ICE Russell 2000 Mini Future March 2013

Trading Metrics calculated at close of trading on 01-Feb-2013

Day Change Summary
	Previous	Current
	31-Jan-2013	01-Feb-2013	Change	Change %	Previous Week
Open	893.3	903.0	9.7	1.1%	903.5
High	902.6	912.0	9.4	1.0%	912.0
Low	891.1	902.5	11.4	1.3%	891.1
Close	900.1	908.0	7.9	0.9%	908.0
Range	11.5	9.5	-2.0	-17.4%	20.9
ATR	10.0	10.1	0.1	1.4%	0.0
Volume	111,536	104,795	-6,741	-6.0%	495,038

Daily Pivots for day following 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	936.0	931.5	913.3
R3	926.5	922.0	910.5
R2	917.0	917.0	909.8
R1	912.5	912.5	908.8	914.8
PP	907.5	907.5	907.5	908.5
S1	903.0	903.0	907.3	905.3
S2	898.0	898.0	906.3
S3	888.5	893.5	905.5
S4	879.0	884.0	902.8

Weekly Pivots for week ending 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	966.5	958.0	919.5
R3	945.5	937.3	913.8
R2	924.5	924.5	911.8
R1	916.3	916.3	910.0	920.5
PP	903.8	903.8	903.8	905.8
S1	895.5	895.5	906.0	899.5
S2	882.8	882.8	904.3
S3	862.0	874.5	902.3
S4	841.0	853.5	896.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	912.0	891.1	20.9	2.3%	10.3	1.1%	81%	True	False	99,007
10	912.0	885.7	26.3	2.9%	9.5	1.1%	85%	True	False	83,135
20	912.0	868.1	43.9	4.8%	8.8	1.0%	91%	True	False	82,125
40	912.0	810.9	101.1	11.1%	10.3	1.1%	96%	True	False	79,975
60	912.0	760.1	151.9	16.7%	8.5	0.9%	97%	True	False	53,333
80	912.0	760.1	151.9	16.7%	6.8	0.7%	97%	True	False	40,007

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	1.7
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	952.5
2.618	936.8
1.618	927.3
1.000	921.5
0.618	917.8
HIGH	912.0
0.618	908.3
0.500	907.3
0.382	906.3
LOW	902.5
0.618	896.8
1.000	893.0
1.618	887.3
2.618	877.8
4.250	862.0

Fisher Pivots for day following 01-Feb-2013
Pivot	1 day	3 day
R1	907.8	905.8
PP	907.5	903.8
S1	907.3	901.5

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

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