ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 08-Dec-2010

Day Change Summary
	Previous	Current
	07-Dec-2010	08-Dec-2010	Change	Change %	Previous Week
Open	757.6	762.0	4.4	0.6%	730.9
High	768.4	765.8	-2.6	-0.3%	754.9
Low	756.0	758.9	2.9	0.4%	716.7
Close	761.6	763.5	1.9	0.2%	752.3
Range	12.4	6.9	-5.5	-44.4%	38.2
ATR	11.2	10.9	-0.3	-2.7%	0.0
Volume	18,014	32,725	14,711	81.7%	2,758

Daily Pivots for day following 08-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	783.5	780.3	767.3
R3	776.5	773.5	765.5
R2	769.8	769.8	764.8
R1	766.5	766.5	764.3	768.0
PP	762.8	762.8	762.8	763.5
S1	759.8	759.8	762.8	761.3
S2	755.8	755.8	762.3
S3	749.0	752.8	761.5
S4	742.0	745.8	759.8

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	856.0	842.3	773.3
R3	817.8	804.0	762.8
R2	779.5	779.5	759.3
R1	766.0	766.0	755.8	772.8
PP	741.3	741.3	741.3	744.8
S1	727.8	727.8	748.8	734.5
S2	703.0	703.0	745.3
S3	665.0	689.5	741.8
S4	626.8	651.3	731.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	768.4	738.4	30.0	3.9%	11.0	1.4%	84%	False	False	11,342
10	768.4	716.7	51.7	6.8%	10.3	1.4%	91%	False	False	5,986
20	768.4	698.7	69.7	9.1%	9.8	1.3%	93%	False	False	3,085
40	768.4	688.1	80.3	10.5%	8.8	1.1%	94%	False	False	1,668

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.2
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	795.0
2.618	783.8
1.618	777.0
1.000	772.8
0.618	770.0
HIGH	765.8
0.618	763.3
0.500	762.3
0.382	761.5
LOW	759.0
0.618	754.8
1.000	752.0
1.618	747.8
2.618	740.8
4.250	729.5

Fisher Pivots for day following 08-Dec-2010
Pivot	1 day	3 day
R1	763.0	761.8
PP	762.8	759.8
S1	762.3	758.0

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

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