ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 16-Jul-2013

Day Change Summary
	Previous	Current
	15-Jul-2013	16-Jul-2013	Change	Change %	Previous Week
Open	1,031.3	1,042.2	10.9	1.1%	1,003.3
High	1,042.7	1,043.3	0.6	0.1%	1,036.9
Low	1,031.3	1,034.0	2.7	0.3%	1,002.6
Close	1,042.1	1,037.4	-4.7	-0.5%	1,032.4
Range	11.4	9.3	-2.1	-18.4%	34.3
ATR	14.1	13.7	-0.3	-2.4%	0.0
Volume	73,309	75,640	2,331	3.2%	458,069

Daily Pivots for day following 16-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,066.3	1,061.0	1,042.5
R3	1,056.8	1,051.8	1,040.0
R2	1,047.5	1,047.5	1,039.0
R1	1,042.5	1,042.5	1,038.3	1,040.3
PP	1,038.3	1,038.3	1,038.3	1,037.3
S1	1,033.3	1,033.3	1,036.5	1,031.0
S2	1,029.0	1,029.0	1,035.8
S3	1,019.8	1,023.8	1,034.8
S4	1,010.3	1,014.5	1,032.3

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,126.8	1,114.0	1,051.3
R3	1,092.5	1,079.8	1,041.8
R2	1,058.3	1,058.3	1,038.8
R1	1,045.3	1,045.3	1,035.5	1,051.8
PP	1,024.0	1,024.0	1,024.0	1,027.3
S1	1,011.0	1,011.0	1,029.3	1,017.5
S2	989.8	989.8	1,026.0
S3	955.3	976.8	1,023.0
S4	921.0	942.5	1,013.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,043.3	1,012.8	30.5	2.9%	9.8	0.9%	81%	True	False	84,829
10	1,043.3	977.8	65.5	6.3%	11.0	1.1%	91%	True	False	89,969
20	1,043.3	938.0	105.3	10.2%	15.0	1.4%	94%	True	False	123,829
40	1,043.3	938.0	105.3	10.2%	14.3	1.4%	94%	True	False	74,154
60	1,043.3	915.8	127.5	12.3%	10.0	1.0%	95%	True	False	49,462
80	1,043.3	893.4	149.9	14.4%	7.8	0.7%	96%	True	False	37,097

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,082.8
2.618	1,067.8
1.618	1,058.3
1.000	1,052.5
0.618	1,049.0
HIGH	1,043.3
0.618	1,039.8
0.500	1,038.8
0.382	1,037.5
LOW	1,034.0
0.618	1,028.3
1.000	1,024.8
1.618	1,019.0
2.618	1,009.8
4.250	994.5

Fisher Pivots for day following 16-Jul-2013
Pivot	1 day	3 day
R1	1,038.8	1,036.8
PP	1,038.3	1,036.0
S1	1,037.8	1,035.3

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

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