ICE Russell 2000 Mini Future March 2015

Trading Metrics calculated at close of trading on 19-Dec-2014

Day Change Summary
	Previous	Current
	18-Dec-2014	19-Dec-2014	Change	Change %	Previous Week
Open	1,169.4	1,188.8	19.4	1.7%	1,144.1
High	1,192.2	1,197.7	5.5	0.5%	1,197.7
Low	1,169.3	1,182.5	13.2	1.1%	1,128.2
Close	1,188.8	1,193.3	4.5	0.4%	1,193.3
Range	22.9	15.2	-7.7	-33.6%	69.5
ATR	20.8	20.4	-0.4	-1.9%	0.0
Volume	173,988	112,552	-61,436	-35.3%	998,134

Daily Pivots for day following 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,236.8	1,230.3	1,201.8
R3	1,221.5	1,215.0	1,197.5
R2	1,206.3	1,206.3	1,196.0
R1	1,199.8	1,199.8	1,194.8	1,203.0
PP	1,191.3	1,191.3	1,191.3	1,192.8
S1	1,184.8	1,184.8	1,192.0	1,188.0
S2	1,176.0	1,176.0	1,190.5
S3	1,160.8	1,169.5	1,189.0
S4	1,145.5	1,154.3	1,185.0

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,381.5	1,357.0	1,231.5
R3	1,312.0	1,287.5	1,212.5
R2	1,242.5	1,242.5	1,206.0
R1	1,218.0	1,218.0	1,199.8	1,230.3
PP	1,173.0	1,173.0	1,173.0	1,179.3
S1	1,148.5	1,148.5	1,187.0	1,160.8
S2	1,103.5	1,103.5	1,180.5
S3	1,034.0	1,079.0	1,174.3
S4	964.5	1,009.5	1,155.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,197.7	1,128.2	69.5	5.8%	26.0	2.2%	94%	True	False	199,626
10	1,197.7	1,128.2	69.5	5.8%	26.0	2.2%	94%	True	False	131,960
20	1,197.7	1,128.2	69.5	5.8%	20.3	1.7%	94%	True	False	66,430
40	1,197.7	1,104.9	92.8	7.8%	16.3	1.4%	95%	True	False	33,242
60	1,197.7	1,038.8	158.9	13.3%	15.3	1.3%	97%	True	False	22,170
80	1,197.7	1,038.8	158.9	13.3%	12.0	1.0%	97%	True	False	16,629
100	1,197.7	1,038.8	158.9	13.3%	9.8	0.8%	97%	True	False	13,303
120	1,197.7	1,038.8	158.9	13.3%	8.0	0.7%	97%	True	False	11,288

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	6.3
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1,262.3
2.618	1,237.5
1.618	1,222.3
1.000	1,213.0
0.618	1,207.0
HIGH	1,197.8
0.618	1,192.0
0.500	1,190.0
0.382	1,188.3
LOW	1,182.5
0.618	1,173.0
1.000	1,167.3
1.618	1,158.0
2.618	1,142.8
4.250	1,118.0

Fisher Pivots for day following 19-Dec-2014
Pivot	1 day	3 day
R1	1,192.3	1,183.8
PP	1,191.3	1,174.3
S1	1,190.0	1,164.8

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

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