ICE Russell 2000 Mini Future June 2014

Trading Metrics calculated at close of trading on 28-Apr-2014

Day Change Summary
	Previous	Current
	25-Apr-2014	28-Apr-2014	Change	Change %	Previous Week
Open	1,141.0	1,121.6	-19.4	-1.7%	1,135.0
High	1,141.6	1,129.8	-11.8	-1.0%	1,155.0
Low	1,116.3	1,097.4	-18.9	-1.7%	1,116.3
Close	1,120.4	1,116.3	-4.1	-0.4%	1,120.4
Range	25.3	32.4	7.1	28.1%	38.7
ATR	20.6	21.5	0.8	4.1%	0.0
Volume	127,033	194,909	67,876	53.4%	519,234

Daily Pivots for day following 28-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,211.8	1,196.5	1,134.0
R3	1,179.3	1,164.0	1,125.3
R2	1,147.0	1,147.0	1,122.3
R1	1,131.5	1,131.5	1,119.3	1,123.0
PP	1,114.5	1,114.5	1,114.5	1,110.3
S1	1,099.3	1,099.3	1,113.3	1,090.8
S2	1,082.0	1,082.0	1,110.3
S3	1,049.8	1,066.8	1,107.5
S4	1,017.3	1,034.5	1,098.5

Weekly Pivots for week ending 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,246.8	1,222.3	1,141.8
R3	1,208.0	1,183.5	1,131.0
R2	1,169.3	1,169.3	1,127.5
R1	1,144.8	1,144.8	1,124.0	1,137.8
PP	1,130.5	1,130.5	1,130.5	1,127.0
S1	1,106.3	1,106.3	1,116.8	1,099.0
S2	1,091.8	1,091.8	1,113.3
S3	1,053.3	1,067.5	1,109.8
S4	1,014.5	1,028.8	1,099.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,155.0	1,097.4	57.6	5.2%	21.8	2.0%	33%	False	True	130,043
10	1,155.0	1,090.8	64.2	5.8%	20.5	1.8%	40%	False	False	130,274
20	1,191.1	1,090.8	100.3	9.0%	22.3	2.0%	25%	False	False	135,100
40	1,208.2	1,090.8	117.4	10.5%	21.0	1.9%	22%	False	False	111,625
60	1,208.2	1,085.1	123.1	11.0%	16.0	1.4%	25%	False	False	74,433
80	1,208.2	1,085.1	123.1	11.0%	12.5	1.1%	25%	False	False	55,825

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	3.9
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,267.5
2.618	1,214.5
1.618	1,182.3
1.000	1,162.3
0.618	1,149.8
HIGH	1,129.8
0.618	1,117.5
0.500	1,113.5
0.382	1,109.8
LOW	1,097.5
0.618	1,077.5
1.000	1,065.0
1.618	1,045.0
2.618	1,012.5
4.250	959.8

Fisher Pivots for day following 28-Apr-2014
Pivot	1 day	3 day
R1	1,115.5	1,125.5
PP	1,114.5	1,122.5
S1	1,113.5	1,119.3

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

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