ICE Russell 2000 Mini Future September 2014

Trading Metrics calculated at close of trading on 14-Aug-2014

Day Change Summary
	Previous	Current
	13-Aug-2014	14-Aug-2014	Change	Change %	Previous Week
Open	1,130.9	1,140.6	9.7	0.9%	1,110.8
High	1,141.9	1,144.0	2.1	0.2%	1,130.3
Low	1,130.2	1,136.1	5.9	0.5%	1,103.4
Close	1,140.2	1,143.4	3.2	0.3%	1,126.1
Range	11.7	7.9	-3.8	-32.5%	26.9
ATR	17.6	16.9	-0.7	-3.9%	0.0
Volume	87,855	72,921	-14,934	-17.0%	685,830

Daily Pivots for day following 14-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,164.8	1,162.0	1,147.8
R3	1,157.0	1,154.3	1,145.5
R2	1,149.0	1,149.0	1,144.8
R1	1,146.3	1,146.3	1,144.0	1,147.8
PP	1,141.3	1,141.3	1,141.3	1,142.0
S1	1,138.3	1,138.3	1,142.8	1,139.8
S2	1,133.3	1,133.3	1,142.0
S3	1,125.3	1,130.5	1,141.3
S4	1,117.5	1,122.5	1,139.0

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,200.8	1,190.3	1,141.0
R3	1,173.8	1,163.3	1,133.5
R2	1,146.8	1,146.8	1,131.0
R1	1,136.5	1,136.5	1,128.5	1,141.8
PP	1,120.0	1,120.0	1,120.0	1,122.5
S1	1,109.5	1,109.5	1,123.8	1,114.8
S2	1,093.0	1,093.0	1,121.3
S3	1,066.3	1,082.8	1,118.8
S4	1,039.3	1,055.8	1,111.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,147.6	1,105.2	42.4	3.7%	16.0	1.4%	90%	False	False	101,360
10	1,147.6	1,103.1	44.5	3.9%	17.5	1.5%	91%	False	False	128,419
20	1,161.6	1,103.1	58.5	5.1%	17.0	1.5%	69%	False	False	122,667
40	1,210.7	1,103.1	107.6	9.4%	16.8	1.5%	37%	False	False	119,950
60	1,210.7	1,088.1	122.6	10.7%	16.0	1.4%	45%	False	False	92,514
80	1,210.7	1,080.0	130.7	11.4%	12.8	1.1%	49%	False	False	69,400
100	1,210.7	1,080.0	130.7	11.4%	10.5	0.9%	49%	False	False	55,521

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.5
Narrowest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	1,177.5
2.618	1,164.8
1.618	1,156.8
1.000	1,152.0
0.618	1,149.0
HIGH	1,144.0
0.618	1,141.0
0.500	1,140.0
0.382	1,139.0
LOW	1,136.0
0.618	1,131.3
1.000	1,128.3
1.618	1,123.3
2.618	1,115.5
4.250	1,102.5

Fisher Pivots for day following 14-Aug-2014
Pivot	1 day	3 day
R1	1,142.3	1,140.5
PP	1,141.3	1,137.8
S1	1,140.0	1,134.8

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

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