ICE Russell 2000 Mini Future June 2013

Trading Metrics calculated at close of trading on 19-Feb-2013

Day Change Summary
	Previous	Current
	18-Feb-2013	19-Feb-2013	Change	Change %	Previous Week
Open	918.7	919.3	0.6	0.1%	905.0
High	918.7	927.0	8.3	0.9%	920.7
Low	918.7	919.3	0.6	0.1%	905.0
Close	918.7	927.8	9.1	1.0%	918.7
Range	0.0	7.7	7.7		15.7
ATR	5.1	5.3	0.2	4.5%	0.0
Volume	7	12	5	71.4%	89

Daily Pivots for day following 19-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	947.8	945.5	932.0
R3	940.0	937.8	930.0
R2	932.5	932.5	929.3
R1	930.0	930.0	928.5	931.3
PP	924.8	924.8	924.8	925.3
S1	922.5	922.5	927.0	923.5
S2	917.0	917.0	926.5
S3	909.3	914.8	925.8
S4	901.5	907.0	923.5

Weekly Pivots for week ending 15-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	962.0	956.0	927.3
R3	946.3	940.3	923.0
R2	930.5	930.5	921.5
R1	924.5	924.5	920.3	927.5
PP	914.8	914.8	914.8	916.3
S1	909.0	909.0	917.3	911.8
S2	899.0	899.0	915.8
S3	883.5	893.3	914.5
S4	867.8	877.5	910.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	927.0	911.8	15.2	1.6%	3.8	0.4%	105%	True	False	16
10	927.0	896.9	30.1	3.2%	4.3	0.5%	103%	True	False	20
20	927.0	891.1	35.9	3.9%	3.3	0.3%	102%	True	False	14
40	927.0	820.7	106.3	11.5%	2.0	0.2%	101%	True	False	10

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.2
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	959.8
2.618	947.3
1.618	939.5
1.000	934.8
0.618	931.8
HIGH	927.0
0.618	924.0
0.500	923.3
0.382	922.3
LOW	919.3
0.618	914.5
1.000	911.5
1.618	906.8
2.618	899.3
4.250	886.5

Fisher Pivots for day following 19-Feb-2013
Pivot	1 day	3 day
R1	926.3	926.0
PP	924.8	924.0
S1	923.3	922.3

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

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