ICE Russell 2000 Mini Future December 2014

Trading Metrics calculated at close of trading on 20-Nov-2014

Day Change Summary
	Previous	Current
	19-Nov-2014	20-Nov-2014	Change	Change %	Previous Week
Open	1,167.0	1,157.7	-9.3	-0.8%	1,169.2
High	1,167.8	1,169.8	2.0	0.2%	1,190.5
Low	1,148.2	1,149.3	1.1	0.1%	1,168.5
Close	1,157.4	1,169.4	12.0	1.0%	1,172.9
Range	19.6	20.5	0.9	4.6%	22.0
ATR	17.4	17.7	0.2	1.2%	0.0
Volume	124,843	93,097	-31,746	-25.4%	381,984

Daily Pivots for day following 20-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,224.3	1,217.3	1,180.8
R3	1,203.8	1,196.8	1,175.0
R2	1,183.3	1,183.3	1,173.3
R1	1,176.3	1,176.3	1,171.3	1,179.8
PP	1,162.8	1,162.8	1,162.8	1,164.5
S1	1,155.8	1,155.8	1,167.5	1,159.3
S2	1,142.3	1,142.3	1,165.8
S3	1,121.8	1,135.3	1,163.8
S4	1,101.3	1,114.8	1,158.0

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	1,177.2	1,148.2	29.0	2.5%	14.8	1.3%	73%	False	False	99,016
10	1,190.5	1,148.2	42.3	3.6%	14.3	1.2%	50%	False	False	88,944
20	1,190.5	1,099.1	91.4	7.8%	16.5	1.4%	77%	False	False	104,674
40	1,190.5	1,038.6	151.9	13.0%	20.8	1.8%	86%	False	False	145,430
60	1,190.5	1,038.6	151.9	13.0%	19.0	1.6%	86%	False	False	127,150
80	1,190.5	1,038.6	151.9	13.0%	17.5	1.5%	86%	False	False	95,389
100	1,200.0	1,038.6	161.4	13.8%	16.5	1.4%	81%	False	False	76,321
120	1,205.4	1,038.6	166.8	14.3%	14.5	1.2%	78%	False	False	63,604

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	3.7
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1,257.0
2.618	1,223.5
1.618	1,203.0
1.000	1,190.3
0.618	1,182.5
HIGH	1,169.8
0.618	1,162.0
0.500	1,159.5
0.382	1,157.3
LOW	1,149.3
0.618	1,136.8
1.000	1,128.8
1.618	1,116.3
2.618	1,095.8
4.250	1,062.3

Fisher Pivots for day following 20-Nov-2014
Pivot	1 day	3 day
R1	1,166.0	1,167.0
PP	1,162.8	1,164.8
S1	1,159.5	1,162.3

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

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