ICE Russell 2000 Mini Future December 2014

Trading Metrics calculated at close of trading on 09-Oct-2014

Day Change Summary
	Previous	Current
	08-Oct-2014	09-Oct-2014	Change	Change %	Previous Week
Open	1,073.3	1,091.0	17.7	1.6%	1,110.8
High	1,094.1	1,101.2	7.1	0.6%	1,117.7
Low	1,060.4	1,059.7	-0.7	-0.1%	1,072.0
Close	1,092.6	1,065.9	-26.7	-2.4%	1,098.3
Range	33.7	41.5	7.8	23.1%	45.7
ATR	18.5	20.2	1.6	8.8%	0.0
Volume	206,616	224,749	18,133	8.8%	911,058

Daily Pivots for day following 09-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,200.0	1,174.5	1,088.8
R3	1,158.5	1,133.0	1,077.3
R2	1,117.0	1,117.0	1,073.5
R1	1,091.5	1,091.5	1,069.8	1,083.5
PP	1,075.5	1,075.5	1,075.5	1,071.5
S1	1,050.0	1,050.0	1,062.0	1,042.0
S2	1,034.0	1,034.0	1,058.3
S3	992.5	1,008.5	1,054.5
S4	951.0	967.0	1,043.0

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,233.0	1,211.5	1,123.5
R3	1,187.5	1,165.8	1,110.8
R2	1,141.8	1,141.8	1,106.8
R1	1,120.0	1,120.0	1,102.5	1,108.0
PP	1,096.0	1,096.0	1,096.0	1,090.0
S1	1,074.3	1,074.3	1,094.0	1,062.3
S2	1,050.3	1,050.3	1,090.0
S3	1,004.5	1,028.5	1,085.8
S4	959.0	983.0	1,073.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,106.5	1,059.7	46.8	4.4%	26.3	2.5%	13%	False	True	172,976
10	1,117.7	1,059.7	58.0	5.4%	22.8	2.1%	11%	False	True	176,417
20	1,169.8	1,059.7	110.1	10.3%	20.3	1.9%	6%	False	True	171,894
40	1,182.2	1,059.7	122.5	11.5%	16.0	1.5%	5%	False	True	89,442
60	1,182.2	1,059.7	122.5	11.5%	15.5	1.5%	5%	False	True	59,644
80	1,205.4	1,059.7	145.7	13.7%	14.0	1.3%	4%	False	True	44,744
100	1,205.4	1,059.7	145.7	13.7%	11.3	1.1%	4%	False	True	35,795
120	1,205.4	1,059.7	145.7	13.7%	9.5	0.9%	4%	False	True	29,829

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.8
Widest range in 140 trading days

Fibonacci Retracements and Extensions
4.250	1,277.5
2.618	1,209.8
1.618	1,168.3
1.000	1,142.8
0.618	1,126.8
HIGH	1,101.3
0.618	1,085.3
0.500	1,080.5
0.382	1,075.5
LOW	1,059.8
0.618	1,034.0
1.000	1,018.3
1.618	992.5
2.618	951.0
4.250	883.3

Fisher Pivots for day following 09-Oct-2014
Pivot	1 day	3 day
R1	1,080.5	1,080.5
PP	1,075.5	1,075.5
S1	1,070.8	1,070.8

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

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