ICE Russell 2000 Mini Future March 2015

Trading Metrics calculated at close of trading on 31-Dec-2014

Day Change Summary
	Previous	Current
	30-Dec-2014	31-Dec-2014	Change	Change %	Previous Week
Open	1,219.1	1,210.6	-8.5	-0.7%	1,192.4
High	1,219.1	1,220.2	1.1	0.1%	1,215.1
Low	1,207.8	1,198.7	-9.1	-0.8%	1,190.3
Close	1,210.4	1,200.7	-9.7	-0.8%	1,213.3
Range	11.3	21.5	10.2	90.3%	24.8
ATR	16.8	17.1	0.3	2.0%	0.0
Volume	54,786	69,811	15,025	27.4%	208,269

Daily Pivots for day following 31-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,271.0	1,257.3	1,212.5
R3	1,249.5	1,235.8	1,206.5
R2	1,228.0	1,228.0	1,204.8
R1	1,214.3	1,214.3	1,202.8	1,210.5
PP	1,206.5	1,206.5	1,206.5	1,204.5
S1	1,192.8	1,192.8	1,198.8	1,189.0
S2	1,185.0	1,185.0	1,196.8
S3	1,163.5	1,171.3	1,194.8
S4	1,142.0	1,149.8	1,189.0

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,280.8	1,271.8	1,227.0
R3	1,255.8	1,247.0	1,220.0
R2	1,231.0	1,231.0	1,217.8
R1	1,222.3	1,222.3	1,215.5	1,226.5
PP	1,206.3	1,206.3	1,206.3	1,208.5
S1	1,197.3	1,197.3	1,211.0	1,201.8
S2	1,181.5	1,181.5	1,208.8
S3	1,156.8	1,172.5	1,206.5
S4	1,131.8	1,147.8	1,199.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,220.2	1,198.7	21.5	1.8%	12.3	1.0%	9%	True	True	45,848
10	1,220.2	1,132.0	88.2	7.3%	16.3	1.3%	78%	True	False	88,576
20	1,220.2	1,128.2	92.0	7.7%	19.3	1.6%	79%	True	False	85,231
40	1,220.2	1,128.2	92.0	7.7%	16.0	1.3%	79%	True	False	42,751
60	1,220.2	1,038.8	181.4	15.1%	15.3	1.3%	89%	True	False	28,510
80	1,220.2	1,038.8	181.4	15.1%	13.0	1.1%	89%	True	False	21,387
100	1,220.2	1,038.8	181.4	15.1%	10.5	0.9%	89%	True	False	17,110
120	1,220.2	1,038.8	181.4	15.1%	8.8	0.7%	89%	True	False	14,392

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.2
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,311.5
2.618	1,276.5
1.618	1,255.0
1.000	1,241.8
0.618	1,233.5
HIGH	1,220.3
0.618	1,212.0
0.500	1,209.5
0.382	1,207.0
LOW	1,198.8
0.618	1,185.5
1.000	1,177.3
1.618	1,164.0
2.618	1,142.5
4.250	1,107.3

Fisher Pivots for day following 31-Dec-2014
Pivot	1 day	3 day
R1	1,209.5	1,209.5
PP	1,206.5	1,206.5
S1	1,203.5	1,203.5

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

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