ICE Russell 2000 Mini Future December 2013

Trading Metrics calculated at close of trading on 14-Oct-2013

Day Change Summary
	Previous	Current
	11-Oct-2013	14-Oct-2013	Change	Change %	Previous Week
Open	1,065.1	1,074.6	9.5	0.9%	1,071.1
High	1,083.8	1,088.8	5.0	0.5%	1,083.8
Low	1,063.2	1,071.4	8.2	0.8%	1,034.7
Close	1,083.0	1,087.1	4.1	0.4%	1,083.0
Range	20.6	17.4	-3.2	-15.5%	49.1
ATR	15.2	15.4	0.2	1.0%	0.0
Volume	95,963	98,641	2,678	2.8%	623,880

Daily Pivots for day following 14-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,134.8	1,128.3	1,096.8
R3	1,117.3	1,110.8	1,092.0
R2	1,099.8	1,099.8	1,090.3
R1	1,093.5	1,093.5	1,088.8	1,096.8
PP	1,082.5	1,082.5	1,082.5	1,084.0
S1	1,076.0	1,076.0	1,085.5	1,079.3
S2	1,065.0	1,065.0	1,084.0
S3	1,047.8	1,058.8	1,082.3
S4	1,030.3	1,041.3	1,077.5

Weekly Pivots for week ending 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,214.5	1,197.8	1,110.0
R3	1,165.3	1,148.8	1,096.5
R2	1,116.3	1,116.3	1,092.0
R1	1,099.8	1,099.8	1,087.5	1,108.0
PP	1,067.3	1,067.3	1,067.3	1,071.3
S1	1,050.5	1,050.5	1,078.5	1,058.8
S2	1,018.0	1,018.0	1,074.0
S3	969.0	1,001.5	1,069.5
S4	919.8	952.3	1,056.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,088.8	1,034.7	54.1	5.0%	20.3	1.9%	97%	True	False	124,013
10	1,088.8	1,034.7	54.1	5.0%	17.3	1.6%	97%	True	False	114,972
20	1,088.8	1,034.7	54.1	5.0%	15.5	1.4%	97%	True	False	112,556
40	1,088.8	1,003.2	85.6	7.9%	12.8	1.2%	98%	True	False	66,867
60	1,088.8	1,003.2	85.6	7.9%	8.8	0.8%	98%	True	False	44,579
80	1,088.8	953.2	135.6	12.5%	6.8	0.6%	99%	True	False	33,435

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	2.2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,162.8
2.618	1,134.3
1.618	1,117.0
1.000	1,106.3
0.618	1,099.5
HIGH	1,088.8
0.618	1,082.3
0.500	1,080.0
0.382	1,078.0
LOW	1,071.5
0.618	1,060.8
1.000	1,054.0
1.618	1,043.3
2.618	1,025.8
4.250	997.5

Fisher Pivots for day following 14-Oct-2013
Pivot	1 day	3 day
R1	1,084.8	1,080.0
PP	1,082.5	1,073.0
S1	1,080.0	1,065.8

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

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