ICE Russell 2000 Mini Future March 2015

Trading Metrics calculated at close of trading on 17-Dec-2014

Day Change Summary
	Previous	Current
	16-Dec-2014	17-Dec-2014	Change	Change %	Previous Week
Open	1,138.0	1,135.3	-2.7	-0.2%	1,179.9
High	1,154.0	1,171.6	17.6	1.5%	1,184.2
Low	1,128.2	1,132.0	3.8	0.3%	1,141.7
Close	1,131.4	1,171.1	39.7	3.5%	1,142.3
Range	25.8	39.6	13.8	53.5%	42.5
ATR	19.1	20.6	1.5	7.9%	0.0
Volume	257,579	218,581	-38,998	-15.1%	321,473

Daily Pivots for day following 17-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,277.0	1,263.8	1,193.0
R3	1,237.5	1,224.0	1,182.0
R2	1,197.8	1,197.8	1,178.3
R1	1,184.5	1,184.5	1,174.8	1,191.3
PP	1,158.3	1,158.3	1,158.3	1,161.5
S1	1,144.8	1,144.8	1,167.5	1,151.5
S2	1,118.8	1,118.8	1,163.8
S3	1,079.0	1,105.3	1,160.3
S4	1,039.5	1,065.8	1,149.3

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,283.5	1,255.5	1,165.8
R3	1,241.0	1,213.0	1,154.0
R2	1,198.5	1,198.5	1,150.0
R1	1,170.5	1,170.5	1,146.3	1,163.3
PP	1,156.0	1,156.0	1,156.0	1,152.5
S1	1,128.0	1,128.0	1,138.5	1,120.8
S2	1,113.5	1,113.5	1,134.5
S3	1,071.0	1,085.5	1,130.5
S4	1,028.5	1,043.0	1,119.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,177.7	1,128.2	49.5	4.2%	27.0	2.3%	87%	False	False	200,083
10	1,184.2	1,128.2	56.0	4.8%	24.8	2.1%	77%	False	False	103,640
20	1,188.0	1,128.2	59.8	5.1%	20.3	1.7%	72%	False	False	52,126
40	1,188.0	1,090.9	97.1	8.3%	15.5	1.3%	83%	False	False	26,079
60	1,188.0	1,038.8	149.2	12.7%	15.0	1.3%	89%	False	False	17,395
80	1,188.0	1,038.8	149.2	12.7%	11.5	1.0%	89%	False	False	13,047
100	1,188.0	1,038.8	149.2	12.7%	9.3	0.8%	89%	False	False	10,438
120	1,195.6	1,038.8	156.8	13.4%	7.8	0.7%	84%	False	False	8,933

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	5.9
Widest range in 180 trading days

Fibonacci Retracements and Extensions
4.250	1,340.0
2.618	1,275.3
1.618	1,235.8
1.000	1,211.3
0.618	1,196.0
HIGH	1,171.5
0.618	1,156.5
0.500	1,151.8
0.382	1,147.3
LOW	1,132.0
0.618	1,107.5
1.000	1,092.5
1.618	1,068.0
2.618	1,028.3
4.250	963.8

Fisher Pivots for day following 17-Dec-2014
Pivot	1 day	3 day
R1	1,164.8	1,164.0
PP	1,158.3	1,157.0
S1	1,151.8	1,150.0

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

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