ICE Russell 2000 Mini Future June 2013

Trading Metrics calculated at close of trading on 19-Jun-2013

Day Change Summary
	Previous	Current
	18-Jun-2013	19-Jun-2013	Change	Change %	Previous Week
Open	989.1	1,000.8	11.7	1.2%	982.7
High	1,003.3	1,002.6	-0.7	-0.1%	992.5
Low	989.1	983.2	-5.9	-0.6%	961.5
Close	1,000.1	985.6	-14.5	-1.4%	979.9
Range	14.2	19.4	5.2	36.6%	31.0
ATR	16.2	16.4	0.2	1.4%	0.0
Volume	85,109	43,230	-41,879	-49.2%	787,584

Daily Pivots for day following 19-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,048.8	1,036.5	996.3
R3	1,029.3	1,017.3	991.0
R2	1,009.8	1,009.8	989.3
R1	997.8	997.8	987.5	994.0
PP	990.5	990.5	990.5	988.8
S1	978.3	978.3	983.8	974.8
S2	971.0	971.0	982.0
S3	951.8	959.0	980.3
S4	932.3	939.5	975.0

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%	17.8	1.8%	58%	False	False	106,754
10	1,003.3	961.4	41.9	4.3%	17.0	1.7%	58%	False	False	131,433
20	1,008.4	961.4	47.0	4.8%	18.0	1.8%	51%	False	False	127,097
40	1,008.4	920.4	88.0	8.9%	15.0	1.5%	74%	False	False	109,091
60	1,008.4	894.2	114.2	11.6%	15.5	1.6%	80%	False	False	112,953
80	1,008.4	889.0	119.4	12.1%	14.3	1.4%	81%	False	False	105,516
100	1,008.4	889.0	119.4	12.1%	12.5	1.3%	81%	False	False	84,421
120	1,008.4	842.6	165.8	16.8%	10.8	1.1%	86%	False	False	70,351

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	3.1
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,085.0
2.618	1,053.5
1.618	1,034.0
1.000	1,022.0
0.618	1,014.5
HIGH	1,002.5
0.618	995.3
0.500	993.0
0.382	990.5
LOW	983.3
0.618	971.3
1.000	963.8
1.618	951.8
2.618	932.5
4.250	900.8

Fisher Pivots for day following 19-Jun-2013
Pivot	1 day	3 day
R1	993.0	991.8
PP	990.5	989.8
S1	988.0	987.5

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

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