ICE Russell 2000 Mini Future December 2014

Trading Metrics calculated at close of trading on 26-Nov-2014

Day Change Summary
	Previous	Current
	25-Nov-2014	26-Nov-2014	Change	Change %	Previous Week
Open	1,184.2	1,186.2	2.0	0.2%	1,172.1
High	1,193.0	1,192.3	-0.7	-0.1%	1,188.5
Low	1,180.4	1,183.6	3.2	0.3%	1,148.2
Close	1,185.7	1,190.7	5.0	0.4%	1,170.6
Range	12.6	8.7	-3.9	-31.0%	40.3
ATR	17.5	16.9	-0.6	-3.6%	0.0
Volume	69,249	43,705	-25,544	-36.9%	530,905

Daily Pivots for day following 26-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,215.0	1,211.5	1,195.5
R3	1,206.3	1,202.8	1,193.0
R2	1,197.5	1,197.5	1,192.3
R1	1,194.3	1,194.3	1,191.5	1,195.8
PP	1,188.8	1,188.8	1,188.8	1,189.8
S1	1,185.5	1,185.5	1,190.0	1,187.3
S2	1,180.3	1,180.3	1,189.0
S3	1,171.5	1,176.8	1,188.3
S4	1,162.8	1,168.0	1,186.0

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	1,193.0	1,149.3	43.7	3.7%	16.3	1.4%	95%	False	False	76,396
10	1,193.0	1,148.2	44.8	3.8%	15.5	1.3%	95%	False	False	87,629
20	1,193.0	1,131.6	61.4	5.2%	15.3	1.3%	96%	False	False	93,277
40	1,193.0	1,038.6	154.4	13.0%	20.5	1.7%	99%	False	False	135,727
60	1,193.0	1,038.6	154.4	13.0%	19.3	1.6%	99%	False	False	131,950
80	1,193.0	1,038.6	154.4	13.0%	17.5	1.5%	99%	False	False	98,998
100	1,193.0	1,038.6	154.4	13.0%	16.8	1.4%	99%	False	False	79,208
120	1,205.4	1,038.6	166.8	14.0%	15.0	1.3%	91%	False	False	66,012

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.1
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,229.3
2.618	1,215.0
1.618	1,206.5
1.000	1,201.0
0.618	1,197.8
HIGH	1,192.3
0.618	1,189.0
0.500	1,188.0
0.382	1,187.0
LOW	1,183.5
0.618	1,178.3
1.000	1,175.0
1.618	1,169.5
2.618	1,160.8
4.250	1,146.5

Fisher Pivots for day following 26-Nov-2014
Pivot	1 day	3 day
R1	1,189.8	1,187.5
PP	1,188.8	1,184.3
S1	1,188.0	1,181.0

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

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