ICE Russell 2000 Mini Future March 2015

Trading Metrics calculated at close of trading on 02-Jan-2015

Day Change Summary
	Previous	Current
	31-Dec-2014	02-Jan-2015	Change	Change %	Previous Week
Open	1,210.6	1,203.9	-6.7	-0.6%	1,213.3
High	1,220.2	1,211.0	-9.2	-0.8%	1,220.2
Low	1,198.7	1,182.9	-15.8	-1.3%	1,182.9
Close	1,200.7	1,192.2	-8.5	-0.7%	1,192.2
Range	21.5	28.1	6.6	30.7%	37.3
ATR	17.1	17.9	0.8	4.6%	0.0
Volume	69,811	113,699	43,888	62.9%	286,071

Daily Pivots for day following 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,279.8	1,264.0	1,207.8
R3	1,251.5	1,236.0	1,200.0
R2	1,223.5	1,223.5	1,197.3
R1	1,207.8	1,207.8	1,194.8	1,201.5
PP	1,195.3	1,195.3	1,195.3	1,192.3
S1	1,179.8	1,179.8	1,189.5	1,173.5
S2	1,167.3	1,167.3	1,187.0
S3	1,139.3	1,151.8	1,184.5
S4	1,111.0	1,123.5	1,176.8

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,310.3	1,288.5	1,212.8
R3	1,273.0	1,251.3	1,202.5
R2	1,235.8	1,235.8	1,199.0
R1	1,214.0	1,214.0	1,195.5	1,206.3
PP	1,198.5	1,198.5	1,198.5	1,194.5
S1	1,176.8	1,176.8	1,188.8	1,169.0
S2	1,161.3	1,161.3	1,185.3
S3	1,123.8	1,139.3	1,182.0
S4	1,086.5	1,102.0	1,171.8

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	1,182.9	37.3	3.1%	16.3	1.4%	25%	False	True	62,887
10	1,220.2	1,169.3	50.9	4.3%	15.0	1.3%	45%	False	False	78,088
20	1,220.2	1,128.2	92.0	7.7%	19.8	1.7%	70%	False	False	90,864
40	1,220.2	1,128.2	92.0	7.7%	16.5	1.4%	70%	False	False	45,593
60	1,220.2	1,038.8	181.4	15.2%	15.5	1.3%	85%	False	False	30,403
80	1,220.2	1,038.8	181.4	15.2%	13.5	1.1%	85%	False	False	22,808
100	1,220.2	1,038.8	181.4	15.2%	10.8	0.9%	85%	False	False	18,247
120	1,220.2	1,038.8	181.4	15.2%	9.0	0.8%	85%	False	False	15,326

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.6
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1,330.5
2.618	1,284.5
1.618	1,256.5
1.000	1,239.0
0.618	1,228.3
HIGH	1,211.0
0.618	1,200.3
0.500	1,197.0
0.382	1,193.8
LOW	1,183.0
0.618	1,165.5
1.000	1,154.8
1.618	1,137.5
2.618	1,109.3
4.250	1,063.5

Fisher Pivots for day following 02-Jan-2015
Pivot	1 day	3 day
R1	1,197.0	1,201.5
PP	1,195.3	1,198.5
S1	1,193.8	1,195.3

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

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