ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 13-Jun-2013

Day Change Summary
	Previous	Current
	12-Jun-2013	13-Jun-2013	Change	Change %	Previous Week
Open	979.9	966.7	-13.2	-1.3%	977.8
High	985.7	988.0	2.3	0.2%	991.0
Low	965.9	958.7	-7.2	-0.7%	959.7
Close	966.2	985.9	19.7	2.0%	979.7
Range	19.8	29.3	9.5	48.0%	31.3
ATR	12.2	13.5	1.2	10.0%	0.0
Volume	35,662	91,250	55,588	155.9%	2,046

Daily Pivots for day following 13-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,065.5	1,055.0	1,002.0
R3	1,036.3	1,025.8	994.0
R2	1,006.8	1,006.8	991.3
R1	996.3	996.3	988.5	1,001.5
PP	977.5	977.5	977.5	980.3
S1	967.0	967.0	983.3	972.3
S2	948.3	948.3	980.5
S3	919.0	937.8	977.8
S4	889.8	908.5	969.8

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,070.8	1,056.5	997.0
R3	1,039.5	1,025.3	988.3
R2	1,008.0	1,008.0	985.5
R1	994.0	994.0	982.5	1,001.0
PP	976.8	976.8	976.8	980.3
S1	962.5	962.5	976.8	969.8
S2	945.5	945.5	974.0
S3	914.3	931.3	971.0
S4	883.0	900.0	962.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	989.2	958.7	30.5	3.1%	17.3	1.8%	89%	False	True	28,034
10	991.0	958.7	32.3	3.3%	16.5	1.7%	84%	False	True	14,198
20	1,001.6	958.7	42.9	4.4%	12.3	1.3%	63%	False	True	7,145
40	1,001.6	903.4	98.2	10.0%	7.0	0.7%	84%	False	False	3,611

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.8
Widest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	1,112.5
2.618	1,064.8
1.618	1,035.5
1.000	1,017.3
0.618	1,006.0
HIGH	988.0
0.618	976.8
0.500	973.3
0.382	970.0
LOW	958.8
0.618	940.5
1.000	929.5
1.618	911.3
2.618	882.0
4.250	834.3

Fisher Pivots for day following 13-Jun-2013
Pivot	1 day	3 day
R1	981.8	981.8
PP	977.5	977.5
S1	973.3	973.3

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

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