ICE Russell 2000 Mini Future June 2014

Trading Metrics calculated at close of trading on 30-May-2014

Day Change Summary
	Previous	Current
	29-May-2014	30-May-2014	Change	Change %	Previous Week
Open	1,135.3	1,138.9	3.6	0.3%	1,131.0
High	1,141.2	1,140.0	-1.2	-0.1%	1,145.2
Low	1,132.1	1,128.5	-3.6	-0.3%	1,128.5
Close	1,139.8	1,133.2	-6.6	-0.6%	1,133.2
Range	9.1	11.5	2.4	26.4%	16.7
ATR	19.1	18.5	-0.5	-2.8%	0.0
Volume	87,921	108,039	20,118	22.9%	416,877

Daily Pivots for day following 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,168.5	1,162.3	1,139.5
R3	1,157.0	1,150.8	1,136.3
R2	1,145.5	1,145.5	1,135.3
R1	1,139.3	1,139.3	1,134.3	1,136.5
PP	1,134.0	1,134.0	1,134.0	1,132.5
S1	1,127.8	1,127.8	1,132.3	1,125.0
S2	1,122.5	1,122.5	1,131.0
S3	1,111.0	1,116.3	1,130.0
S4	1,099.5	1,104.8	1,127.0

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,185.8	1,176.3	1,142.5
R3	1,169.0	1,159.5	1,137.8
R2	1,152.3	1,152.3	1,136.3
R1	1,142.8	1,142.8	1,134.8	1,147.5
PP	1,135.8	1,135.8	1,135.8	1,138.0
S1	1,126.0	1,126.0	1,131.8	1,130.8
S2	1,119.0	1,119.0	1,130.3
S3	1,102.3	1,109.3	1,128.5
S4	1,085.5	1,092.8	1,124.0

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	1,109.7	35.5	3.1%	13.0	1.1%	66%	False	False	83,894
10	1,145.2	1,084.7	60.5	5.3%	16.0	1.4%	80%	False	False	107,226
20	1,145.2	1,078.7	66.5	5.9%	18.8	1.6%	82%	False	False	132,925
40	1,191.1	1,078.7	112.4	9.9%	20.5	1.8%	48%	False	False	136,217
60	1,208.2	1,078.7	129.5	11.4%	20.3	1.8%	42%	False	False	126,104
80	1,208.2	1,078.7	129.5	11.4%	17.5	1.5%	42%	False	False	94,611
100	1,208.2	1,078.7	129.5	11.4%	14.3	1.3%	42%	False	False	75,690

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,189.0
2.618	1,170.0
1.618	1,158.5
1.000	1,151.5
0.618	1,147.0
HIGH	1,140.0
0.618	1,135.5
0.500	1,134.3
0.382	1,133.0
LOW	1,128.5
0.618	1,121.5
1.000	1,117.0
1.618	1,110.0
2.618	1,098.5
4.250	1,079.5

Fisher Pivots for day following 30-May-2014
Pivot	1 day	3 day
R1	1,134.3	1,136.8
PP	1,134.0	1,135.8
S1	1,133.5	1,134.5

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

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