ICE Russell 2000 Mini Future June 2014

Trading Metrics calculated at close of trading on 19-Jun-2014

Day Change Summary
	Previous	Current
	18-Jun-2014	19-Jun-2014	Change	Change %	Previous Week
Open	1,173.9	1,185.2	11.3	1.0%	1,166.6
High	1,185.7	1,188.0	2.3	0.2%	1,180.4
Low	1,170.5	1,176.7	6.2	0.5%	1,152.1
Close	1,184.6	1,184.2	-0.4	0.0%	1,162.2
Range	15.2	11.3	-3.9	-25.7%	28.3
ATR	16.4	16.0	-0.4	-2.2%	0.0
Volume	50,400	18,225	-32,175	-63.8%	561,681

Daily Pivots for day following 19-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,216.8	1,211.8	1,190.5
R3	1,205.5	1,200.5	1,187.3
R2	1,194.3	1,194.3	1,186.3
R1	1,189.3	1,189.3	1,185.3	1,186.0
PP	1,183.0	1,183.0	1,183.0	1,181.5
S1	1,178.0	1,178.0	1,183.3	1,174.8
S2	1,171.8	1,171.8	1,182.3
S3	1,160.3	1,166.8	1,181.0
S4	1,149.0	1,155.3	1,178.0

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	1,188.0	1,152.1	35.9	3.0%	13.8	1.2%	89%	True	False	63,143
10	1,188.0	1,152.1	35.9	3.0%	13.8	1.2%	89%	True	False	88,814
20	1,188.0	1,100.3	87.7	7.4%	14.5	1.2%	96%	True	False	93,161
40	1,188.0	1,078.7	109.3	9.2%	18.0	1.5%	97%	True	False	122,189
60	1,191.1	1,078.7	112.4	9.5%	19.3	1.6%	94%	False	False	126,222
80	1,208.2	1,078.7	129.5	10.9%	19.0	1.6%	81%	False	False	111,277
100	1,208.2	1,078.7	129.5	10.9%	16.0	1.4%	81%	False	False	89,027
120	1,208.2	1,078.7	129.5	10.9%	13.5	1.2%	81%	False	False	74,189

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	3.1
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,236.0
2.618	1,217.5
1.618	1,206.3
1.000	1,199.3
0.618	1,195.0
HIGH	1,188.0
0.618	1,183.8
0.500	1,182.3
0.382	1,181.0
LOW	1,176.8
0.618	1,169.8
1.000	1,165.5
1.618	1,158.5
2.618	1,147.0
4.250	1,128.8

Fisher Pivots for day following 19-Jun-2014
Pivot	1 day	3 day
R1	1,183.5	1,181.5
PP	1,183.0	1,178.5
S1	1,182.3	1,175.8

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

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