ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 06-Sep-2013

Day Change Summary
	Previous	Current
	05-Sep-2013	06-Sep-2013	Change	Change %	Previous Week
Open	1,026.7	1,027.9	1.2	0.1%	1,021.5
High	1,030.7	1,034.4	3.7	0.4%	1,034.4
Low	1,023.8	1,012.4	-11.4	-1.1%	1,006.2
Close	1,027.3	1,028.1	0.8	0.1%	1,028.1
Range	6.9	22.0	15.1	218.8%	28.2
ATR	14.6	15.1	0.5	3.6%	0.0
Volume	70,800	117,656	46,856	66.2%	393,557

Daily Pivots for day following 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,091.0	1,081.5	1,040.3
R3	1,069.0	1,059.5	1,034.3
R2	1,047.0	1,047.0	1,032.3
R1	1,037.5	1,037.5	1,030.0	1,042.3
PP	1,025.0	1,025.0	1,025.0	1,027.3
S1	1,015.5	1,015.5	1,026.0	1,020.3
S2	1,003.0	1,003.0	1,024.0
S3	981.0	993.5	1,022.0
S4	959.0	971.5	1,016.0

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,107.5	1,096.0	1,043.5
R3	1,079.3	1,067.8	1,035.8
R2	1,051.0	1,051.0	1,033.3
R1	1,039.5	1,039.5	1,030.8	1,045.3
PP	1,023.0	1,023.0	1,023.0	1,025.8
S1	1,011.5	1,011.5	1,025.5	1,017.3
S2	994.8	994.8	1,023.0
S3	966.5	983.3	1,020.3
S4	938.3	955.0	1,012.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,034.4	1,006.2	28.2	2.7%	17.5	1.7%	78%	True	False	102,553
10	1,043.6	1,006.2	37.4	3.6%	16.0	1.6%	59%	False	False	95,047
20	1,057.0	1,006.2	50.8	4.9%	15.5	1.5%	43%	False	False	95,059
40	1,062.0	1,006.2	55.8	5.4%	13.3	1.3%	39%	False	False	86,579
60	1,062.0	938.0	124.0	12.1%	14.3	1.4%	73%	False	False	102,403
80	1,062.0	938.0	124.0	12.1%	13.5	1.3%	73%	False	False	77,448
100	1,062.0	893.4	168.6	16.4%	11.0	1.1%	80%	False	False	61,974

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	3.5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,128.0
2.618	1,092.0
1.618	1,070.0
1.000	1,056.5
0.618	1,048.0
HIGH	1,034.5
0.618	1,026.0
0.500	1,023.5
0.382	1,020.8
LOW	1,012.5
0.618	998.8
1.000	990.5
1.618	976.8
2.618	954.8
4.250	919.0

Fisher Pivots for day following 06-Sep-2013
Pivot	1 day	3 day
R1	1,026.5	1,026.5
PP	1,025.0	1,025.0
S1	1,023.5	1,023.5

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

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