ICE Russell 2000 Mini Future March 2015

Trading Metrics calculated at close of trading on 13-Oct-2014

Day Change Summary
	Previous	Current
	10-Oct-2014	13-Oct-2014	Change	Change %	Previous Week
Open	1,053.9	1,038.8	-15.1	-1.4%	1,100.0
High	1,067.2	1,055.2	-12.0	-1.1%	1,100.0
Low	1,041.8	1,038.8	-3.0	-0.3%	1,041.8
Close	1,044.4	1,039.8	-4.6	-0.4%	1,044.4
Range	25.4	16.4	-9.0	-35.4%	58.2
ATR	15.0	15.1	0.1	0.7%	0.0
Volume	12	6	-6	-50.0%	199

Daily Pivots for day following 13-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,093.8	1,083.3	1,048.8
R3	1,077.5	1,066.8	1,044.3
R2	1,061.0	1,061.0	1,042.8
R1	1,050.5	1,050.5	1,041.3	1,055.8
PP	1,044.5	1,044.5	1,044.5	1,047.3
S1	1,034.0	1,034.0	1,038.3	1,039.3
S2	1,028.3	1,028.3	1,036.8
S3	1,011.8	1,017.5	1,035.3
S4	995.5	1,001.3	1,030.8

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,236.8	1,198.8	1,076.5
R3	1,178.5	1,140.5	1,060.5
R2	1,120.3	1,120.3	1,055.0
R1	1,082.3	1,082.3	1,049.8	1,072.3
PP	1,062.0	1,062.0	1,062.0	1,057.0
S1	1,024.3	1,024.3	1,039.0	1,014.0
S2	1,003.8	1,003.8	1,033.8
S3	945.8	966.0	1,028.5
S4	887.5	907.8	1,012.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,083.0	1,038.8	44.2	4.3%	20.5	2.0%	2%	False	True	29
10	1,102.6	1,038.8	63.8	6.1%	16.8	1.6%	2%	False	True	30
20	1,149.8	1,038.8	111.0	10.7%	11.8	1.1%	1%	False	True	26
40	1,168.1	1,038.8	129.3	12.4%	6.0	0.6%	1%	False	True	13
60	1,168.1	1,038.8	129.3	12.4%	4.0	0.4%	1%	False	True	143
80	1,195.6	1,038.8	156.8	15.1%	3.0	0.3%	1%	False	True	507
100	1,195.6	1,038.8	156.8	15.1%	2.3	0.2%	1%	False	True	421
120	1,195.6	1,038.8	156.8	15.1%	2.0	0.2%	1%	False	True	391

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	3.2
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,125.0
2.618	1,098.3
1.618	1,081.8
1.000	1,071.5
0.618	1,065.3
HIGH	1,055.3
0.618	1,049.0
0.500	1,047.0
0.382	1,045.0
LOW	1,038.8
0.618	1,028.8
1.000	1,022.5
1.618	1,012.3
2.618	995.8
4.250	969.0

Fisher Pivots for day following 13-Oct-2014
Pivot	1 day	3 day
R1	1,047.0	1,059.3
PP	1,044.5	1,052.8
S1	1,042.3	1,046.3

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

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