ICE Russell 2000 Mini Future December 2014

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

Day Change Summary
	Previous	Current
	16-Jul-2014	17-Jul-2014	Change	Change %	Previous Week
Open	1,147.9	1,141.2	-6.7	-0.6%	1,196.5
High	1,154.2	1,143.5	-10.7	-0.9%	1,196.5
Low	1,140.2	1,120.9	-19.3	-1.7%	1,143.0
Close	1,143.5	1,125.1	-18.4	-1.6%	1,151.9
Range	14.0	22.6	8.6	61.4%	53.5
ATR	11.4	12.2	0.8	7.0%	0.0
Volume	65	158	93	143.1%	274

Daily Pivots for day following 17-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,197.8	1,184.0	1,137.5
R3	1,175.0	1,161.3	1,131.3
R2	1,152.5	1,152.5	1,129.3
R1	1,138.8	1,138.8	1,127.3	1,134.3
PP	1,129.8	1,129.8	1,129.8	1,127.5
S1	1,116.3	1,116.3	1,123.0	1,111.8
S2	1,107.3	1,107.3	1,121.0
S3	1,084.8	1,093.5	1,119.0
S4	1,062.0	1,071.0	1,112.8

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,324.3	1,291.5	1,181.3
R3	1,270.8	1,238.0	1,166.5
R2	1,217.3	1,217.3	1,161.8
R1	1,184.5	1,184.5	1,156.8	1,174.3
PP	1,163.8	1,163.8	1,163.8	1,158.5
S1	1,131.0	1,131.0	1,147.0	1,120.8
S2	1,110.3	1,110.3	1,142.0
S3	1,056.8	1,077.5	1,137.3
S4	1,003.3	1,024.0	1,122.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,162.1	1,120.9	41.2	3.7%	13.8	1.2%	10%	False	True	69
10	1,200.0	1,120.9	79.1	7.0%	12.3	1.1%	5%	False	True	55
20	1,205.4	1,120.9	84.5	7.5%	10.8	1.0%	5%	False	True	51
40	1,205.4	1,102.3	103.1	9.2%	5.3	0.5%	22%	False	False	25
60	1,205.4	1,080.9	124.5	11.1%	3.5	0.3%	36%	False	False	17
80	1,205.4	1,080.9	124.5	11.1%	2.8	0.2%	36%	False	False	13

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	2.2
Widest range in 81 trading days

Fibonacci Retracements and Extensions
4.250	1,239.5
2.618	1,202.8
1.618	1,180.0
1.000	1,166.0
0.618	1,157.5
HIGH	1,143.5
0.618	1,134.8
0.500	1,132.3
0.382	1,129.5
LOW	1,121.0
0.618	1,107.0
1.000	1,098.3
1.618	1,084.3
2.618	1,061.8
4.250	1,024.8

Fisher Pivots for day following 17-Jul-2014
Pivot	1 day	3 day
R1	1,132.3	1,140.5
PP	1,129.8	1,135.3
S1	1,127.5	1,130.3

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

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