ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 09-Sep-2013

Day Change Summary
	Previous	Current
	06-Sep-2013	09-Sep-2013	Change	Change %	Previous Week
Open	1,027.9	1,026.8	-1.1	-0.1%	1,021.5
High	1,034.4	1,045.2	10.8	1.0%	1,034.4
Low	1,012.4	1,026.8	14.4	1.4%	1,006.2
Close	1,028.1	1,044.0	15.9	1.5%	1,028.1
Range	22.0	18.4	-3.6	-16.4%	28.2
ATR	15.1	15.3	0.2	1.6%	0.0
Volume	117,656	74,530	-43,126	-36.7%	393,557

Daily Pivots for day following 09-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,093.8	1,087.3	1,054.0
R3	1,075.5	1,069.0	1,049.0
R2	1,057.0	1,057.0	1,047.3
R1	1,050.5	1,050.5	1,045.8	1,053.8
PP	1,038.8	1,038.8	1,038.8	1,040.3
S1	1,032.3	1,032.3	1,042.3	1,035.5
S2	1,020.3	1,020.3	1,040.8
S3	1,001.8	1,013.8	1,039.0
S4	983.5	995.3	1,034.0

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	1,045.2	1,006.2	39.0	3.7%	16.8	1.6%	97%	True	False	93,617
10	1,045.2	1,006.2	39.0	3.7%	17.0	1.6%	97%	True	False	96,616
20	1,057.0	1,006.2	50.8	4.9%	16.0	1.5%	74%	False	False	94,345
40	1,062.0	1,006.2	55.8	5.3%	13.5	1.3%	68%	False	False	86,329
60	1,062.0	938.0	124.0	11.9%	14.0	1.3%	85%	False	False	102,124
80	1,062.0	938.0	124.0	11.9%	13.8	1.3%	85%	False	False	78,379
100	1,062.0	903.4	158.6	15.2%	11.3	1.1%	89%	False	False	62,719

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	3.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,123.5
2.618	1,093.3
1.618	1,075.0
1.000	1,063.5
0.618	1,056.5
HIGH	1,045.3
0.618	1,038.3
0.500	1,036.0
0.382	1,033.8
LOW	1,026.8
0.618	1,015.5
1.000	1,008.5
1.618	997.0
2.618	978.8
4.250	948.5

Fisher Pivots for day following 09-Sep-2013
Pivot	1 day	3 day
R1	1,041.3	1,039.0
PP	1,038.8	1,033.8
S1	1,036.0	1,028.8

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

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