ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 08-Jul-2013

Day Change Summary
	Previous	Current
	05-Jul-2013	08-Jul-2013	Change	Change %	Previous Week
Open	1,000.9	1,003.3	2.4	0.2%	973.5
High	1,004.3	1,009.9	5.6	0.6%	1,004.3
Low	988.3	1,002.6	14.3	1.4%	970.6
Close	1,003.1	1,006.6	3.5	0.3%	1,003.1
Range	16.0	7.3	-8.7	-54.4%	33.7
ATR	15.9	15.3	-0.6	-3.9%	0.0
Volume	95,857	95,667	-190	-0.2%	414,311

Daily Pivots for day following 08-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,028.3	1,024.8	1,010.5
R3	1,021.0	1,017.5	1,008.5
R2	1,013.8	1,013.8	1,008.0
R1	1,010.3	1,010.3	1,007.3	1,012.0
PP	1,006.3	1,006.3	1,006.3	1,007.3
S1	1,002.8	1,002.8	1,006.0	1,004.5
S2	999.0	999.0	1,005.3
S3	991.8	995.5	1,004.5
S4	984.5	988.3	1,002.5

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,093.8	1,082.3	1,021.8
R3	1,060.0	1,048.5	1,012.3
R2	1,026.3	1,026.3	1,009.3
R1	1,014.8	1,014.8	1,006.3	1,020.5
PP	992.8	992.8	992.8	995.5
S1	981.0	981.0	1,000.0	986.8
S2	959.0	959.0	997.0
S3	925.3	947.3	993.8
S4	891.5	913.8	984.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,009.9	970.6	39.3	3.9%	14.5	1.4%	92%	True	False	101,995
10	1,009.9	938.0	71.9	7.1%	16.3	1.6%	95%	True	False	118,185
20	1,009.9	938.0	71.9	7.1%	17.0	1.7%	95%	True	False	122,586
40	1,009.9	938.0	71.9	7.1%	13.0	1.3%	95%	True	False	61,371
60	1,009.9	893.4	116.5	11.6%	9.0	0.9%	97%	True	False	40,939

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	3.8
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	1,041.0
2.618	1,029.0
1.618	1,021.8
1.000	1,017.3
0.618	1,014.5
HIGH	1,010.0
0.618	1,007.0
0.500	1,006.3
0.382	1,005.5
LOW	1,002.5
0.618	998.0
1.000	995.3
1.618	990.8
2.618	983.5
4.250	971.5

Fisher Pivots for day following 08-Jul-2013
Pivot	1 day	3 day
R1	1,006.5	1,002.3
PP	1,006.3	998.0
S1	1,006.3	993.8

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

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