ICE Russell 2000 Mini Future March 2014

Trading Metrics calculated at close of trading on 30-Dec-2013

Day Change Summary
	Previous	Current
	27-Dec-2013	30-Dec-2013	Change	Change %	Previous Week
Open	1,159.1	1,157.2	-1.9	-0.2%	1,144.0
High	1,164.2	1,161.1	-3.1	-0.3%	1,166.4
Low	1,154.6	1,155.6	1.0	0.1%	1,144.0
Close	1,158.8	1,156.6	-2.2	-0.2%	1,158.8
Range	9.6	5.5	-4.1	-42.7%	22.4
ATR	12.7	12.2	-0.5	-4.1%	0.0
Volume	40,206	46,707	6,501	16.2%	159,380

Daily Pivots for day following 30-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,174.3	1,171.0	1,159.5
R3	1,168.8	1,165.5	1,158.0
R2	1,163.3	1,163.3	1,157.5
R1	1,160.0	1,160.0	1,157.0	1,158.8
PP	1,157.8	1,157.8	1,157.8	1,157.3
S1	1,154.5	1,154.5	1,156.0	1,153.3
S2	1,152.3	1,152.3	1,155.5
S3	1,146.8	1,149.0	1,155.0
S4	1,141.3	1,143.5	1,153.5

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,223.5	1,213.5	1,171.0
R3	1,201.3	1,191.3	1,165.0
R2	1,178.8	1,178.8	1,163.0
R1	1,168.8	1,168.8	1,160.8	1,173.8
PP	1,156.5	1,156.5	1,156.5	1,159.0
S1	1,146.5	1,146.5	1,156.8	1,151.5
S2	1,134.0	1,134.0	1,154.8
S3	1,111.5	1,124.0	1,152.8
S4	1,089.3	1,101.5	1,146.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,166.4	1,144.0	22.4	1.9%	9.0	0.8%	56%	False	False	41,217
10	1,166.4	1,092.0	74.4	6.4%	14.5	1.3%	87%	False	False	86,778
20	1,166.4	1,092.0	74.4	6.4%	14.0	1.2%	87%	False	False	57,646
40	1,166.4	1,079.2	87.2	7.5%	9.8	0.9%	89%	False	False	28,825
60	1,166.4	1,037.5	128.9	11.1%	6.5	0.6%	92%	False	False	19,218

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.6
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1,184.5
2.618	1,175.5
1.618	1,170.0
1.000	1,166.5
0.618	1,164.5
HIGH	1,161.0
0.618	1,159.0
0.500	1,158.3
0.382	1,157.8
LOW	1,155.5
0.618	1,152.3
1.000	1,150.0
1.618	1,146.8
2.618	1,141.3
4.250	1,132.3

Fisher Pivots for day following 30-Dec-2013
Pivot	1 day	3 day
R1	1,158.3	1,160.5
PP	1,157.8	1,159.3
S1	1,157.3	1,158.0

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

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