ICE Russell 2000 Mini Future September 2013

Trading Metrics calculated at close of trading on 19-Sep-2013

Day Change Summary
	Previous	Current
	18-Sep-2013	19-Sep-2013	Change	Change %	Previous Week
Open	1,068.3	1,074.8	6.5	0.6%	1,026.8
High	1,082.2	1,082.6	0.4	0.0%	1,057.9
Low	1,058.2	1,072.4	14.2	1.3%	1,026.8
Close	1,076.8	1,078.2	1.4	0.1%	1,053.7
Range	24.0	10.2	-13.8	-57.5%	31.1
ATR	14.7	14.4	-0.3	-2.2%	0.0
Volume	48,075	26,057	-22,018	-45.8%	504,675

Daily Pivots for day following 19-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,108.3	1,103.5	1,083.8
R3	1,098.3	1,093.3	1,081.0
R2	1,088.0	1,088.0	1,080.0
R1	1,083.0	1,083.0	1,079.3	1,085.5
PP	1,077.8	1,077.8	1,077.8	1,079.0
S1	1,072.8	1,072.8	1,077.3	1,075.3
S2	1,067.5	1,067.5	1,076.3
S3	1,057.3	1,062.8	1,075.5
S4	1,047.3	1,052.5	1,072.5

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	1,082.6	1,046.8	35.8	3.3%	14.8	1.4%	88%	True	False	62,272
10	1,082.6	1,012.4	70.2	6.5%	14.3	1.3%	94%	True	False	84,269
20	1,082.6	1,006.2	76.4	7.1%	15.0	1.4%	94%	True	False	87,888
40	1,082.6	1,006.2	76.4	7.1%	14.0	1.3%	94%	True	False	87,487
60	1,082.6	952.0	130.6	12.1%	13.5	1.2%	97%	True	False	88,886
80	1,082.6	938.0	144.6	13.4%	14.0	1.3%	97%	True	False	86,505
100	1,082.6	915.8	166.8	15.5%	12.3	1.1%	97%	True	False	69,224
120	1,082.6	893.4	189.2	17.5%	10.3	1.0%	98%	True	False	57,687

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1,126.0
2.618	1,109.3
1.618	1,099.0
1.000	1,092.8
0.618	1,089.0
HIGH	1,082.5
0.618	1,078.8
0.500	1,077.5
0.382	1,076.3
LOW	1,072.5
0.618	1,066.0
1.000	1,062.3
1.618	1,056.0
2.618	1,045.8
4.250	1,029.0

Fisher Pivots for day following 19-Sep-2013
Pivot	1 day	3 day
R1	1,078.0	1,074.8
PP	1,077.8	1,071.3
S1	1,077.5	1,067.8

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

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