ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 17-Sep-2013

Day Change Summary
	Previous	Current
	16-Sep-2013	17-Sep-2013	Change	Change %	Previous Week
Open	1,056.4	1,054.4	-2.0	-0.2%	1,026.8
High	1,069.9	1,068.9	-1.0	-0.1%	1,057.9
Low	1,054.2	1,053.0	-1.2	-0.1%	1,026.8
Close	1,055.5	1,067.6	12.1	1.1%	1,053.7
Range	15.7	15.9	0.2	1.3%	31.1
ATR	13.8	14.0	0.1	1.1%	0.0
Volume	90,319	55,910	-34,409	-38.1%	504,675

Daily Pivots for day following 17-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,110.8	1,105.3	1,076.3
R3	1,095.0	1,089.3	1,072.0
R2	1,079.0	1,079.0	1,070.5
R1	1,073.3	1,073.3	1,069.0	1,076.3
PP	1,063.3	1,063.3	1,063.3	1,064.5
S1	1,057.5	1,057.5	1,066.3	1,060.3
S2	1,047.3	1,047.3	1,064.8
S3	1,031.3	1,041.5	1,063.3
S4	1,015.5	1,025.8	1,058.8

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,139.5	1,127.8	1,070.8
R3	1,108.3	1,096.5	1,062.3
R2	1,077.3	1,077.3	1,059.5
R1	1,065.5	1,065.5	1,056.5	1,071.3
PP	1,046.3	1,046.3	1,046.3	1,049.0
S1	1,034.3	1,034.3	1,050.8	1,040.3
S2	1,015.0	1,015.0	1,048.0
S3	984.0	1,003.3	1,045.3
S4	952.8	972.3	1,036.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,069.9	1,046.8	23.1	2.2%	11.0	1.0%	90%	False	False	96,361
10	1,069.9	1,012.4	57.5	5.4%	13.0	1.2%	96%	False	False	91,786
20	1,069.9	1,006.2	63.7	6.0%	15.3	1.4%	96%	False	False	95,719
40	1,069.9	1,006.2	63.7	6.0%	13.8	1.3%	96%	False	False	89,575
60	1,069.9	938.0	131.9	12.4%	13.5	1.3%	98%	False	False	92,896
80	1,069.9	938.0	131.9	12.4%	13.8	1.3%	98%	False	False	85,580
100	1,069.9	915.8	154.1	14.4%	12.0	1.1%	99%	False	False	68,482
120	1,069.9	893.4	176.5	16.5%	10.0	0.9%	99%	False	False	57,069

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.5
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,136.5
2.618	1,110.5
1.618	1,094.8
1.000	1,084.8
0.618	1,078.8
HIGH	1,069.0
0.618	1,062.8
0.500	1,061.0
0.382	1,059.0
LOW	1,053.0
0.618	1,043.3
1.000	1,037.0
1.618	1,027.3
2.618	1,011.3
4.250	985.5

Fisher Pivots for day following 17-Sep-2013
Pivot	1 day	3 day
R1	1,065.5	1,064.5
PP	1,063.3	1,061.5
S1	1,061.0	1,058.3

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

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