ICE Russell 2000 Mini Future March 2015

Trading Metrics calculated at close of trading on 11-Dec-2014

Day Change Summary
	Previous	Current
	10-Dec-2014	11-Dec-2014	Change	Change %	Previous Week
Open	1,179.9	1,157.5	-22.4	-1.9%	1,167.5
High	1,182.5	1,177.7	-4.8	-0.4%	1,180.6
Low	1,156.4	1,153.1	-3.3	-0.3%	1,148.3
Close	1,157.4	1,158.1	0.7	0.1%	1,177.9
Range	26.1	24.6	-1.5	-5.7%	32.3
ATR	17.5	18.0	0.5	2.9%	0.0
Volume	24,680	100,633	75,953	307.8%	7,498

Daily Pivots for day following 11-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,236.8	1,222.0	1,171.8
R3	1,212.3	1,197.5	1,164.8
R2	1,187.5	1,187.5	1,162.5
R1	1,172.8	1,172.8	1,160.3	1,180.3
PP	1,163.0	1,163.0	1,163.0	1,166.8
S1	1,148.3	1,148.3	1,155.8	1,155.5
S2	1,138.3	1,138.3	1,153.5
S3	1,113.8	1,123.8	1,151.3
S4	1,089.3	1,099.0	1,144.5

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,265.8	1,254.3	1,195.8
R3	1,233.5	1,221.8	1,186.8
R2	1,201.3	1,201.3	1,183.8
R1	1,189.5	1,189.5	1,180.8	1,195.5
PP	1,169.0	1,169.0	1,169.0	1,171.8
S1	1,157.3	1,157.3	1,175.0	1,163.0
S2	1,136.8	1,136.8	1,172.0
S3	1,104.3	1,125.0	1,169.0
S4	1,072.0	1,092.8	1,160.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,184.2	1,148.0	36.2	3.1%	24.8	2.1%	28%	False	False	27,233
10	1,187.2	1,148.0	39.2	3.4%	21.0	1.8%	26%	False	False	14,167
20	1,188.0	1,144.3	43.7	3.8%	17.0	1.5%	32%	False	False	7,145
40	1,188.0	1,044.9	143.1	12.4%	13.8	1.2%	79%	False	False	3,586
60	1,188.0	1,038.8	149.2	12.9%	13.5	1.2%	80%	False	False	2,400
80	1,188.0	1,038.8	149.2	12.9%	10.3	0.9%	80%	False	False	1,800
100	1,188.0	1,038.8	149.2	12.9%	8.3	0.7%	80%	False	False	1,488
120	1,195.6	1,038.8	156.8	13.5%	6.8	0.6%	76%	False	False	1,501

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	3.3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,282.3
2.618	1,242.0
1.618	1,217.5
1.000	1,202.3
0.618	1,193.0
HIGH	1,177.8
0.618	1,168.3
0.500	1,165.5
0.382	1,162.5
LOW	1,153.0
0.618	1,138.0
1.000	1,128.5
1.618	1,113.3
2.618	1,088.8
4.250	1,048.5

Fisher Pivots for day following 11-Dec-2014
Pivot	1 day	3 day
R1	1,165.5	1,166.0
PP	1,163.0	1,163.5
S1	1,160.5	1,160.8

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

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