ICE Russell 2000 Mini Future June 2014

Trading Metrics calculated at close of trading on 17-Jun-2014

Day Change Summary
	Previous	Current
	16-Jun-2014	17-Jun-2014	Change	Change %	Previous Week
Open	1,161.6	1,169.5	7.9	0.7%	1,166.6
High	1,167.4	1,180.1	12.7	1.1%	1,180.4
Low	1,155.0	1,163.5	8.5	0.7%	1,152.1
Close	1,167.0	1,174.2	7.2	0.6%	1,162.2
Range	12.4	16.6	4.2	33.9%	28.3
ATR	16.5	16.5	0.0	0.0%	0.0
Volume	87,865	71,975	-15,890	-18.1%	561,681

Daily Pivots for day following 17-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,222.5	1,215.0	1,183.3
R3	1,205.8	1,198.3	1,178.8
R2	1,189.3	1,189.3	1,177.3
R1	1,181.8	1,181.8	1,175.8	1,185.5
PP	1,172.5	1,172.5	1,172.5	1,174.5
S1	1,165.0	1,165.0	1,172.8	1,168.8
S2	1,156.0	1,156.0	1,171.3
S3	1,139.5	1,148.5	1,169.8
S4	1,122.8	1,132.0	1,165.0

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,249.8	1,234.3	1,177.8
R3	1,221.5	1,206.0	1,170.0
R2	1,193.3	1,193.3	1,167.5
R1	1,177.8	1,177.8	1,164.8	1,171.3
PP	1,165.0	1,165.0	1,165.0	1,161.8
S1	1,149.5	1,149.5	1,159.5	1,143.0
S2	1,136.5	1,136.5	1,157.0
S3	1,108.3	1,121.0	1,154.5
S4	1,080.0	1,092.8	1,146.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,180.1	1,152.1	28.0	2.4%	13.8	1.2%	79%	True	False	103,780
10	1,180.4	1,116.6	63.8	5.4%	15.5	1.3%	90%	False	False	105,857
20	1,180.4	1,088.6	91.8	7.8%	15.3	1.3%	93%	False	False	105,314
40	1,180.4	1,078.7	101.7	8.7%	18.0	1.5%	94%	False	False	125,457
60	1,193.8	1,078.7	115.1	9.8%	19.8	1.7%	83%	False	False	129,444
80	1,208.2	1,078.7	129.5	11.0%	19.0	1.6%	74%	False	False	110,423
100	1,208.2	1,078.7	129.5	11.0%	16.0	1.4%	74%	False	False	88,341
120	1,208.2	1,078.7	129.5	11.0%	13.5	1.1%	74%	False	False	73,618

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.5
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,250.8
2.618	1,223.5
1.618	1,207.0
1.000	1,196.8
0.618	1,190.3
HIGH	1,180.0
0.618	1,173.8
0.500	1,171.8
0.382	1,169.8
LOW	1,163.5
0.618	1,153.3
1.000	1,147.0
1.618	1,136.8
2.618	1,120.0
4.250	1,093.0

Fisher Pivots for day following 17-Jun-2014
Pivot	1 day	3 day
R1	1,173.5	1,171.5
PP	1,172.5	1,168.8
S1	1,171.8	1,166.0

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

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