ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 25-Jul-2013

Day Change Summary
	Previous	Current
	24-Jul-2013	25-Jul-2013	Change	Change %	Previous Week
Open	1,051.9	1,044.0	-7.9	-0.8%	1,031.3
High	1,056.6	1,052.8	-3.8	-0.4%	1,051.9
Low	1,040.3	1,035.8	-4.5	-0.4%	1,031.3
Close	1,044.0	1,051.1	7.1	0.7%	1,049.6
Range	16.3	17.0	0.7	4.3%	20.6
ATR	12.6	12.9	0.3	2.5%	0.0
Volume	93,008	106,724	13,716	14.7%	383,909

Daily Pivots for day following 25-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,097.5	1,091.3	1,060.5
R3	1,080.5	1,074.3	1,055.8
R2	1,063.5	1,063.5	1,054.3
R1	1,057.3	1,057.3	1,052.8	1,060.5
PP	1,046.5	1,046.5	1,046.5	1,048.0
S1	1,040.3	1,040.3	1,049.5	1,043.5
S2	1,029.5	1,029.5	1,048.0
S3	1,012.5	1,023.3	1,046.5
S4	995.5	1,006.3	1,041.8

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,106.0	1,098.5	1,061.0
R3	1,085.5	1,077.8	1,055.3
R2	1,064.8	1,064.8	1,053.5
R1	1,057.3	1,057.3	1,051.5	1,061.0
PP	1,044.3	1,044.3	1,044.3	1,046.3
S1	1,036.8	1,036.8	1,047.8	1,040.5
S2	1,023.8	1,023.8	1,045.8
S3	1,003.0	1,016.0	1,044.0
S4	982.5	995.5	1,038.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,057.0	1,035.8	21.2	2.0%	11.3	1.1%	72%	False	True	79,240
10	1,057.0	1,027.1	29.9	2.8%	11.0	1.1%	80%	False	False	79,543
20	1,057.0	959.1	97.9	9.3%	12.5	1.2%	94%	False	False	91,665
40	1,057.0	938.0	119.0	11.3%	14.3	1.4%	95%	False	False	88,187
60	1,057.0	915.8	141.2	13.4%	11.5	1.1%	96%	False	False	58,827
80	1,057.0	893.4	163.6	15.6%	8.8	0.8%	96%	False	False	44,121

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.0
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1,125.0
2.618	1,097.3
1.618	1,080.3
1.000	1,069.8
0.618	1,063.3
HIGH	1,052.8
0.618	1,046.3
0.500	1,044.3
0.382	1,042.3
LOW	1,035.8
0.618	1,025.3
1.000	1,018.8
1.618	1,008.3
2.618	991.3
4.250	963.5

Fisher Pivots for day following 25-Jul-2013
Pivot	1 day	3 day
R1	1,048.8	1,049.5
PP	1,046.5	1,048.0
S1	1,044.3	1,046.5

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

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