ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 04-Sep-2013

Day Change Summary
	Previous	Current
	03-Sep-2013	04-Sep-2013	Change	Change %	Previous Week
Open	1,021.5	1,015.7	-5.8	-0.6%	1,036.2
High	1,028.7	1,027.0	-1.7	-0.2%	1,043.6
Low	1,006.2	1,012.5	6.3	0.6%	1,007.2
Close	1,016.2	1,025.5	9.3	0.9%	1,010.1
Range	22.5	14.5	-8.0	-35.6%	36.4
ATR	15.2	15.2	-0.1	-0.3%	0.0
Volume	126,598	78,503	-48,095	-38.0%	498,076

Daily Pivots for day following 04-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,065.3	1,059.8	1,033.5
R3	1,050.8	1,045.3	1,029.5
R2	1,036.3	1,036.3	1,028.3
R1	1,030.8	1,030.8	1,026.8	1,033.5
PP	1,021.8	1,021.8	1,021.8	1,023.0
S1	1,016.3	1,016.3	1,024.3	1,019.0
S2	1,007.3	1,007.3	1,022.8
S3	992.8	1,001.8	1,021.5
S4	978.3	987.3	1,017.5

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,129.5	1,106.3	1,030.0
R3	1,093.0	1,069.8	1,020.0
R2	1,056.8	1,056.8	1,016.8
R1	1,033.5	1,033.5	1,013.5	1,026.8
PP	1,020.3	1,020.3	1,020.3	1,017.0
S1	997.0	997.0	1,006.8	990.5
S2	984.0	984.0	1,003.5
S3	947.5	960.5	1,000.0
S4	911.0	924.3	990.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,028.9	1,006.2	22.7	2.2%	16.8	1.6%	85%	False	False	98,941
10	1,043.6	1,006.2	37.4	3.6%	16.8	1.6%	52%	False	False	97,422
20	1,057.0	1,006.2	50.8	5.0%	15.0	1.5%	38%	False	False	93,443
40	1,062.0	1,006.2	55.8	5.4%	13.0	1.3%	35%	False	False	86,634
60	1,062.0	938.0	124.0	12.1%	14.5	1.4%	71%	False	False	99,972
80	1,062.0	938.0	124.0	12.1%	13.3	1.3%	71%	False	False	75,092
100	1,062.0	893.4	168.6	16.4%	10.8	1.1%	78%	False	False	60,089

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.1
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,088.5
2.618	1,065.0
1.618	1,050.5
1.000	1,041.5
0.618	1,036.0
HIGH	1,027.0
0.618	1,021.5
0.500	1,019.8
0.382	1,018.0
LOW	1,012.5
0.618	1,003.5
1.000	998.0
1.618	989.0
2.618	974.5
4.250	951.0

Fisher Pivots for day following 04-Sep-2013
Pivot	1 day	3 day
R1	1,023.5	1,022.8
PP	1,021.8	1,020.3
S1	1,019.8	1,017.5

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

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