ICE Russell 2000 Mini Future December 2014

Trading Metrics calculated at close of trading on 24-Nov-2014

Day Change Summary
	Previous	Current
	21-Nov-2014	24-Nov-2014	Change	Change %	Previous Week
Open	1,168.1	1,170.6	2.5	0.2%	1,172.1
High	1,188.5	1,185.8	-2.7	-0.2%	1,188.5
Low	1,166.5	1,168.8	2.3	0.2%	1,148.2
Close	1,170.6	1,185.5	14.9	1.3%	1,170.6
Range	22.0	17.0	-5.0	-22.7%	40.3
ATR	18.0	17.9	-0.1	-0.4%	0.0
Volume	111,424	64,508	-46,916	-42.1%	530,905

Daily Pivots for day following 24-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,231.0	1,225.3	1,194.8
R3	1,214.0	1,208.3	1,190.3
R2	1,197.0	1,197.0	1,188.5
R1	1,191.3	1,191.3	1,187.0	1,194.3
PP	1,180.0	1,180.0	1,180.0	1,181.5
S1	1,174.3	1,174.3	1,184.0	1,177.3
S2	1,163.0	1,163.0	1,182.5
S3	1,146.0	1,157.3	1,180.8
S4	1,129.0	1,140.3	1,176.3

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,290.0	1,270.5	1,192.8
R3	1,249.8	1,230.3	1,181.8
R2	1,209.5	1,209.5	1,178.0
R1	1,190.0	1,190.0	1,174.3	1,179.5
PP	1,169.0	1,169.0	1,169.0	1,164.0
S1	1,149.8	1,149.8	1,167.0	1,139.3
S2	1,128.8	1,128.8	1,163.3
S3	1,088.5	1,109.5	1,159.5
S4	1,048.3	1,069.0	1,148.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,188.5	1,148.2	40.3	3.4%	18.5	1.6%	93%	False	False	100,116
10	1,190.5	1,148.2	42.3	3.6%	15.8	1.3%	88%	False	False	90,335
20	1,190.5	1,115.7	74.8	6.3%	16.8	1.4%	93%	False	False	103,434
40	1,190.5	1,038.6	151.9	12.8%	21.3	1.8%	97%	False	False	143,638
60	1,190.5	1,038.6	151.9	12.8%	19.5	1.6%	97%	False	False	130,079
80	1,190.5	1,038.6	151.9	12.8%	17.5	1.5%	97%	False	False	97,587
100	1,196.5	1,038.6	157.9	13.3%	16.8	1.4%	93%	False	False	78,080
120	1,205.4	1,038.6	166.8	14.1%	14.8	1.2%	88%	False	False	65,070

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,258.0
2.618	1,230.3
1.618	1,213.3
1.000	1,202.8
0.618	1,196.3
HIGH	1,185.8
0.618	1,179.3
0.500	1,177.3
0.382	1,175.3
LOW	1,168.8
0.618	1,158.3
1.000	1,151.8
1.618	1,141.3
2.618	1,124.3
4.250	1,096.5

Fisher Pivots for day following 24-Nov-2014
Pivot	1 day	3 day
R1	1,182.8	1,180.0
PP	1,180.0	1,174.5
S1	1,177.3	1,169.0

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

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