ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 20-Aug-2013

Day Change Summary
	Previous	Current
	19-Aug-2013	20-Aug-2013	Change	Change %	Previous Week
Open	1,021.0	1,012.7	-8.3	-0.8%	1,045.1
High	1,024.1	1,028.7	4.6	0.4%	1,057.0
Low	1,011.2	1,008.2	-3.0	-0.3%	1,019.4
Close	1,012.4	1,026.6	14.2	1.4%	1,021.0
Range	12.9	20.5	7.6	58.9%	37.6
ATR	12.5	13.1	0.6	4.5%	0.0
Volume	91,721	100,802	9,081	9.9%	457,169

Daily Pivots for day following 20-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,082.8	1,075.3	1,038.0
R3	1,062.3	1,054.8	1,032.3
R2	1,041.8	1,041.8	1,030.3
R1	1,034.3	1,034.3	1,028.5	1,038.0
PP	1,021.3	1,021.3	1,021.3	1,023.0
S1	1,013.8	1,013.8	1,024.8	1,017.5
S2	1,000.8	1,000.8	1,022.8
S3	980.3	993.3	1,021.0
S4	959.8	972.8	1,015.3

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,145.3	1,120.8	1,041.8
R3	1,107.8	1,083.3	1,031.3
R2	1,070.0	1,070.0	1,028.0
R1	1,045.5	1,045.5	1,024.5	1,039.0
PP	1,032.5	1,032.5	1,032.5	1,029.3
S1	1,008.0	1,008.0	1,017.5	1,001.5
S2	994.8	994.8	1,014.0
S3	957.3	970.3	1,010.8
S4	919.8	932.8	1,000.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,052.2	1,008.2	44.0	4.3%	14.5	1.4%	42%	False	True	97,548
10	1,057.0	1,008.2	48.8	4.8%	13.3	1.3%	38%	False	True	89,464
20	1,062.0	1,008.2	53.8	5.2%	12.8	1.3%	34%	False	True	85,239
40	1,062.0	942.1	119.9	11.7%	12.5	1.2%	70%	False	False	89,144
60	1,062.0	938.0	124.0	12.1%	13.8	1.3%	71%	False	False	83,879
80	1,062.0	915.8	146.2	14.2%	11.3	1.1%	76%	False	False	62,933
100	1,062.0	893.4	168.6	16.4%	9.3	0.9%	79%	False	False	50,347

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.7
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,115.8
2.618	1,082.3
1.618	1,061.8
1.000	1,049.3
0.618	1,041.3
HIGH	1,028.8
0.618	1,020.8
0.500	1,018.5
0.382	1,016.0
LOW	1,008.3
0.618	995.5
1.000	987.8
1.618	975.0
2.618	954.5
4.250	921.0

Fisher Pivots for day following 20-Aug-2013
Pivot	1 day	3 day
R1	1,024.0	1,024.0
PP	1,021.3	1,021.3
S1	1,018.5	1,018.8

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

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