ICE Russell 2000 Mini Future March 2014

Trading Metrics calculated at close of trading on 05-Mar-2014

Day Change Summary
	Previous	Current
	04-Mar-2014	05-Mar-2014	Change	Change %	Previous Week
Open	1,176.7	1,205.2	28.5	2.4%	1,163.9
High	1,212.5	1,207.7	-4.8	-0.4%	1,193.7
Low	1,175.8	1,201.0	25.2	2.1%	1,159.6
Close	1,205.6	1,204.4	-1.2	-0.1%	1,181.9
Range	36.7	6.7	-30.0	-81.7%	34.1
ATR	18.9	18.0	-0.9	-4.6%	0.0
Volume	182,428	111,778	-70,650	-38.7%	627,100

Daily Pivots for day following 05-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,224.5	1,221.3	1,208.0
R3	1,217.8	1,214.5	1,206.3
R2	1,211.0	1,211.0	1,205.8
R1	1,207.8	1,207.8	1,205.0	1,206.0
PP	1,204.3	1,204.3	1,204.3	1,203.5
S1	1,201.0	1,201.0	1,203.8	1,199.3
S2	1,197.8	1,197.8	1,203.3
S3	1,191.0	1,194.3	1,202.5
S4	1,184.3	1,187.8	1,200.8

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,280.8	1,265.5	1,200.8
R3	1,246.5	1,231.3	1,191.3
R2	1,212.5	1,212.5	1,188.3
R1	1,197.3	1,197.3	1,185.0	1,204.8
PP	1,178.5	1,178.5	1,178.5	1,182.3
S1	1,163.0	1,163.0	1,178.8	1,170.8
S2	1,144.3	1,144.3	1,175.8
S3	1,110.3	1,129.0	1,172.5
S4	1,076.0	1,095.0	1,163.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,212.5	1,162.1	50.4	4.2%	19.5	1.6%	84%	False	False	149,053
10	1,212.5	1,141.1	71.4	5.9%	17.3	1.4%	89%	False	False	129,110
20	1,212.5	1,078.0	134.5	11.2%	17.3	1.4%	94%	False	False	125,004
40	1,212.5	1,078.0	134.5	11.2%	18.0	1.5%	94%	False	False	122,794
60	1,212.5	1,078.0	134.5	11.2%	16.8	1.4%	94%	False	False	106,279
80	1,212.5	1,078.0	134.5	11.2%	14.3	1.2%	94%	False	False	79,740
100	1,212.5	1,078.0	134.5	11.2%	11.8	1.0%	94%	False	False	63,792

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.6
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	1,236.3
2.618	1,225.3
1.618	1,218.5
1.000	1,214.5
0.618	1,211.8
HIGH	1,207.8
0.618	1,205.3
0.500	1,204.3
0.382	1,203.5
LOW	1,201.0
0.618	1,196.8
1.000	1,194.3
1.618	1,190.3
2.618	1,183.5
4.250	1,172.5

Fisher Pivots for day following 05-Mar-2014
Pivot	1 day	3 day
R1	1,204.5	1,198.8
PP	1,204.3	1,193.0
S1	1,204.3	1,187.3

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

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