ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 21-Aug-2013

Day Change Summary
	Previous	Current
	20-Aug-2013	21-Aug-2013	Change	Change %	Previous Week
Open	1,012.7	1,026.3	13.6	1.3%	1,045.1
High	1,028.7	1,030.2	1.5	0.1%	1,057.0
Low	1,008.2	1,015.0	6.8	0.7%	1,019.4
Close	1,026.6	1,017.7	-8.9	-0.9%	1,021.0
Range	20.5	15.2	-5.3	-25.9%	37.6
ATR	13.1	13.3	0.1	1.1%	0.0
Volume	100,802	129,947	29,145	28.9%	457,169

Daily Pivots for day following 21-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,066.5	1,057.3	1,026.0
R3	1,051.3	1,042.3	1,022.0
R2	1,036.3	1,036.3	1,020.5
R1	1,027.0	1,027.0	1,019.0	1,024.0
PP	1,021.0	1,021.0	1,021.0	1,019.5
S1	1,011.8	1,011.8	1,016.3	1,008.8
S2	1,005.8	1,005.8	1,015.0
S3	990.5	996.5	1,013.5
S4	975.3	981.3	1,009.3

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	1,044.5	1,008.2	36.3	3.6%	16.0	1.6%	26%	False	False	107,305
10	1,057.0	1,008.2	48.8	4.8%	14.0	1.4%	19%	False	False	94,771
20	1,062.0	1,008.2	53.8	5.3%	12.8	1.3%	18%	False	False	87,086
40	1,062.0	952.0	110.0	10.8%	12.5	1.2%	60%	False	False	89,385
60	1,062.0	938.0	124.0	12.2%	13.8	1.3%	64%	False	False	86,044
80	1,062.0	915.8	146.2	14.4%	11.5	1.1%	70%	False	False	64,558
100	1,062.0	893.4	168.6	16.6%	9.5	0.9%	74%	False	False	51,647

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,094.8
2.618	1,070.0
1.618	1,054.8
1.000	1,045.5
0.618	1,039.5
HIGH	1,030.3
0.618	1,024.5
0.500	1,022.5
0.382	1,020.8
LOW	1,015.0
0.618	1,005.5
1.000	999.8
1.618	990.5
2.618	975.3
4.250	950.5

Fisher Pivots for day following 21-Aug-2013
Pivot	1 day	3 day
R1	1,022.5	1,019.3
PP	1,021.0	1,018.8
S1	1,019.3	1,018.3

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

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