ICE Russell 2000 Mini Future December 2014

Trading Metrics calculated at close of trading on 01-Oct-2014

Day Change Summary
	Previous	Current
	30-Sep-2014	01-Oct-2014	Change	Change %	Previous Week
Open	1,112.3	1,095.0	-17.3	-1.6%	1,137.1
High	1,117.7	1,098.4	-19.3	-1.7%	1,139.3
Low	1,094.1	1,077.1	-17.0	-1.6%	1,100.2
Close	1,096.6	1,082.1	-14.5	-1.3%	1,114.1
Range	23.6	21.3	-2.3	-9.7%	39.1
ATR	16.1	16.5	0.4	2.3%	0.0
Volume	180,484	248,938	68,454	37.9%	728,205

Daily Pivots for day following 01-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,149.8	1,137.3	1,093.8
R3	1,128.5	1,116.0	1,088.0
R2	1,107.3	1,107.3	1,086.0
R1	1,094.8	1,094.8	1,084.0	1,090.3
PP	1,085.8	1,085.8	1,085.8	1,083.8
S1	1,073.3	1,073.3	1,080.3	1,069.0
S2	1,064.5	1,064.5	1,078.3
S3	1,043.3	1,052.0	1,076.3
S4	1,022.0	1,030.8	1,070.5

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,235.3	1,213.8	1,135.5
R3	1,196.0	1,174.8	1,124.8
R2	1,157.0	1,157.0	1,121.3
R1	1,135.5	1,135.5	1,117.8	1,126.8
PP	1,117.8	1,117.8	1,117.8	1,113.5
S1	1,096.5	1,096.5	1,110.5	1,087.5
S2	1,078.8	1,078.8	1,107.0
S3	1,039.8	1,057.3	1,103.3
S4	1,000.5	1,018.3	1,092.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,124.6	1,077.1	47.5	4.4%	19.3	1.8%	11%	False	True	171,541
10	1,161.5	1,077.1	84.4	7.8%	18.5	1.7%	6%	False	True	156,656
20	1,176.0	1,077.1	98.9	9.1%	17.0	1.6%	5%	False	True	124,396
40	1,182.2	1,077.1	105.1	9.7%	14.3	1.3%	5%	False	True	62,269
60	1,182.2	1,077.1	105.1	9.7%	14.0	1.3%	5%	False	True	41,530
80	1,205.4	1,077.1	128.3	11.9%	12.3	1.1%	4%	False	True	31,154
100	1,205.4	1,077.1	128.3	11.9%	9.8	0.9%	4%	False	True	24,923
120	1,205.4	1,077.1	128.3	11.9%	8.0	0.7%	4%	False	True	20,770

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	3.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,189.0
2.618	1,154.3
1.618	1,132.8
1.000	1,119.8
0.618	1,111.5
HIGH	1,098.5
0.618	1,090.3
0.500	1,087.8
0.382	1,085.3
LOW	1,077.0
0.618	1,064.0
1.000	1,055.8
1.618	1,042.8
2.618	1,021.3
4.250	986.5

Fisher Pivots for day following 01-Oct-2014
Pivot	1 day	3 day
R1	1,087.8	1,097.5
PP	1,085.8	1,092.3
S1	1,084.0	1,087.3

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

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