ICE Russell 2000 Mini Future December 2014

Trading Metrics calculated at close of trading on 31-Oct-2014

Day Change Summary
	Previous	Current
	30-Oct-2014	31-Oct-2014	Change	Change %	Previous Week
Open	1,139.8	1,154.6	14.8	1.3%	1,117.1
High	1,158.3	1,176.0	17.7	1.5%	1,176.0
Low	1,131.6	1,153.3	21.7	1.9%	1,099.1
Close	1,153.8	1,171.0	17.2	1.5%	1,171.0
Range	26.7	22.7	-4.0	-15.0%	76.9
ATR	23.8	23.7	-0.1	-0.3%	0.0
Volume	134,321	150,150	15,829	11.8%	693,184

Daily Pivots for day following 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,234.8	1,225.8	1,183.5
R3	1,212.3	1,203.0	1,177.3
R2	1,189.5	1,189.5	1,175.3
R1	1,180.3	1,180.3	1,173.0	1,184.8
PP	1,166.8	1,166.8	1,166.8	1,169.0
S1	1,157.5	1,157.5	1,169.0	1,162.3
S2	1,144.0	1,144.0	1,166.8
S3	1,121.3	1,134.8	1,164.8
S4	1,098.8	1,112.3	1,158.5

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,379.5	1,352.0	1,213.3
R3	1,302.5	1,275.3	1,192.3
R2	1,225.5	1,225.5	1,185.0
R1	1,198.3	1,198.3	1,178.0	1,212.0
PP	1,148.8	1,148.8	1,148.8	1,155.5
S1	1,121.5	1,121.5	1,164.0	1,135.0
S2	1,071.8	1,071.8	1,157.0
S3	995.0	1,044.5	1,149.8
S4	918.0	967.5	1,128.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,176.0	1,099.1	76.9	6.6%	24.5	2.1%	93%	True	False	138,636
10	1,176.0	1,070.6	105.4	9.0%	23.8	2.0%	95%	True	False	131,676
20	1,176.0	1,038.6	137.4	11.7%	26.5	2.3%	96%	True	False	174,682
40	1,176.0	1,038.6	137.4	11.7%	22.0	1.9%	96%	True	False	158,353
60	1,182.2	1,038.6	143.6	12.3%	18.5	1.6%	92%	False	False	105,645
80	1,182.2	1,038.6	143.6	12.3%	17.5	1.5%	92%	False	False	79,246
100	1,205.4	1,038.6	166.8	14.2%	15.5	1.3%	79%	False	False	63,403
120	1,205.4	1,038.6	166.8	14.2%	12.8	1.1%	79%	False	False	52,836

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	4.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,272.5
2.618	1,235.5
1.618	1,212.8
1.000	1,198.8
0.618	1,190.0
HIGH	1,176.0
0.618	1,167.3
0.500	1,164.8
0.382	1,162.0
LOW	1,153.3
0.618	1,139.3
1.000	1,130.5
1.618	1,116.5
2.618	1,093.8
4.250	1,056.8

Fisher Pivots for day following 31-Oct-2014
Pivot	1 day	3 day
R1	1,169.0	1,165.3
PP	1,166.8	1,159.5
S1	1,164.8	1,153.8

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

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