ICE Russell 2000 Mini Future December 2014

Trading Metrics calculated at close of trading on 02-Oct-2014

Day Change Summary
	Previous	Current
	01-Oct-2014	02-Oct-2014	Change	Change %	Previous Week
Open	1,095.0	1,081.8	-13.2	-1.2%	1,137.1
High	1,098.4	1,095.8	-2.6	-0.2%	1,139.3
Low	1,077.1	1,072.0	-5.1	-0.5%	1,100.2
Close	1,082.1	1,091.3	9.2	0.9%	1,114.1
Range	21.3	23.8	2.5	11.7%	39.1
ATR	16.5	17.0	0.5	3.2%	0.0
Volume	248,938	222,252	-26,686	-10.7%	728,205

Daily Pivots for day following 02-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,157.8	1,148.3	1,104.5
R3	1,134.0	1,124.5	1,097.8
R2	1,110.3	1,110.3	1,095.8
R1	1,100.8	1,100.8	1,093.5	1,105.5
PP	1,086.3	1,086.3	1,086.3	1,088.8
S1	1,077.0	1,077.0	1,089.0	1,081.8
S2	1,062.5	1,062.5	1,087.0
S3	1,038.8	1,053.3	1,084.8
S4	1,015.0	1,029.3	1,078.3

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	1,117.7	1,072.0	45.7	4.2%	19.3	1.8%	42%	False	True	179,858
10	1,161.5	1,072.0	89.5	8.2%	19.8	1.8%	22%	False	True	166,646
20	1,169.8	1,072.0	97.8	9.0%	17.3	1.6%	20%	False	True	135,457
40	1,182.2	1,072.0	110.2	10.1%	14.3	1.3%	18%	False	True	67,824
60	1,182.2	1,072.0	110.2	10.1%	14.5	1.3%	18%	False	True	45,234
80	1,205.4	1,072.0	133.4	12.2%	12.5	1.1%	14%	False	True	33,932
100	1,205.4	1,072.0	133.4	12.2%	10.0	0.9%	14%	False	True	27,146
120	1,205.4	1,072.0	133.4	12.2%	8.3	0.8%	14%	False	True	22,622

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.2
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,197.0
2.618	1,158.0
1.618	1,134.3
1.000	1,119.5
0.618	1,110.5
HIGH	1,095.8
0.618	1,086.8
0.500	1,084.0
0.382	1,081.0
LOW	1,072.0
0.618	1,057.3
1.000	1,048.3
1.618	1,033.5
2.618	1,009.8
4.250	970.8

Fisher Pivots for day following 02-Oct-2014
Pivot	1 day	3 day
R1	1,088.8	1,094.8
PP	1,086.3	1,093.8
S1	1,084.0	1,092.5

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

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