ICE Russell 2000 Mini Future December 2014

Trading Metrics calculated at close of trading on 11-Nov-2014

Day Change Summary
	Previous	Current
	10-Nov-2014	11-Nov-2014	Change	Change %	Previous Week
Open	1,169.2	1,177.4	8.2	0.7%	1,170.9
High	1,178.5	1,181.9	3.4	0.3%	1,178.6
Low	1,168.5	1,173.8	5.3	0.5%	1,157.9
Close	1,177.2	1,178.9	1.7	0.1%	1,170.1
Range	10.0	8.1	-1.9	-19.0%	20.7
ATR	19.6	18.8	-0.8	-4.2%	0.0
Volume	74,041	54,839	-19,202	-25.9%	490,718

Daily Pivots for day following 11-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,202.5	1,198.8	1,183.3
R3	1,194.5	1,190.8	1,181.3
R2	1,186.3	1,186.3	1,180.5
R1	1,182.5	1,182.5	1,179.8	1,184.5
PP	1,178.3	1,178.3	1,178.3	1,179.0
S1	1,174.5	1,174.5	1,178.3	1,176.3
S2	1,170.0	1,170.0	1,177.5
S3	1,162.0	1,166.5	1,176.8
S4	1,154.0	1,158.3	1,174.5

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,231.0	1,221.3	1,181.5
R3	1,210.3	1,200.5	1,175.8
R2	1,189.5	1,189.5	1,174.0
R1	1,179.8	1,179.8	1,172.0	1,174.3
PP	1,168.8	1,168.8	1,168.8	1,166.0
S1	1,159.3	1,159.3	1,168.3	1,153.8
S2	1,148.3	1,148.3	1,166.3
S3	1,127.5	1,138.5	1,164.5
S4	1,106.8	1,117.8	1,158.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,181.9	1,160.3	21.6	1.8%	11.3	1.0%	86%	True	False	80,707
10	1,181.9	1,131.6	50.3	4.3%	15.3	1.3%	94%	True	False	105,909
20	1,181.9	1,038.8	143.1	12.1%	21.0	1.8%	98%	True	False	135,800
40	1,181.9	1,038.6	143.3	12.2%	21.3	1.8%	98%	True	False	155,222
60	1,182.2	1,038.6	143.6	12.2%	18.3	1.5%	98%	False	False	115,965
80	1,182.2	1,038.6	143.6	12.2%	17.3	1.5%	98%	False	False	86,984
100	1,205.4	1,038.6	166.8	14.1%	16.3	1.4%	84%	False	False	69,599
120	1,205.4	1,038.6	166.8	14.1%	13.5	1.1%	84%	False	False	57,999

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	4.5
Narrowest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	1,216.3
2.618	1,203.0
1.618	1,195.0
1.000	1,190.0
0.618	1,187.0
HIGH	1,182.0
0.618	1,178.8
0.500	1,177.8
0.382	1,177.0
LOW	1,173.8
0.618	1,168.8
1.000	1,165.8
1.618	1,160.8
2.618	1,152.5
4.250	1,139.5

Fisher Pivots for day following 11-Nov-2014
Pivot	1 day	3 day
R1	1,178.5	1,176.5
PP	1,178.3	1,174.3
S1	1,177.8	1,172.0

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

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