ICE Russell 2000 Mini Future December 2010

Trading Metrics calculated at close of trading on 10-Sep-2010

Day Change Summary
	Previous	Current
	09-Sep-2010	10-Sep-2010	Change	Change %	Previous Week
Open	631.5	631.6	0.1	0.0%	641.4
High	642.1	637.7	-4.4	-0.7%	643.4
Low	626.9	630.0	3.1	0.5%	625.3
Close	631.5	633.5	2.0	0.3%	633.5
Range	15.2	7.7	-7.5	-49.3%	18.1
ATR	14.4	13.9	-0.5	-3.3%	0.0
Volume	125,667	179,390	53,723	42.8%	349,993

Daily Pivots for day following 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	656.8	652.8	637.8
R3	649.3	645.3	635.5
R2	641.5	641.5	635.0
R1	637.5	637.5	634.3	639.5
PP	633.8	633.8	633.8	634.8
S1	629.8	629.8	632.8	631.8
S2	626.0	626.0	632.0
S3	618.3	622.0	631.5
S4	610.8	614.3	629.3

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	688.3	679.0	643.5
R3	670.3	661.0	638.5
R2	652.3	652.3	636.8
R1	642.8	642.8	635.3	638.5
PP	634.0	634.0	634.0	632.0
S1	624.8	624.8	631.8	620.3
S2	616.0	616.0	630.3
S3	597.8	606.8	628.5
S4	579.8	588.5	623.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	643.4	625.3	18.1	2.9%	10.8	1.7%	45%	False	False	69,998
10	643.4	592.3	51.1	8.1%	13.5	2.1%	81%	False	False	35,354
20	643.4	585.3	58.1	9.2%	13.8	2.2%	83%	False	False	17,818
40	667.5	585.3	82.2	13.0%	14.0	2.2%	59%	False	False	9,045

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.0
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	670.5
2.618	657.8
1.618	650.3
1.000	645.5
0.618	642.5
HIGH	637.8
0.618	634.8
0.500	633.8
0.382	633.0
LOW	630.0
0.618	625.3
1.000	622.3
1.618	617.5
2.618	609.8
4.250	597.3

Fisher Pivots for day following 10-Sep-2010
Pivot	1 day	3 day
R1	633.8	634.0
PP	633.8	633.8
S1	633.5	633.8

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

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