ICE Russell 2000 Mini Future December 2014

Trading Metrics calculated at close of trading on 13-Oct-2014

Day Change Summary
	Previous	Current
	10-Oct-2014	13-Oct-2014	Change	Change %	Previous Week
Open	1,061.0	1,046.8	-14.2	-1.3%	1,100.2
High	1,072.2	1,064.5	-7.7	-0.7%	1,106.5
Low	1,045.5	1,038.6	-6.9	-0.7%	1,045.5
Close	1,048.9	1,044.3	-4.6	-0.4%	1,048.9
Range	26.7	25.9	-0.8	-3.0%	61.0
ATR	20.6	21.0	0.4	1.8%	0.0
Volume	225,401	213,828	-11,573	-5.1%	958,174

Daily Pivots for day following 13-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,126.8	1,111.5	1,058.5
R3	1,101.0	1,085.5	1,051.5
R2	1,075.0	1,075.0	1,049.0
R1	1,059.8	1,059.8	1,046.8	1,054.5
PP	1,049.3	1,049.3	1,049.3	1,046.5
S1	1,033.8	1,033.8	1,042.0	1,028.5
S2	1,023.3	1,023.3	1,039.5
S3	997.3	1,007.8	1,037.3
S4	971.5	982.0	1,030.0

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,250.0	1,210.5	1,082.5
R3	1,189.0	1,149.5	1,065.8
R2	1,128.0	1,128.0	1,060.0
R1	1,088.5	1,088.5	1,054.5	1,077.8
PP	1,067.0	1,067.0	1,067.0	1,061.5
S1	1,027.5	1,027.5	1,043.3	1,016.8
S2	1,006.0	1,006.0	1,037.8
S3	945.0	966.5	1,032.0
S4	884.0	905.5	1,015.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,101.2	1,038.6	62.6	6.0%	29.8	2.8%	9%	False	True	205,963
10	1,117.7	1,038.6	79.1	7.6%	25.3	2.4%	7%	False	True	195,578
20	1,161.5	1,038.6	122.9	11.8%	21.0	2.0%	5%	False	True	173,776
40	1,182.2	1,038.6	143.6	13.8%	16.5	1.6%	4%	False	True	100,417
60	1,182.2	1,038.6	143.6	13.8%	15.8	1.5%	4%	False	True	66,959
80	1,205.4	1,038.6	166.8	16.0%	14.8	1.4%	3%	False	True	50,234
100	1,205.4	1,038.6	166.8	16.0%	11.8	1.1%	3%	False	True	40,187
120	1,205.4	1,038.6	166.8	16.0%	9.8	0.9%	3%	False	True	33,489

Crabel Price Patterns
NR	True
NR4	True
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	6.9
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,174.5
2.618	1,132.3
1.618	1,106.5
1.000	1,090.5
0.618	1,080.5
HIGH	1,064.5
0.618	1,054.5
0.500	1,051.5
0.382	1,048.5
LOW	1,038.5
0.618	1,022.5
1.000	1,012.8
1.618	996.8
2.618	970.8
4.250	928.5

Fisher Pivots for day following 13-Oct-2014
Pivot	1 day	3 day
R1	1,051.5	1,070.0
PP	1,049.3	1,061.3
S1	1,046.8	1,052.8

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

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