ICE Russell 2000 Mini Future March 2015

Trading Metrics calculated at close of trading on 22-Jan-2015

Day Change Summary
	Previous	Current
	21-Jan-2015	22-Jan-2015	Change	Change %	Previous Week
Open	1,166.8	1,162.9	-3.9	-0.3%	1,179.2
High	1,173.4	1,189.5	16.1	1.4%	1,199.5
Low	1,157.7	1,155.6	-2.1	-0.2%	1,139.4
Close	1,162.5	1,188.7	26.2	2.3%	1,171.8
Range	15.7	33.9	18.2	115.9%	60.1
ATR	22.6	23.4	0.8	3.6%	0.0
Volume	97,164	124,605	27,441	28.2%	654,381

Daily Pivots for day following 22-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,279.8	1,268.0	1,207.3
R3	1,245.8	1,234.3	1,198.0
R2	1,211.8	1,211.8	1,195.0
R1	1,200.3	1,200.3	1,191.8	1,206.0
PP	1,178.0	1,178.0	1,178.0	1,180.8
S1	1,166.3	1,166.3	1,185.5	1,172.3
S2	1,144.0	1,144.0	1,182.5
S3	1,110.3	1,132.5	1,179.5
S4	1,076.3	1,098.5	1,170.0

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,350.5	1,321.3	1,204.8
R3	1,290.5	1,261.3	1,188.3
R2	1,230.3	1,230.3	1,182.8
R1	1,201.0	1,201.0	1,177.3	1,185.8
PP	1,170.3	1,170.3	1,170.3	1,162.5
S1	1,141.0	1,141.0	1,166.3	1,125.5
S2	1,110.3	1,110.3	1,160.8
S3	1,050.0	1,080.8	1,155.3
S4	990.0	1,020.8	1,138.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,189.5	1,139.4	50.1	4.2%	30.3	2.5%	98%	True	False	120,843
10	1,199.5	1,139.4	60.1	5.1%	26.8	2.2%	82%	False	False	117,909
20	1,220.2	1,139.4	80.8	6.8%	22.0	1.9%	61%	False	False	100,120
40	1,220.2	1,128.2	92.0	7.7%	20.8	1.8%	66%	False	False	85,147
60	1,220.2	1,104.9	115.3	9.7%	18.5	1.5%	73%	False	False	56,787
80	1,220.2	1,038.8	181.4	15.3%	17.0	1.4%	83%	False	False	42,596
100	1,220.2	1,038.8	181.4	15.3%	14.3	1.2%	83%	False	False	34,079
120	1,220.2	1,038.8	181.4	15.3%	11.8	1.0%	83%	False	False	28,399

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,333.5
2.618	1,278.3
1.618	1,244.3
1.000	1,223.5
0.618	1,210.5
HIGH	1,189.5
0.618	1,176.5
0.500	1,172.5
0.382	1,168.5
LOW	1,155.5
0.618	1,134.8
1.000	1,121.8
1.618	1,100.8
2.618	1,066.8
4.250	1,011.5

Fisher Pivots for day following 22-Jan-2015
Pivot	1 day	3 day
R1	1,183.3	1,183.3
PP	1,178.0	1,178.0
S1	1,172.5	1,172.5

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

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