ICE Russell 2000 Mini Future December 2014

Trading Metrics calculated at close of trading on 18-Dec-2014

Day Change Summary
	Previous	Current
	17-Dec-2014	18-Dec-2014	Change	Change %	Previous Week
Open	1,140.5	1,175.0	34.5	3.0%	1,183.3
High	1,176.3	1,198.0	21.7	1.8%	1,189.0
Low	1,137.1	1,174.4	37.3	3.3%	1,146.4
Close	1,175.4	1,193.2	17.8	1.5%	1,146.8
Range	39.2	23.6	-15.6	-39.8%	42.6
ATR	22.0	22.1	0.1	0.5%	0.0
Volume	68,599	54,355	-14,244	-20.8%	749,163

Daily Pivots for day following 18-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,259.3	1,249.8	1,206.3
R3	1,235.8	1,226.3	1,199.8
R2	1,212.3	1,212.3	1,197.5
R1	1,202.8	1,202.8	1,195.3	1,207.5
PP	1,188.5	1,188.5	1,188.5	1,191.0
S1	1,179.0	1,179.0	1,191.0	1,183.8
S2	1,165.0	1,165.0	1,188.8
S3	1,141.3	1,155.5	1,186.8
S4	1,117.8	1,131.8	1,180.3

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,288.5	1,260.3	1,170.3
R3	1,246.0	1,217.8	1,158.5
R2	1,203.3	1,203.3	1,154.5
R1	1,175.0	1,175.0	1,150.8	1,168.0
PP	1,160.8	1,160.8	1,160.8	1,157.3
S1	1,132.5	1,132.5	1,143.0	1,125.3
S2	1,118.3	1,118.3	1,139.0
S3	1,075.5	1,089.8	1,135.0
S4	1,033.0	1,047.3	1,123.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,198.0	1,133.0	65.0	5.4%	26.5	2.2%	93%	True	False	92,499
10	1,198.0	1,133.0	65.0	5.4%	26.0	2.2%	93%	True	False	118,013
20	1,198.0	1,133.0	65.0	5.4%	21.8	1.8%	93%	True	False	99,267
40	1,198.0	1,092.2	105.8	8.9%	19.3	1.6%	95%	True	False	103,516
60	1,198.0	1,038.6	159.4	13.4%	21.3	1.8%	97%	True	False	131,502
80	1,198.0	1,038.6	159.4	13.4%	19.5	1.6%	97%	True	False	119,018
100	1,198.0	1,038.6	159.4	13.4%	18.3	1.5%	97%	True	False	95,234
120	1,200.0	1,038.6	161.4	13.5%	17.3	1.4%	96%	False	False	79,370

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	6.0
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,298.3
2.618	1,259.8
1.618	1,236.3
1.000	1,221.5
0.618	1,212.5
HIGH	1,198.0
0.618	1,189.0
0.500	1,186.3
0.382	1,183.5
LOW	1,174.5
0.618	1,159.8
1.000	1,150.8
1.618	1,136.3
2.618	1,112.5
4.250	1,074.0

Fisher Pivots for day following 18-Dec-2014
Pivot	1 day	3 day
R1	1,190.8	1,184.0
PP	1,188.5	1,174.8
S1	1,186.3	1,165.5

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

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