ICE Russell 2000 Mini Future December 2014

Trading Metrics calculated at close of trading on 23-Oct-2014

Day Change Summary
	Previous	Current
	22-Oct-2014	23-Oct-2014	Change	Change %	Previous Week
Open	1,108.8	1,094.4	-14.4	-1.3%	1,046.8
High	1,114.7	1,120.1	5.4	0.5%	1,095.8
Low	1,092.4	1,092.2	-0.2	0.0%	1,038.6
Close	1,095.2	1,114.5	19.3	1.8%	1,078.7
Range	22.3	27.9	5.6	25.1%	57.2
ATR	24.0	24.2	0.3	1.2%	0.0
Volume	131,267	154,924	23,657	18.0%	1,218,705

Daily Pivots for day following 23-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,192.8	1,181.5	1,129.8
R3	1,164.8	1,153.5	1,122.3
R2	1,136.8	1,136.8	1,119.5
R1	1,125.8	1,125.8	1,117.0	1,131.3
PP	1,109.0	1,109.0	1,109.0	1,111.8
S1	1,097.8	1,097.8	1,112.0	1,103.3
S2	1,081.0	1,081.0	1,109.5
S3	1,053.3	1,069.8	1,106.8
S4	1,025.3	1,042.0	1,099.3

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	1,120.1	1,070.6	49.5	4.4%	24.8	2.2%	89%	True	False	139,321
10	1,120.1	1,038.6	81.5	7.3%	28.0	2.5%	93%	True	False	195,957
20	1,120.1	1,038.6	81.5	7.3%	25.3	2.3%	93%	True	False	186,187
40	1,182.2	1,038.6	143.6	12.9%	20.5	1.8%	53%	False	False	138,389
60	1,182.2	1,038.6	143.6	12.9%	18.0	1.6%	53%	False	False	92,294
80	1,200.0	1,038.6	161.4	14.5%	16.5	1.5%	47%	False	False	69,233
100	1,205.4	1,038.6	166.8	15.0%	14.0	1.3%	46%	False	False	55,390
120	1,205.4	1,038.6	166.8	15.0%	11.8	1.1%	46%	False	False	46,159

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.2
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,238.8
2.618	1,193.3
1.618	1,165.3
1.000	1,148.0
0.618	1,137.3
HIGH	1,120.0
0.618	1,109.5
0.500	1,106.3
0.382	1,102.8
LOW	1,092.3
0.618	1,075.0
1.000	1,064.3
1.618	1,047.0
2.618	1,019.3
4.250	973.5

Fisher Pivots for day following 23-Oct-2014
Pivot	1 day	3 day
R1	1,111.8	1,110.8
PP	1,109.0	1,107.0
S1	1,106.3	1,103.3

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

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