ICE Russell 2000 Mini Future June 2013

Trading Metrics calculated at close of trading on 06-Mar-2013

Day Change Summary
	Previous	Current
	05-Mar-2013	06-Mar-2013	Change	Change %	Previous Week
Open	915.4	922.6	7.2	0.8%	912.0
High	924.9	927.6	2.7	0.3%	916.0
Low	913.5	922.6	9.1	1.0%	889.0
Close	922.3	924.7	2.4	0.3%	910.5
Range	11.4	5.0	-6.4	-56.1%	27.0
ATR	9.5	9.2	-0.3	-3.2%	0.0
Volume	13,410	63,683	50,273	374.9%	1,050

Daily Pivots for day following 06-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	940.0	937.3	927.5
R3	935.0	932.3	926.0
R2	930.0	930.0	925.5
R1	927.3	927.3	925.3	928.8
PP	925.0	925.0	925.0	925.5
S1	922.3	922.3	924.3	923.8
S2	920.0	920.0	923.8
S3	915.0	917.3	923.3
S4	910.0	912.3	922.0

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	927.6	895.3	32.3	3.5%	9.8	1.1%	91%	True	False	16,425
10	927.6	889.0	38.6	4.2%	11.8	1.3%	92%	True	False	8,277
20	929.9	889.0	40.9	4.4%	8.8	0.9%	87%	False	False	4,146
40	929.9	868.0	61.9	6.7%	5.3	0.6%	92%	False	False	2,077

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	2.8
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	948.8
2.618	940.8
1.618	935.8
1.000	932.5
0.618	930.8
HIGH	927.5
0.618	925.8
0.500	925.0
0.382	924.5
LOW	922.5
0.618	919.5
1.000	917.5
1.618	914.5
2.618	909.5
4.250	901.3

Fisher Pivots for day following 06-Mar-2013
Pivot	1 day	3 day
R1	925.0	921.8
PP	925.0	918.8
S1	924.8	915.8

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

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