ICE Russell 2000 Mini Future March 2015

Trading Metrics calculated at close of trading on 07-Jan-2015

Day Change Summary
	Previous	Current
	06-Jan-2015	07-Jan-2015	Change	Change %	Previous Week
Open	1,179.9	1,158.8	-21.1	-1.8%	1,213.3
High	1,182.9	1,172.9	-10.0	-0.8%	1,220.2
Low	1,147.6	1,158.4	10.8	0.9%	1,182.9
Close	1,156.9	1,171.6	14.7	1.3%	1,192.2
Range	35.3	14.5	-20.8	-58.9%	37.3
ATR	19.4	19.2	-0.2	-1.3%	0.0
Volume	160,027	106,865	-53,162	-33.2%	286,071

Daily Pivots for day following 07-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,211.3	1,205.8	1,179.5
R3	1,196.8	1,191.3	1,175.5
R2	1,182.3	1,182.3	1,174.3
R1	1,176.8	1,176.8	1,173.0	1,179.5
PP	1,167.8	1,167.8	1,167.8	1,169.0
S1	1,162.3	1,162.3	1,170.3	1,165.0
S2	1,153.3	1,153.3	1,169.0
S3	1,138.8	1,147.8	1,167.5
S4	1,124.3	1,133.3	1,163.5

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	1,147.6	72.6	6.2%	24.3	2.1%	33%	False	False	117,525
10	1,220.2	1,147.6	72.6	6.2%	17.3	1.5%	33%	False	False	82,331
20	1,220.2	1,128.2	92.0	7.9%	21.0	1.8%	47%	False	False	110,787
40	1,220.2	1,128.2	92.0	7.9%	17.5	1.5%	47%	False	False	55,694
60	1,220.2	1,038.8	181.4	15.5%	15.5	1.3%	73%	False	False	37,138
80	1,220.2	1,038.8	181.4	15.5%	14.3	1.2%	73%	False	False	27,860
100	1,220.2	1,038.8	181.4	15.5%	11.5	1.0%	73%	False	False	22,288
120	1,220.2	1,038.8	181.4	15.5%	9.5	0.8%	73%	False	False	18,654

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.2
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,234.5
2.618	1,210.8
1.618	1,196.3
1.000	1,187.5
0.618	1,181.8
HIGH	1,173.0
0.618	1,167.3
0.500	1,165.8
0.382	1,164.0
LOW	1,158.5
0.618	1,149.5
1.000	1,144.0
1.618	1,135.0
2.618	1,120.5
4.250	1,096.8

Fisher Pivots for day following 07-Jan-2015
Pivot	1 day	3 day
R1	1,169.5	1,171.5
PP	1,167.8	1,171.3
S1	1,165.8	1,171.0

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

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