ICE Russell 2000 Mini Future June 2013

Trading Metrics calculated at close of trading on 04-Mar-2013

Day Change Summary
	Previous	Current
	01-Mar-2013	04-Mar-2013	Change	Change %	Previous Week
Open	902.5	908.9	6.4	0.7%	912.0
High	910.5	913.8	3.3	0.4%	916.0
Low	895.3	903.8	8.5	0.9%	889.0
Close	910.5	912.9	2.4	0.3%	910.5
Range	15.2	10.0	-5.2	-34.2%	27.0
ATR	9.3	9.3	0.1	0.5%	0.0
Volume	376	4,587	4,211	1,119.9%	1,050

Daily Pivots for day following 04-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	940.3	936.5	918.5
R3	930.3	926.5	915.8
R2	920.3	920.3	914.8
R1	916.5	916.5	913.8	918.3
PP	910.3	910.3	910.3	911.0
S1	906.5	906.5	912.0	908.3
S2	900.3	900.3	911.0
S3	890.3	896.5	910.3
S4	880.3	886.5	907.5

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	986.3	975.3	925.3
R3	959.3	948.3	918.0
R2	932.3	932.3	915.5
R1	921.3	921.3	913.0	913.3
PP	905.3	905.3	905.3	901.0
S1	894.3	894.3	908.0	886.3
S2	878.3	878.3	905.5
S3	851.3	867.3	903.0
S4	824.3	840.3	895.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	913.8	889.0	24.8	2.7%	11.5	1.3%	96%	True	False	1,041
10	929.9	889.0	40.9	4.5%	13.0	1.4%	58%	False	False	571
20	929.9	889.0	40.9	4.5%	8.3	0.9%	58%	False	False	295
40	929.9	868.0	61.9	6.8%	4.8	0.5%	73%	False	False	150

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	2.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	956.3
2.618	940.0
1.618	930.0
1.000	923.8
0.618	920.0
HIGH	913.8
0.618	910.0
0.500	908.8
0.382	907.5
LOW	903.8
0.618	897.5
1.000	893.8
1.618	887.5
2.618	877.5
4.250	861.3

Fisher Pivots for day following 04-Mar-2013
Pivot	1 day	3 day
R1	911.5	910.0
PP	910.3	907.3
S1	908.8	904.5

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

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