ICE Russell 2000 Mini Future December 2014

Trading Metrics calculated at close of trading on 08-Dec-2014

Day Change Summary
	Previous	Current
	05-Dec-2014	08-Dec-2014	Change	Change %	Previous Week
Open	1,174.3	1,183.3	9.0	0.8%	1,171.6
High	1,185.1	1,189.0	3.9	0.3%	1,185.1
Low	1,172.0	1,163.3	-8.7	-0.7%	1,151.9
Close	1,182.3	1,166.2	-16.1	-1.4%	1,182.3
Range	13.1	25.7	12.6	96.2%	33.2
ATR	17.0	17.7	0.6	3.6%	0.0
Volume	93,990	106,121	12,131	12.9%	469,093

Daily Pivots for day following 08-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,250.0	1,233.8	1,180.3
R3	1,224.3	1,208.0	1,173.3
R2	1,198.5	1,198.5	1,171.0
R1	1,182.3	1,182.3	1,168.5	1,177.5
PP	1,172.8	1,172.8	1,172.8	1,170.5
S1	1,156.8	1,156.8	1,163.8	1,152.0
S2	1,147.3	1,147.3	1,161.5
S3	1,121.5	1,131.0	1,159.3
S4	1,095.8	1,105.3	1,152.0

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,272.8	1,260.8	1,200.5
R3	1,239.5	1,227.5	1,191.5
R2	1,206.3	1,206.3	1,188.5
R1	1,194.3	1,194.3	1,185.3	1,200.3
PP	1,173.0	1,173.0	1,173.0	1,176.0
S1	1,161.0	1,161.0	1,179.3	1,167.0
S2	1,140.0	1,140.0	1,176.3
S3	1,106.8	1,128.0	1,173.3
S4	1,073.5	1,094.8	1,164.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,189.0	1,152.9	36.1	3.1%	17.8	1.5%	37%	True	False	93,853
10	1,194.0	1,151.9	42.1	3.6%	17.0	1.5%	34%	False	False	80,080
20	1,194.0	1,148.2	45.8	3.9%	16.0	1.4%	39%	False	False	85,684
40	1,194.0	1,038.6	155.4	13.3%	19.3	1.7%	82%	False	False	118,497
60	1,194.0	1,038.6	155.4	13.3%	19.8	1.7%	82%	False	False	136,674
80	1,194.0	1,038.6	155.4	13.3%	18.0	1.5%	82%	False	False	106,785
100	1,194.0	1,038.6	155.4	13.3%	17.0	1.5%	82%	False	False	85,437
120	1,205.4	1,038.6	166.8	14.3%	16.0	1.4%	76%	False	False	71,206

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.4
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	1,298.3
2.618	1,256.3
1.618	1,230.5
1.000	1,214.8
0.618	1,205.0
HIGH	1,189.0
0.618	1,179.3
0.500	1,176.3
0.382	1,173.0
LOW	1,163.3
0.618	1,147.5
1.000	1,137.5
1.618	1,121.8
2.618	1,096.0
4.250	1,054.0

Fisher Pivots for day following 08-Dec-2014
Pivot	1 day	3 day
R1	1,176.3	1,176.3
PP	1,172.8	1,172.8
S1	1,169.5	1,169.5

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

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