ICE Russell 2000 Mini Future June 2014

Trading Metrics calculated at close of trading on 26-Mar-2014

Day Change Summary
	Previous	Current
	25-Mar-2014	26-Mar-2014	Change	Change %	Previous Week
Open	1,174.2	1,175.4	1.2	0.1%	1,175.1
High	1,187.9	1,184.3	-3.6	-0.3%	1,204.8
Low	1,165.8	1,148.4	-17.4	-1.5%	1,169.2
Close	1,174.0	1,150.2	-23.8	-2.0%	1,187.2
Range	22.1	35.9	13.8	62.4%	35.6
ATR	17.4	18.7	1.3	7.6%	0.0
Volume	129,427	167,250	37,823	29.2%	734,505

Daily Pivots for day following 26-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,268.8	1,245.3	1,170.0
R3	1,232.8	1,209.5	1,160.0
R2	1,196.8	1,196.8	1,156.8
R1	1,173.5	1,173.5	1,153.5	1,167.3
PP	1,161.0	1,161.0	1,161.0	1,157.8
S1	1,137.8	1,137.8	1,147.0	1,131.3
S2	1,125.0	1,125.0	1,143.5
S3	1,089.3	1,101.8	1,140.3
S4	1,053.3	1,065.8	1,130.5

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,293.8	1,276.3	1,206.8
R3	1,258.3	1,240.5	1,197.0
R2	1,222.8	1,222.8	1,193.8
R1	1,205.0	1,205.0	1,190.5	1,213.8
PP	1,187.0	1,187.0	1,187.0	1,191.5
S1	1,169.3	1,169.3	1,184.0	1,178.3
S2	1,151.5	1,151.5	1,180.8
S3	1,115.8	1,133.8	1,177.5
S4	1,080.3	1,098.3	1,167.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,204.8	1,148.4	56.4	4.9%	24.3	2.1%	3%	False	True	132,584
10	1,204.8	1,148.4	56.4	4.9%	23.0	2.0%	3%	False	True	145,568
20	1,208.2	1,148.4	59.8	5.2%	18.8	1.6%	3%	False	True	74,799
40	1,208.2	1,085.1	123.1	10.7%	12.0	1.0%	53%	False	False	37,414
60	1,208.2	1,085.1	123.1	10.7%	8.5	0.7%	53%	False	False	24,944

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	6.1
Widest range in 64 trading days

Fibonacci Retracements and Extensions
4.250	1,337.0
2.618	1,278.3
1.618	1,242.5
1.000	1,220.3
0.618	1,206.5
HIGH	1,184.3
0.618	1,170.5
0.500	1,166.3
0.382	1,162.0
LOW	1,148.5
0.618	1,126.3
1.000	1,112.5
1.618	1,090.3
2.618	1,054.5
4.250	995.8

Fisher Pivots for day following 26-Mar-2014
Pivot	1 day	3 day
R1	1,166.3	1,171.0
PP	1,161.0	1,164.3
S1	1,155.5	1,157.3

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

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