ICE Russell 2000 Mini Future June 2013

Trading Metrics calculated at close of trading on 18-Jun-2013

Day Change Summary
	Previous	Current
	17-Jun-2013	18-Jun-2013	Change	Change %	Previous Week
Open	980.0	989.1	9.1	0.9%	982.7
High	993.0	1,003.3	10.3	1.0%	992.5
Low	980.0	989.1	9.1	0.9%	961.5
Close	989.5	1,000.1	10.6	1.1%	979.9
Range	13.0	14.2	1.2	9.2%	31.0
ATR	16.4	16.2	-0.2	-0.9%	0.0
Volume	100,585	85,109	-15,476	-15.4%	787,584

Daily Pivots for day following 18-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,040.0	1,034.3	1,008.0
R3	1,026.0	1,020.0	1,004.0
R2	1,011.8	1,011.8	1,002.8
R1	1,006.0	1,006.0	1,001.5	1,008.8
PP	997.5	997.5	997.5	999.0
S1	991.8	991.8	998.8	994.5
S2	983.3	983.3	997.5
S3	969.0	977.5	996.3
S4	955.0	963.3	992.3

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,071.0	1,056.5	997.0
R3	1,040.0	1,025.5	988.5
R2	1,009.0	1,009.0	985.5
R1	994.5	994.5	982.8	986.3
PP	978.0	978.0	978.0	973.8
S1	963.5	963.5	977.0	955.3
S2	947.0	947.0	974.3
S3	916.0	932.5	971.5
S4	885.0	901.5	962.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,003.3	961.5	41.8	4.2%	18.0	1.8%	92%	True	False	136,524
10	1,003.3	961.4	41.9	4.2%	17.0	1.7%	92%	True	False	143,018
20	1,008.4	961.4	47.0	4.7%	17.5	1.7%	82%	False	False	128,838
40	1,008.4	906.8	101.6	10.2%	15.0	1.5%	92%	False	False	111,290
60	1,008.4	894.2	114.2	11.4%	15.5	1.5%	93%	False	False	114,480
80	1,008.4	889.0	119.4	11.9%	14.3	1.4%	93%	False	False	104,981
100	1,008.4	889.0	119.4	11.9%	12.5	1.2%	93%	False	False	83,988
120	1,008.4	820.7	187.7	18.8%	10.5	1.0%	96%	False	False	69,991

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,063.8
2.618	1,040.5
1.618	1,026.3
1.000	1,017.5
0.618	1,012.0
HIGH	1,003.3
0.618	998.0
0.500	996.3
0.382	994.5
LOW	989.0
0.618	980.3
1.000	975.0
1.618	966.0
2.618	952.0
4.250	928.8

Fisher Pivots for day following 18-Jun-2013
Pivot	1 day	3 day
R1	998.8	997.0
PP	997.5	994.0
S1	996.3	990.8

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

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