ICE Russell 2000 Mini Future June 2014

Trading Metrics calculated at close of trading on 29-May-2014

Day Change Summary
	Previous	Current
	28-May-2014	29-May-2014	Change	Change %	Previous Week
Open	1,140.5	1,135.3	-5.2	-0.5%	1,101.4
High	1,145.2	1,141.2	-4.0	-0.3%	1,125.2
Low	1,130.2	1,132.1	1.9	0.2%	1,088.6
Close	1,135.4	1,139.8	4.4	0.4%	1,124.0
Range	15.0	9.1	-5.9	-39.3%	36.6
ATR	19.8	19.1	-0.8	-3.9%	0.0
Volume	112,101	87,921	-24,180	-21.6%	528,594

Daily Pivots for day following 29-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,165.0	1,161.5	1,144.8
R3	1,156.0	1,152.5	1,142.3
R2	1,146.8	1,146.8	1,141.5
R1	1,143.3	1,143.3	1,140.8	1,145.0
PP	1,137.8	1,137.8	1,137.8	1,138.5
S1	1,134.3	1,134.3	1,139.0	1,136.0
S2	1,128.5	1,128.5	1,138.3
S3	1,119.5	1,125.0	1,137.3
S4	1,110.5	1,116.0	1,134.8

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	1,145.2	1,100.3	44.9	3.9%	13.8	1.2%	88%	False	False	84,289
10	1,145.2	1,078.7	66.5	5.8%	17.5	1.5%	92%	False	False	116,233
20	1,145.2	1,078.7	66.5	5.8%	19.3	1.7%	92%	False	False	135,928
40	1,191.1	1,078.7	112.4	9.9%	20.5	1.8%	54%	False	False	135,977
60	1,208.2	1,078.7	129.5	11.4%	20.3	1.8%	47%	False	False	124,324
80	1,208.2	1,078.7	129.5	11.4%	17.3	1.5%	47%	False	False	93,261
100	1,208.2	1,078.7	129.5	11.4%	14.0	1.2%	47%	False	False	74,610

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	3.5
Narrowest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	1,180.0
2.618	1,165.0
1.618	1,156.0
1.000	1,150.3
0.618	1,146.8
HIGH	1,141.3
0.618	1,137.8
0.500	1,136.8
0.382	1,135.5
LOW	1,132.0
0.618	1,126.5
1.000	1,123.0
1.618	1,117.5
2.618	1,108.3
4.250	1,093.5

Fisher Pivots for day following 29-May-2014
Pivot	1 day	3 day
R1	1,138.8	1,139.0
PP	1,137.8	1,138.3
S1	1,136.8	1,137.5

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

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