ICE Russell 2000 Mini Future December 2014

Trading Metrics calculated at close of trading on 31-Jul-2014

Day Change Summary
	Previous	Current
	30-Jul-2014	31-Jul-2014	Change	Change %	Previous Week
Open	1,138.7	1,133.7	-5.0	-0.4%	1,141.2
High	1,143.7	1,133.7	-10.0	-0.9%	1,158.1
Low	1,133.7	1,112.2	-21.5	-1.9%	1,131.2
Close	1,139.2	1,112.2	-27.0	-2.4%	1,136.5
Range	10.0	21.5	11.5	115.0%	26.9
ATR	12.9	13.9	1.0	7.8%	0.0
Volume	21	40	19	90.5%	130

Daily Pivots for day following 31-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,183.8	1,169.5	1,124.0
R3	1,162.3	1,148.0	1,118.0
R2	1,140.8	1,140.8	1,116.3
R1	1,126.5	1,126.5	1,114.3	1,123.0
PP	1,119.3	1,119.3	1,119.3	1,117.5
S1	1,105.0	1,105.0	1,110.3	1,101.5
S2	1,097.8	1,097.8	1,108.3
S3	1,076.3	1,083.5	1,106.3
S4	1,054.8	1,062.0	1,100.5

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,222.8	1,206.5	1,151.3
R3	1,195.8	1,179.5	1,144.0
R2	1,168.8	1,168.8	1,141.5
R1	1,152.8	1,152.8	1,139.0	1,147.3
PP	1,142.0	1,142.0	1,142.0	1,139.3
S1	1,125.8	1,125.8	1,134.0	1,120.5
S2	1,115.0	1,115.0	1,131.5
S3	1,088.3	1,098.8	1,129.0
S4	1,061.3	1,072.0	1,121.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,144.5	1,112.2	32.3	2.9%	14.8	1.3%	0%	False	True	31
10	1,158.1	1,112.2	45.9	4.1%	13.8	1.2%	0%	False	True	42
20	1,200.0	1,112.2	87.8	7.9%	13.0	1.2%	0%	False	True	49
40	1,205.4	1,112.2	93.2	8.4%	8.8	0.8%	0%	False	True	36
60	1,205.4	1,080.9	124.5	11.2%	6.0	0.5%	25%	False	False	24
80	1,205.4	1,080.9	124.5	11.2%	4.5	0.4%	25%	False	False	18

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	1.8
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1,225.0
2.618	1,190.0
1.618	1,168.5
1.000	1,155.3
0.618	1,147.0
HIGH	1,133.8
0.618	1,125.5
0.500	1,123.0
0.382	1,120.5
LOW	1,112.3
0.618	1,099.0
1.000	1,090.8
1.618	1,077.5
2.618	1,056.0
4.250	1,020.8

Fisher Pivots for day following 31-Jul-2014
Pivot	1 day	3 day
R1	1,123.0	1,128.0
PP	1,119.3	1,122.8
S1	1,115.8	1,117.5

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

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