ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 16-Jun-2011

Day Change Summary
	Previous	Current
	15-Jun-2011	16-Jun-2011	Change	Change %	Previous Week
Open	790.5	775.8	-14.7	-1.9%	805.5
High	791.1	784.8	-6.3	-0.8%	806.0
Low	773.0	768.4	-4.6	-0.6%	772.5
Close	776.9	779.2	2.3	0.3%	776.0
Range	18.1	16.4	-1.7	-9.4%	33.5
ATR	13.2	13.4	0.2	1.7%	0.0
Volume	256,983	222,111	-34,872	-13.6%	318,744

Daily Pivots for day following 16-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	826.8	819.3	788.3
R3	810.3	803.0	783.8
R2	793.8	793.8	782.3
R1	786.5	786.5	780.8	790.3
PP	777.5	777.5	777.5	779.3
S1	770.3	770.3	777.8	773.8
S2	761.0	761.0	776.3
S3	744.8	753.8	774.8
S4	728.3	737.3	770.3

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	885.3	864.3	794.5
R3	851.8	830.8	785.3
R2	818.3	818.3	782.3
R1	797.3	797.3	779.0	791.0
PP	784.8	784.8	784.8	781.8
S1	763.8	763.8	773.0	757.5
S2	751.3	751.3	769.8
S3	717.8	730.3	766.8
S4	684.3	696.8	757.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	792.9	768.4	24.5	3.1%	16.5	2.1%	44%	False	True	224,942
10	819.8	768.4	51.4	6.6%	14.5	1.9%	21%	False	True	126,508
20	848.7	768.4	80.3	10.3%	13.5	1.7%	13%	False	True	63,424
40	863.0	768.4	94.6	12.1%	10.8	1.4%	11%	False	True	31,746

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	2.0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	854.5
2.618	827.8
1.618	811.3
1.000	801.3
0.618	795.0
HIGH	784.8
0.618	778.5
0.500	776.5
0.382	774.8
LOW	768.5
0.618	758.3
1.000	752.0
1.618	741.8
2.618	725.5
4.250	698.8

Fisher Pivots for day following 16-Jun-2011
Pivot	1 day	3 day
R1	778.3	780.8
PP	777.5	780.3
S1	776.5	779.8

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

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