ICE Russell 2000 Mini Future March 2011

Trading Metrics calculated at close of trading on 14-Dec-2010

Day Change Summary
	Previous	Current
	13-Dec-2010	14-Dec-2010	Change	Change %	Previous Week
Open	774.7	770.6	-4.1	-0.5%	752.5
High	778.2	773.7	-4.5	-0.6%	775.7
Low	769.4	768.2	-1.2	-0.2%	747.5
Close	771.6	770.2	-1.4	-0.2%	773.6
Range	8.8	5.5	-3.3	-37.5%	28.2
ATR	10.9	10.5	-0.4	-3.5%	0.0
Volume	176,229	160,485	-15,744	-8.9%	295,436

Daily Pivots for day following 14-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	787.3	784.3	773.3
R3	781.8	778.8	771.8
R2	776.3	776.3	771.3
R1	773.3	773.3	770.8	772.0
PP	770.8	770.8	770.8	770.0
S1	767.8	767.8	769.8	766.5
S2	765.3	765.3	769.3
S3	759.8	762.3	768.8
S4	754.3	756.8	767.3

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	850.3	840.0	789.0
R3	822.0	812.0	781.3
R2	793.8	793.8	778.8
R1	783.8	783.8	776.3	788.8
PP	765.5	765.5	765.5	768.0
S1	755.5	755.5	771.0	760.5
S2	737.5	737.5	768.5
S3	709.3	727.3	765.8
S4	681.0	699.0	758.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	778.2	757.1	21.1	2.7%	9.0	1.2%	62%	False	False	122,005
10	778.2	727.5	50.7	6.6%	10.8	1.4%	84%	False	False	63,474
20	778.2	703.5	74.7	9.7%	9.8	1.3%	89%	False	False	31,885
40	778.2	691.9	86.3	11.2%	9.3	1.2%	91%	False	False	16,100

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	2.8
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	797.0
2.618	788.0
1.618	782.5
1.000	779.3
0.618	777.0
HIGH	773.8
0.618	771.5
0.500	771.0
0.382	770.3
LOW	768.3
0.618	764.8
1.000	762.8
1.618	759.3
2.618	753.8
4.250	744.8

Fisher Pivots for day following 14-Dec-2010
Pivot	1 day	3 day
R1	771.0	771.0
PP	770.8	770.8
S1	770.5	770.5

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

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