ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 22-Jul-2013

Day Change Summary
	Previous	Current
	19-Jul-2013	22-Jul-2013	Change	Change %	Previous Week
Open	1,045.5	1,050.0	4.5	0.4%	1,031.3
High	1,050.3	1,053.5	3.2	0.3%	1,051.9
Low	1,042.6	1,047.1	4.5	0.4%	1,031.3
Close	1,049.6	1,052.7	3.1	0.3%	1,049.6
Range	7.7	6.4	-1.3	-16.9%	20.6
ATR	13.1	12.6	-0.5	-3.7%	0.0
Volume	69,215	62,607	-6,608	-9.5%	383,909

Daily Pivots for day following 22-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,070.3	1,068.0	1,056.3
R3	1,064.0	1,061.5	1,054.5
R2	1,057.5	1,057.5	1,053.8
R1	1,055.0	1,055.0	1,053.3	1,056.3
PP	1,051.0	1,051.0	1,051.0	1,051.8
S1	1,048.8	1,048.8	1,052.0	1,050.0
S2	1,044.8	1,044.8	1,051.5
S3	1,038.3	1,042.3	1,051.0
S4	1,032.0	1,036.0	1,049.3

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,106.0	1,098.5	1,061.0
R3	1,085.5	1,077.8	1,055.3
R2	1,064.8	1,064.8	1,053.5
R1	1,057.3	1,057.3	1,051.5	1,061.0
PP	1,044.3	1,044.3	1,044.3	1,046.3
S1	1,036.8	1,036.8	1,047.8	1,040.5
S2	1,023.8	1,023.8	1,045.8
S3	1,003.0	1,016.0	1,044.0
S4	982.5	995.5	1,038.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,053.5	1,034.0	19.5	1.9%	9.5	0.9%	96%	True	False	74,641
10	1,053.5	1,006.6	46.9	4.5%	9.8	0.9%	98%	True	False	80,891
20	1,053.5	938.0	115.5	11.0%	13.0	1.2%	99%	True	False	99,538
40	1,053.5	938.0	115.5	11.0%	13.8	1.3%	99%	True	False	81,585
60	1,053.5	915.8	137.7	13.1%	10.8	1.0%	99%	True	False	54,421
80	1,053.5	893.4	160.1	15.2%	8.3	0.8%	100%	True	False	40,816

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	1.9
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	1,080.8
2.618	1,070.3
1.618	1,063.8
1.000	1,060.0
0.618	1,057.5
HIGH	1,053.5
0.618	1,051.0
0.500	1,050.3
0.382	1,049.5
LOW	1,047.0
0.618	1,043.3
1.000	1,040.8
1.618	1,036.8
2.618	1,030.3
4.250	1,020.0

Fisher Pivots for day following 22-Jul-2013
Pivot	1 day	3 day
R1	1,052.0	1,050.5
PP	1,051.0	1,048.3
S1	1,050.3	1,046.0

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

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