ICE Russell 2000 Mini Future March 2015

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	1,180.2	1,186.3	6.1	0.5%	1,166.0
High	1,188.0	1,186.5	-1.5	-0.1%	1,183.5
Low	1,176.2	1,179.5	3.3	0.3%	1,144.3
Close	1,181.2	1,186.0	4.8	0.4%	1,166.1
Range	11.8	7.0	-4.8	-40.7%	39.2
ATR	14.3	13.8	-0.5	-3.6%	0.0
Volume	290	25	-265	-91.4%	784

Daily Pivots for day following 26-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,205.0	1,202.5	1,189.8
R3	1,198.0	1,195.5	1,188.0
R2	1,191.0	1,191.0	1,187.3
R1	1,188.5	1,188.5	1,186.8	1,186.3
PP	1,184.0	1,184.0	1,184.0	1,183.0
S1	1,181.5	1,181.5	1,185.3	1,179.3
S2	1,177.0	1,177.0	1,184.8
S3	1,170.0	1,174.5	1,184.0
S4	1,163.0	1,167.5	1,182.3

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,282.3	1,263.3	1,187.8
R3	1,243.0	1,224.3	1,177.0
R2	1,203.8	1,203.8	1,173.3
R1	1,185.0	1,185.0	1,169.8	1,194.5
PP	1,164.8	1,164.8	1,164.8	1,169.3
S1	1,145.8	1,145.8	1,162.5	1,155.3
S2	1,125.5	1,125.5	1,159.0
S3	1,086.3	1,106.5	1,155.3
S4	1,047.0	1,067.3	1,144.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,188.0	1,146.1	41.9	3.5%	13.3	1.1%	95%	False	False	173
10	1,188.0	1,144.3	43.7	3.7%	13.0	1.1%	95%	False	False	123
20	1,188.0	1,125.8	62.2	5.2%	12.8	1.1%	97%	False	False	81
40	1,188.0	1,038.8	149.2	12.6%	12.8	1.1%	99%	False	False	52
60	1,188.0	1,038.8	149.2	12.6%	10.0	0.9%	99%	False	False	39
80	1,188.0	1,038.8	149.2	12.6%	7.5	0.6%	99%	False	False	29
100	1,188.0	1,038.8	149.2	12.6%	6.0	0.5%	99%	False	False	224
120	1,195.6	1,038.8	156.8	13.2%	5.0	0.4%	94%	False	False	366

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.7
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,216.3
2.618	1,204.8
1.618	1,197.8
1.000	1,193.5
0.618	1,190.8
HIGH	1,186.5
0.618	1,183.8
0.500	1,183.0
0.382	1,182.3
LOW	1,179.5
0.618	1,175.3
1.000	1,172.5
1.618	1,168.3
2.618	1,161.3
4.250	1,149.8

Fisher Pivots for day following 26-Nov-2014
Pivot	1 day	3 day
R1	1,185.0	1,184.3
PP	1,184.0	1,182.5
S1	1,183.0	1,180.8

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

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