ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 17-Jun-2011

Day Change Summary
	Previous	Current
	16-Jun-2011	17-Jun-2011	Change	Change %	Previous Week
Open	775.8	781.1	5.3	0.7%	775.2
High	784.8	789.0	4.2	0.5%	792.9
Low	768.4	774.2	5.8	0.8%	768.4
Close	779.2	778.1	-1.1	-0.1%	778.1
Range	16.4	14.8	-1.6	-9.8%	24.5
ATR	13.4	13.5	0.1	0.7%	0.0
Volume	222,111	163,152	-58,959	-26.5%	1,107,969

Daily Pivots for day following 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	824.8	816.3	786.3
R3	810.0	801.5	782.3
R2	795.3	795.3	780.8
R1	786.8	786.8	779.5	783.5
PP	780.5	780.5	780.5	779.0
S1	771.8	771.8	776.8	768.8
S2	765.8	765.8	775.5
S3	750.8	757.0	774.0
S4	736.0	742.3	770.0

Weekly Pivots for week ending 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	853.3	840.3	791.5
R3	828.8	815.8	784.8
R2	804.3	804.3	782.5
R1	791.3	791.3	780.3	797.8
PP	779.8	779.8	779.8	783.0
S1	766.8	766.8	775.8	773.3
S2	755.3	755.3	773.5
S3	730.8	742.3	771.3
S4	706.3	717.8	764.5

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%	16.3	2.1%	40%	False	False	221,593
10	806.0	768.4	37.6	4.8%	14.3	1.8%	26%	False	False	142,671
20	848.7	768.4	80.3	10.3%	14.0	1.8%	12%	False	False	71,581
40	863.0	768.4	94.6	12.2%	11.3	1.4%	10%	False	False	35,824

Crabel Price Patterns
NR	True
NR4	True
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	2.6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	852.0
2.618	827.8
1.618	813.0
1.000	803.8
0.618	798.3
HIGH	789.0
0.618	783.3
0.500	781.5
0.382	779.8
LOW	774.3
0.618	765.0
1.000	759.5
1.618	750.3
2.618	735.5
4.250	711.3

Fisher Pivots for day following 17-Jun-2011
Pivot	1 day	3 day
R1	781.5	779.8
PP	780.5	779.3
S1	779.3	778.8

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

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