ICE Russell 2000 Mini Future March 2015

Trading Metrics calculated at close of trading on 22-Dec-2014

Day Change Summary
	Previous	Current
	19-Dec-2014	22-Dec-2014	Change	Change %	Previous Week
Open	1,188.8	1,192.4	3.6	0.3%	1,144.1
High	1,197.7	1,201.0	3.3	0.3%	1,197.7
Low	1,182.5	1,190.3	7.8	0.7%	1,128.2
Close	1,193.3	1,198.7	5.4	0.5%	1,193.3
Range	15.2	10.7	-4.5	-29.6%	69.5
ATR	20.4	19.7	-0.7	-3.4%	0.0
Volume	112,552	75,138	-37,414	-33.2%	998,134

Daily Pivots for day following 22-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,228.8	1,224.5	1,204.5
R3	1,218.0	1,213.8	1,201.8
R2	1,207.3	1,207.3	1,200.8
R1	1,203.0	1,203.0	1,199.8	1,205.3
PP	1,196.8	1,196.8	1,196.8	1,197.8
S1	1,192.3	1,192.3	1,197.8	1,194.5
S2	1,186.0	1,186.0	1,196.8
S3	1,175.3	1,181.8	1,195.8
S4	1,164.5	1,171.0	1,192.8

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	1,201.0	1,128.2	72.8	6.1%	22.8	1.9%	97%	True	False	167,567
10	1,201.0	1,128.2	72.8	6.1%	24.5	2.0%	97%	True	False	139,243
20	1,201.0	1,128.2	72.8	6.1%	19.8	1.6%	97%	True	False	70,174
40	1,201.0	1,104.9	96.1	8.0%	16.5	1.4%	98%	True	False	35,121
60	1,201.0	1,038.8	162.2	13.5%	15.3	1.3%	99%	True	False	23,421
80	1,201.0	1,038.8	162.2	13.5%	12.3	1.0%	99%	True	False	17,568
100	1,201.0	1,038.8	162.2	13.5%	9.8	0.8%	99%	True	False	14,055
120	1,201.0	1,038.8	162.2	13.5%	8.0	0.7%	99%	True	False	11,898

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	6.1
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1,246.5
2.618	1,229.0
1.618	1,218.3
1.000	1,211.8
0.618	1,207.5
HIGH	1,201.0
0.618	1,197.0
0.500	1,195.8
0.382	1,194.5
LOW	1,190.3
0.618	1,183.8
1.000	1,179.5
1.618	1,173.0
2.618	1,162.3
4.250	1,144.8

Fisher Pivots for day following 22-Dec-2014
Pivot	1 day	3 day
R1	1,197.8	1,194.3
PP	1,196.8	1,189.8
S1	1,195.8	1,185.3

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

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