ICE Russell 2000 Mini Future June 2014

Trading Metrics calculated at close of trading on 05-Jun-2014

Day Change Summary
	Previous	Current
	04-Jun-2014	05-Jun-2014	Change	Change %	Previous Week
Open	1,123.7	1,129.5	5.8	0.5%	1,131.0
High	1,130.8	1,154.2	23.4	2.1%	1,145.2
Low	1,116.6	1,126.0	9.4	0.8%	1,128.5
Close	1,129.4	1,153.1	23.7	2.1%	1,133.2
Range	14.2	28.2	14.0	98.6%	16.7
ATR	17.8	18.5	0.7	4.2%	0.0
Volume	82,408	156,642	74,234	90.1%	416,877

Daily Pivots for day following 05-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,229.0	1,219.3	1,168.5
R3	1,200.8	1,191.0	1,160.8
R2	1,172.8	1,172.8	1,158.3
R1	1,162.8	1,162.8	1,155.8	1,167.8
PP	1,144.5	1,144.5	1,144.5	1,147.0
S1	1,134.8	1,134.8	1,150.5	1,139.5
S2	1,116.3	1,116.3	1,148.0
S3	1,088.0	1,106.5	1,145.3
S4	1,059.8	1,078.3	1,137.5

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	1,154.2	1,116.0	38.2	3.3%	17.0	1.5%	97%	True	False	110,726
10	1,154.2	1,100.3	53.9	4.7%	15.3	1.3%	98%	True	False	97,508
20	1,154.2	1,078.7	75.5	6.5%	18.5	1.6%	99%	True	False	125,865
40	1,157.5	1,078.7	78.8	6.8%	19.8	1.7%	94%	False	False	132,523
60	1,204.8	1,078.7	126.1	10.9%	20.5	1.8%	59%	False	False	133,350
80	1,208.2	1,078.7	129.5	11.2%	18.3	1.6%	57%	False	False	100,180
100	1,208.2	1,078.7	129.5	11.2%	15.0	1.3%	57%	False	False	80,146

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	2.9
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1,274.0
2.618	1,228.0
1.618	1,199.8
1.000	1,182.5
0.618	1,171.8
HIGH	1,154.3
0.618	1,143.5
0.500	1,140.0
0.382	1,136.8
LOW	1,126.0
0.618	1,108.5
1.000	1,097.8
1.618	1,080.3
2.618	1,052.3
4.250	1,006.3

Fisher Pivots for day following 05-Jun-2014
Pivot	1 day	3 day
R1	1,148.8	1,147.0
PP	1,144.5	1,141.0
S1	1,140.0	1,135.0

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

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