ICE Russell 2000 Mini Future September 2014

Trading Metrics calculated at close of trading on 12-Sep-2014

Day Change Summary
	Previous	Current
	11-Sep-2014	12-Sep-2014	Change	Change %	Previous Week
Open	1,164.5	1,173.9	9.4	0.8%	1,170.4
High	1,174.7	1,175.0	0.3	0.0%	1,175.0
Low	1,156.2	1,155.4	-0.8	-0.1%	1,153.0
Close	1,172.8	1,160.2	-12.6	-1.1%	1,160.2
Range	18.5	19.6	1.1	5.9%	22.0
ATR	14.8	15.2	0.3	2.3%	0.0
Volume	180,785	129,290	-51,495	-28.5%	693,323

Daily Pivots for day following 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,222.3	1,210.8	1,171.0
R3	1,202.8	1,191.3	1,165.5
R2	1,183.3	1,183.3	1,163.8
R1	1,171.8	1,171.8	1,162.0	1,167.5
PP	1,163.5	1,163.5	1,163.5	1,161.5
S1	1,152.0	1,152.0	1,158.5	1,148.0
S2	1,144.0	1,144.0	1,156.5
S3	1,124.3	1,132.5	1,154.8
S4	1,104.8	1,112.8	1,149.5

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,228.8	1,216.5	1,172.3
R3	1,206.8	1,194.5	1,166.3
R2	1,184.8	1,184.8	1,164.3
R1	1,172.5	1,172.5	1,162.3	1,167.5
PP	1,162.8	1,162.8	1,162.8	1,160.3
S1	1,150.5	1,150.5	1,158.3	1,145.5
S2	1,140.8	1,140.8	1,156.3
S3	1,118.8	1,128.5	1,154.3
S4	1,096.8	1,106.5	1,148.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,175.0	1,153.0	22.0	1.9%	15.8	1.4%	33%	True	False	138,664
10	1,187.9	1,153.0	34.9	3.0%	15.3	1.3%	21%	False	False	122,661
20	1,187.9	1,127.9	60.0	5.2%	14.0	1.2%	54%	False	False	106,810
40	1,187.9	1,103.1	84.8	7.3%	15.5	1.3%	67%	False	False	114,739
60	1,210.7	1,103.1	107.6	9.3%	16.0	1.4%	53%	False	False	115,570
80	1,210.7	1,088.1	122.6	10.6%	15.5	1.3%	59%	False	False	96,088
100	1,210.7	1,080.0	130.7	11.3%	13.0	1.1%	61%	False	False	76,882
120	1,210.7	1,080.0	130.7	11.3%	11.0	1.0%	61%	False	False	64,069

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.0
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1,258.3
2.618	1,226.3
1.618	1,206.8
1.000	1,194.5
0.618	1,187.0
HIGH	1,175.0
0.618	1,167.5
0.500	1,165.3
0.382	1,163.0
LOW	1,155.5
0.618	1,143.3
1.000	1,135.8
1.618	1,123.8
2.618	1,104.0
4.250	1,072.0

Fisher Pivots for day following 12-Sep-2014
Pivot	1 day	3 day
R1	1,165.3	1,164.0
PP	1,163.5	1,162.8
S1	1,161.8	1,161.5

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

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