ICE Russell 2000 Mini Future June 2013

Trading Metrics calculated at close of trading on 10-Jun-2013

Day Change Summary
	Previous	Current
	07-Jun-2013	10-Jun-2013	Change	Change %	Previous Week
Open	979.6	982.7	3.1	0.3%	981.7
High	988.8	992.5	3.7	0.4%	996.1
Low	977.0	980.8	3.8	0.4%	961.4
Close	983.2	991.9	8.7	0.9%	983.2
Range	11.8	11.7	-0.1	-0.8%	34.7
ATR	15.6	15.3	-0.3	-1.8%	0.0
Volume	129,958	121,788	-8,170	-6.3%	769,907

Daily Pivots for day following 10-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,023.5	1,019.5	998.3
R3	1,011.8	1,007.8	995.0
R2	1,000.0	1,000.0	994.0
R1	996.0	996.0	993.0	998.0
PP	988.5	988.5	988.5	989.5
S1	984.3	984.3	990.8	986.3
S2	976.8	976.8	989.8
S3	965.0	972.5	988.8
S4	953.3	961.0	985.5

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%	16.5	1.7%	88%	False	False	143,522
10	1,005.6	961.4	44.2	4.5%	16.5	1.7%	69%	False	False	134,509
20	1,008.4	961.4	47.0	4.7%	15.0	1.5%	65%	False	False	111,222
40	1,008.4	894.2	114.2	11.5%	15.8	1.6%	86%	False	False	112,456
60	1,008.4	894.2	114.2	11.5%	14.8	1.5%	86%	False	False	111,761
80	1,008.4	889.0	119.4	12.0%	13.5	1.4%	86%	False	False	94,339
100	1,008.4	887.0	121.4	12.2%	11.5	1.1%	86%	False	False	75,474
120	1,008.4	820.7	187.7	18.9%	9.5	1.0%	91%	False	False	62,895

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 13 trading days

Fibonacci Retracements and Extensions
4.250	1,042.3
2.618	1,023.3
1.618	1,011.5
1.000	1,004.3
0.618	999.8
HIGH	992.5
0.618	988.0
0.500	986.8
0.382	985.3
LOW	980.8
0.618	973.5
1.000	969.0
1.618	961.8
2.618	950.3
4.250	931.0

Fisher Pivots for day following 10-Jun-2013
Pivot	1 day	3 day
R1	990.3	987.0
PP	988.5	982.0
S1	986.8	977.0

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

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