ICE Russell 2000 Mini Future June 2014

Trading Metrics calculated at close of trading on 27-May-2014

Day Change Summary
	Previous	Current
	23-May-2014	27-May-2014	Change	Change %	Previous Week
Open	1,111.1	1,131.0	19.9	1.8%	1,101.4
High	1,125.2	1,143.6	18.4	1.6%	1,125.2
Low	1,109.7	1,129.8	20.1	1.8%	1,088.6
Close	1,124.0	1,141.2	17.2	1.5%	1,124.0
Range	15.5	13.8	-1.7	-11.0%	36.6
ATR	20.3	20.2	0.0	-0.2%	0.0
Volume	2,593	108,816	106,223	4,096.5%	528,594

Daily Pivots for day following 27-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,179.5	1,174.3	1,148.8
R3	1,165.8	1,160.5	1,145.0
R2	1,152.0	1,152.0	1,143.8
R1	1,146.5	1,146.5	1,142.5	1,149.3
PP	1,138.3	1,138.3	1,138.3	1,139.5
S1	1,132.8	1,132.8	1,140.0	1,135.5
S2	1,124.5	1,124.5	1,138.8
S3	1,110.5	1,119.0	1,137.5
S4	1,096.8	1,105.3	1,133.5

Weekly Pivots for week ending 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,222.5	1,209.8	1,144.3
R3	1,185.8	1,173.3	1,134.0
R2	1,149.3	1,149.3	1,130.8
R1	1,136.5	1,136.5	1,127.3	1,143.0
PP	1,112.5	1,112.5	1,112.5	1,115.8
S1	1,100.0	1,100.0	1,120.8	1,106.3
S2	1,076.0	1,076.0	1,117.3
S3	1,039.5	1,063.5	1,114.0
S4	1,002.8	1,026.8	1,103.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,143.6	1,088.6	55.0	4.8%	17.3	1.5%	96%	True	False	106,621
10	1,143.6	1,078.7	64.9	5.7%	18.8	1.6%	96%	True	False	128,547
20	1,143.6	1,078.7	64.9	5.7%	19.8	1.7%	96%	True	False	139,745
40	1,191.1	1,078.7	112.4	9.8%	21.0	1.8%	56%	False	False	137,422
60	1,208.2	1,078.7	129.5	11.3%	20.5	1.8%	48%	False	False	120,999
80	1,208.2	1,078.7	129.5	11.3%	17.0	1.5%	48%	False	False	90,761
100	1,208.2	1,078.7	129.5	11.3%	14.0	1.2%	48%	False	False	72,609

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.3
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1,202.3
2.618	1,179.8
1.618	1,166.0
1.000	1,157.5
0.618	1,152.3
HIGH	1,143.5
0.618	1,138.3
0.500	1,136.8
0.382	1,135.0
LOW	1,129.8
0.618	1,121.3
1.000	1,116.0
1.618	1,107.5
2.618	1,093.8
4.250	1,071.3

Fisher Pivots for day following 27-May-2014
Pivot	1 day	3 day
R1	1,139.8	1,134.8
PP	1,138.3	1,128.3
S1	1,136.8	1,122.0

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

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