ICE Russell 2000 Mini Future December 2014

Trading Metrics calculated at close of trading on 17-Nov-2014

Day Change Summary
	Previous	Current
	14-Nov-2014	17-Nov-2014	Change	Change %	Previous Week
Open	1,173.5	1,172.1	-1.4	-0.1%	1,169.2
High	1,177.2	1,174.5	-2.7	-0.2%	1,190.5
Low	1,168.8	1,161.8	-7.0	-0.6%	1,168.5
Close	1,172.9	1,164.3	-8.6	-0.7%	1,172.9
Range	8.4	12.7	4.3	51.2%	22.0
ATR	18.0	17.6	-0.4	-2.1%	0.0
Volume	75,602	94,833	19,231	25.4%	381,984

Daily Pivots for day following 17-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,205.0	1,197.3	1,171.3
R3	1,192.3	1,184.8	1,167.8
R2	1,179.5	1,179.5	1,166.8
R1	1,172.0	1,172.0	1,165.5	1,169.5
PP	1,166.8	1,166.8	1,166.8	1,165.5
S1	1,159.3	1,159.3	1,163.3	1,156.8
S2	1,154.3	1,154.3	1,162.0
S3	1,141.5	1,146.5	1,160.8
S4	1,128.8	1,133.8	1,157.3

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,243.3	1,230.0	1,185.0
R3	1,221.3	1,208.0	1,179.0
R2	1,199.3	1,199.3	1,177.0
R1	1,186.0	1,186.0	1,175.0	1,192.8
PP	1,177.3	1,177.3	1,177.3	1,180.5
S1	1,164.0	1,164.0	1,171.0	1,170.8
S2	1,155.3	1,155.3	1,168.8
S3	1,133.3	1,142.0	1,166.8
S4	1,111.3	1,120.0	1,160.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,190.5	1,161.8	28.7	2.5%	13.0	1.1%	9%	False	True	80,555
10	1,190.5	1,157.9	32.6	2.8%	12.5	1.1%	20%	False	False	85,125
20	1,190.5	1,086.3	104.2	8.9%	17.5	1.5%	75%	False	False	108,946
40	1,190.5	1,038.6	151.9	13.0%	21.0	1.8%	83%	False	False	148,944
60	1,190.5	1,038.6	151.9	13.0%	18.8	1.6%	83%	False	False	121,757
80	1,190.5	1,038.6	151.9	13.0%	17.3	1.5%	83%	False	False	91,332
100	1,205.4	1,038.6	166.8	14.3%	16.3	1.4%	75%	False	False	73,076
120	1,205.4	1,038.6	166.8	14.3%	14.0	1.2%	75%	False	False	60,899

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	4.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,228.5
2.618	1,207.8
1.618	1,195.0
1.000	1,187.3
0.618	1,182.3
HIGH	1,174.5
0.618	1,169.8
0.500	1,168.3
0.382	1,166.8
LOW	1,161.8
0.618	1,154.0
1.000	1,149.0
1.618	1,141.3
2.618	1,128.5
4.250	1,107.8

Fisher Pivots for day following 17-Nov-2014
Pivot	1 day	3 day
R1	1,168.3	1,176.3
PP	1,166.8	1,172.3
S1	1,165.5	1,168.3

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

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