ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 24-Jun-2011

Day Change Summary
	Previous	Current
	23-Jun-2011	24-Jun-2011	Change	Change %	Previous Week
Open	793.0	800.7	7.7	1.0%	774.8
High	801.2	805.4	4.2	0.5%	807.1
Low	779.0	790.7	11.7	1.5%	770.7
Close	799.4	794.3	-5.1	-0.6%	794.3
Range	22.2	14.7	-7.5	-33.8%	36.4
ATR	14.7	14.7	0.0	0.0%	0.0
Volume	221,305	116,051	-105,254	-47.6%	741,593

Daily Pivots for day following 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	841.0	832.3	802.5
R3	826.3	817.5	798.3
R2	811.5	811.5	797.0
R1	803.0	803.0	795.8	799.8
PP	796.8	796.8	796.8	795.3
S1	788.3	788.3	793.0	785.3
S2	782.0	782.0	791.5
S3	767.5	773.5	790.3
S4	752.8	758.8	786.3

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	900.0	883.5	814.3
R3	863.5	847.0	804.3
R2	827.0	827.0	801.0
R1	810.8	810.8	797.8	819.0
PP	790.8	790.8	790.8	794.8
S1	774.3	774.3	791.0	782.5
S2	754.3	754.3	787.8
S3	718.0	738.0	784.3
S4	681.5	701.5	774.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	807.1	770.7	36.4	4.6%	17.3	2.2%	65%	False	False	148,318
10	807.1	768.4	38.7	4.9%	16.8	2.1%	67%	False	False	184,956
20	848.7	768.4	80.3	10.1%	15.0	1.9%	32%	False	False	108,609
40	863.0	768.4	94.6	11.9%	13.0	1.6%	27%	False	False	54,363

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	4.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	868.0
2.618	844.0
1.618	829.3
1.000	820.0
0.618	814.5
HIGH	805.5
0.618	799.8
0.500	798.0
0.382	796.3
LOW	790.8
0.618	781.5
1.000	776.0
1.618	767.0
2.618	752.3
4.250	728.3

Fisher Pivots for day following 24-Jun-2011
Pivot	1 day	3 day
R1	798.0	794.0
PP	796.8	793.5
S1	795.5	793.0

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

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