ICE Russell 2000 Mini Future December 2014

Trading Metrics calculated at close of trading on 25-Sep-2014

Day Change Summary
	Previous	Current
	24-Sep-2014	25-Sep-2014	Change	Change %	Previous Week
Open	1,111.5	1,124.2	12.7	1.1%	1,151.8
High	1,124.7	1,124.6	-0.1	0.0%	1,161.5
Low	1,108.9	1,100.2	-8.7	-0.8%	1,134.3
Close	1,124.2	1,106.6	-17.6	-1.6%	1,140.4
Range	15.8	24.4	8.6	54.4%	27.2
ATR	15.2	15.8	0.7	4.3%	0.0
Volume	125,948	180,669	54,721	43.4%	863,140

Daily Pivots for day following 25-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,183.8	1,169.5	1,120.0
R3	1,159.3	1,145.3	1,113.3
R2	1,134.8	1,134.8	1,111.0
R1	1,120.8	1,120.8	1,108.8	1,115.5
PP	1,110.5	1,110.5	1,110.5	1,108.0
S1	1,096.3	1,096.3	1,104.3	1,091.3
S2	1,086.0	1,086.0	1,102.3
S3	1,061.8	1,072.0	1,100.0
S4	1,037.3	1,047.5	1,093.3

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,227.0	1,211.0	1,155.3
R3	1,199.8	1,183.8	1,148.0
R2	1,172.5	1,172.5	1,145.5
R1	1,156.5	1,156.5	1,143.0	1,151.0
PP	1,145.5	1,145.5	1,145.5	1,142.5
S1	1,129.3	1,129.3	1,138.0	1,123.8
S2	1,118.3	1,118.3	1,135.5
S3	1,091.0	1,102.0	1,133.0
S4	1,063.8	1,075.0	1,125.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,161.5	1,100.2	61.3	5.5%	20.5	1.9%	10%	False	True	153,435
10	1,169.8	1,100.2	69.6	6.3%	17.8	1.6%	9%	False	True	167,371
20	1,182.2	1,100.2	82.0	7.4%	15.5	1.4%	8%	False	True	90,591
40	1,182.2	1,099.7	82.5	7.5%	14.3	1.3%	8%	False	False	45,348
60	1,200.0	1,099.7	100.3	9.1%	13.5	1.2%	7%	False	False	30,248
80	1,205.4	1,099.7	105.7	9.6%	11.3	1.0%	7%	False	False	22,691
100	1,205.4	1,080.9	124.5	11.3%	9.0	0.8%	21%	False	False	18,153
120	1,205.4	1,080.9	124.5	11.3%	7.5	0.7%	21%	False	False	15,128

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,228.3
2.618	1,188.5
1.618	1,164.0
1.000	1,149.0
0.618	1,139.8
HIGH	1,124.5
0.618	1,115.3
0.500	1,112.5
0.382	1,109.5
LOW	1,100.3
0.618	1,085.0
1.000	1,075.8
1.618	1,060.8
2.618	1,036.3
4.250	996.5

Fisher Pivots for day following 25-Sep-2014
Pivot	1 day	3 day
R1	1,112.5	1,113.3
PP	1,110.5	1,111.0
S1	1,108.5	1,108.8

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

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