ICE Russell 2000 Mini Future December 2014

Trading Metrics calculated at close of trading on 19-Nov-2014

Day Change Summary
	Previous	Current
	18-Nov-2014	19-Nov-2014	Change	Change %	Previous Week
Open	1,164.3	1,167.0	2.7	0.2%	1,169.2
High	1,176.5	1,167.8	-8.7	-0.7%	1,190.5
Low	1,163.5	1,148.2	-15.3	-1.3%	1,168.5
Close	1,167.7	1,157.4	-10.3	-0.9%	1,172.9
Range	13.0	19.6	6.6	50.8%	22.0
ATR	17.3	17.4	0.2	1.0%	0.0
Volume	106,708	124,843	18,135	17.0%	381,984

Daily Pivots for day following 19-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,216.5	1,206.5	1,168.3
R3	1,197.0	1,187.0	1,162.8
R2	1,177.5	1,177.5	1,161.0
R1	1,167.5	1,167.5	1,159.3	1,162.5
PP	1,157.8	1,157.8	1,157.8	1,155.5
S1	1,147.8	1,147.8	1,155.5	1,143.0
S2	1,138.3	1,138.3	1,153.8
S3	1,118.5	1,128.3	1,152.0
S4	1,099.0	1,108.5	1,146.5

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	1,148.2	42.3	3.7%	14.5	1.3%	22%	False	True	98,863
10	1,190.5	1,148.2	42.3	3.7%	13.3	1.2%	22%	False	True	88,512
20	1,190.5	1,092.2	98.3	8.5%	16.8	1.4%	66%	False	False	107,765
40	1,190.5	1,038.6	151.9	13.1%	21.0	1.8%	78%	False	False	147,620
60	1,190.5	1,038.6	151.9	13.1%	18.8	1.6%	78%	False	False	125,601
80	1,190.5	1,038.6	151.9	13.1%	17.5	1.5%	78%	False	False	94,226
100	1,200.0	1,038.6	161.4	13.9%	16.5	1.4%	74%	False	False	75,391
120	1,205.4	1,038.6	166.8	14.4%	14.3	1.2%	71%	False	False	62,829

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.3
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1,251.0
2.618	1,219.0
1.618	1,199.5
1.000	1,187.5
0.618	1,180.0
HIGH	1,167.8
0.618	1,160.3
0.500	1,158.0
0.382	1,155.8
LOW	1,148.3
0.618	1,136.0
1.000	1,128.5
1.618	1,116.5
2.618	1,097.0
4.250	1,065.0

Fisher Pivots for day following 19-Nov-2014
Pivot	1 day	3 day
R1	1,158.0	1,162.3
PP	1,157.8	1,160.8
S1	1,157.5	1,159.0

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

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