ICE Russell 2000 Mini Future December 2013

Trading Metrics calculated at close of trading on 18-Sep-2013

Day Change Summary
	Previous	Current
	17-Sep-2013	18-Sep-2013	Change	Change %	Previous Week
Open	1,050.2	1,064.3	14.1	1.3%	1,026.9
High	1,065.1	1,078.3	13.2	1.2%	1,054.0
Low	1,049.5	1,054.3	4.8	0.5%	1,026.9
Close	1,063.7	1,072.8	9.1	0.9%	1,049.8
Range	15.6	24.0	8.4	53.8%	27.1
ATR	11.3	12.2	0.9	8.0%	0.0
Volume	118,618	148,930	30,312	25.6%	264,347

Daily Pivots for day following 18-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,140.5	1,130.8	1,086.0
R3	1,116.5	1,106.8	1,079.5
R2	1,092.5	1,092.5	1,077.3
R1	1,082.8	1,082.8	1,075.0	1,087.5
PP	1,068.5	1,068.5	1,068.5	1,071.0
S1	1,058.8	1,058.8	1,070.5	1,063.5
S2	1,044.5	1,044.5	1,068.5
S3	1,020.5	1,034.8	1,066.3
S4	996.5	1,010.8	1,059.5

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,124.8	1,114.5	1,064.8
R3	1,097.8	1,087.3	1,057.3
R2	1,070.8	1,070.8	1,054.8
R1	1,060.3	1,060.3	1,052.3	1,065.5
PP	1,043.5	1,043.5	1,043.5	1,046.3
S1	1,033.3	1,033.3	1,047.3	1,038.3
S2	1,016.5	1,016.5	1,044.8
S3	989.3	1,006.0	1,042.3
S4	962.3	979.0	1,035.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,078.3	1,043.0	35.3	3.3%	14.5	1.4%	84%	True	False	128,951
10	1,078.3	1,009.6	68.7	6.4%	12.8	1.2%	92%	True	False	68,820
20	1,078.3	1,003.2	75.1	7.0%	10.8	1.0%	93%	True	False	34,554
40	1,078.3	1,003.2	75.1	7.0%	6.5	0.6%	93%	True	False	17,278
60	1,078.3	961.0	117.3	10.9%	4.5	0.4%	95%	True	False	11,521

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.7
Widest range in 64 trading days

Fibonacci Retracements and Extensions
4.250	1,180.3
2.618	1,141.3
1.618	1,117.3
1.000	1,102.3
0.618	1,093.3
HIGH	1,078.3
0.618	1,069.3
0.500	1,066.3
0.382	1,063.5
LOW	1,054.3
0.618	1,039.5
1.000	1,030.3
1.618	1,015.5
2.618	991.5
4.250	952.3

Fisher Pivots for day following 18-Sep-2013
Pivot	1 day	3 day
R1	1,070.8	1,069.8
PP	1,068.5	1,066.8
S1	1,066.3	1,064.0

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

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