680.3	680.3	663.8	691.0
PP	647.5	647.5	647.5	652.8
S1	625.8	625.8	653.8	636.8
S2	593.0	593.0	648.8
S3	538.8	571.5	643.8
S4	484.3	517.0	628.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	669.0	614.6	54.4	8.3%	18.8	2.9%	81%	False	False	791
10	700.9	614.6	86.3	13.1%	21.5	3.3%	51%	False	False	567
20	719.4	614.6	104.8	15.9%	23.8	3.6%	42%	False	False	429
40	742.0	614.6	127.4	19.3%	17.3	2.6%	35%	False	False	329

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.0
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	683.8
2.618	675.8
1.618	671.0
1.000	668.0
0.618	666.3
HIGH	663.3
0.618	661.5
0.500	661.0
0.382	660.3
LOW	658.5
0.618	655.5
1.000	653.8
1.618	650.8
2.618	646.0
4.250	638.0

Fisher Pivots for day following 31-May-2010
Pivot	1 day	3 day
R1	661.0	657.0
PP	660.3	655.3
S1	659.5	653.5

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

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