ICE Russell 2000 Mini Future December 2014

Trading Metrics calculated at close of trading on 21-Oct-2014

Day Change Summary
	Previous	Current
	20-Oct-2014	21-Oct-2014	Change	Change %	Previous Week
Open	1,080.5	1,093.0	12.5	1.2%	1,046.8
High	1,097.3	1,111.4	14.1	1.3%	1,095.8
Low	1,070.6	1,086.3	15.7	1.5%	1,038.6
Close	1,092.3	1,110.4	18.1	1.7%	1,078.7
Range	26.7	25.1	-1.6	-6.0%	57.2
ATR	24.0	24.1	0.1	0.3%	0.0
Volume	105,367	123,907	18,540	17.6%	1,218,705

Daily Pivots for day following 21-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,178.0	1,169.3	1,124.3
R3	1,153.0	1,144.3	1,117.3
R2	1,127.8	1,127.8	1,115.0
R1	1,119.0	1,119.0	1,112.8	1,123.5
PP	1,102.8	1,102.8	1,102.8	1,105.0
S1	1,094.0	1,094.0	1,108.0	1,098.3
S2	1,077.5	1,077.5	1,105.8
S3	1,052.5	1,069.0	1,103.5
S4	1,027.5	1,043.8	1,096.5

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,242.8	1,217.8	1,110.3
R3	1,185.5	1,160.8	1,094.5
R2	1,128.3	1,128.3	1,089.3
R1	1,103.5	1,103.5	1,084.0	1,115.8
PP	1,071.0	1,071.0	1,071.0	1,077.3
S1	1,046.3	1,046.3	1,073.5	1,058.8
S2	1,013.8	1,013.8	1,068.3
S3	956.8	989.0	1,063.0
S4	899.5	931.8	1,047.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,111.4	1,038.8	72.6	6.5%	30.3	2.7%	99%	True	False	201,782
10	1,111.4	1,038.6	72.8	6.6%	30.5	2.7%	99%	True	False	210,474
20	1,124.7	1,038.6	86.1	7.8%	24.8	2.2%	83%	False	False	187,208
40	1,182.2	1,038.6	143.6	12.9%	19.8	1.8%	50%	False	False	131,255
60	1,182.2	1,038.6	143.6	12.9%	17.5	1.6%	50%	False	False	87,525
80	1,205.4	1,038.6	166.8	15.0%	16.3	1.5%	43%	False	False	65,657
100	1,205.4	1,038.6	166.8	15.0%	13.5	1.2%	43%	False	False	52,529
120	1,205.4	1,038.6	166.8	15.0%	11.3	1.0%	43%	False	False	43,774

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	9.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,218.0
2.618	1,177.0
1.618	1,152.0
1.000	1,136.5
0.618	1,127.0
HIGH	1,111.5
0.618	1,101.8
0.500	1,098.8
0.382	1,096.0
LOW	1,086.3
0.618	1,070.8
1.000	1,061.3
1.618	1,045.8
2.618	1,020.5
4.250	979.5

Fisher Pivots for day following 21-Oct-2014
Pivot	1 day	3 day
R1	1,106.5	1,104.0
PP	1,102.8	1,097.5
S1	1,098.8	1,091.0

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

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