ICE Russell 2000 Mini Future June 2013

Trading Metrics calculated at close of trading on 07-Jun-2013

Day Change Summary
	Previous	Current
	06-Jun-2013	07-Jun-2013	Change	Change %	Previous Week
Open	969.4	979.6	10.2	1.1%	981.7
High	980.5	988.8	8.3	0.8%	996.1
Low	961.4	977.0	15.6	1.6%	961.4
Close	979.9	983.2	3.3	0.3%	983.2
Range	19.1	11.8	-7.3	-38.2%	34.7
ATR	15.9	15.6	-0.3	-1.8%	0.0
Volume	167,864	129,958	-37,906	-22.6%	769,907

Daily Pivots for day following 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,018.5	1,012.5	989.8
R3	1,006.5	1,000.8	986.5
R2	994.8	994.8	985.3
R1	989.0	989.0	984.3	992.0
PP	983.0	983.0	983.0	984.5
S1	977.3	977.3	982.0	980.0
S2	971.3	971.3	981.0
S3	959.5	965.5	980.0
S4	947.5	953.5	976.8

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,084.3	1,068.5	1,002.3
R3	1,049.8	1,033.8	992.8
R2	1,015.0	1,015.0	989.5
R1	999.0	999.0	986.5	1,007.0
PP	980.3	980.3	980.3	984.3
S1	964.3	964.3	980.0	972.3
S2	945.5	945.5	976.8
S3	910.8	929.8	973.8
S4	876.3	895.0	964.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	996.1	961.4	34.7	3.5%	18.0	1.8%	63%	False	False	153,981
10	1,005.6	961.4	44.2	4.5%	17.0	1.7%	49%	False	False	122,572
20	1,008.4	961.4	47.0	4.8%	15.0	1.5%	46%	False	False	109,655
40	1,008.4	894.2	114.2	11.6%	15.8	1.6%	78%	False	False	111,955
60	1,008.4	894.2	114.2	11.6%	14.8	1.5%	78%	False	False	111,293
80	1,008.4	889.0	119.4	12.1%	13.5	1.4%	79%	False	False	92,817
100	1,008.4	882.0	126.4	12.9%	11.3	1.1%	80%	False	False	74,256
120	1,008.4	820.7	187.7	19.1%	9.5	1.0%	87%	False	False	61,881

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	3.5
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1,039.0
2.618	1,019.8
1.618	1,008.0
1.000	1,000.5
0.618	996.0
HIGH	988.8
0.618	984.3
0.500	983.0
0.382	981.5
LOW	977.0
0.618	969.8
1.000	965.3
1.618	958.0
2.618	946.0
4.250	926.8

Fisher Pivots for day following 07-Jun-2013
Pivot	1 day	3 day
R1	983.0	980.5
PP	983.0	977.8
S1	983.0	975.0

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

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