ICE Russell 2000 Mini Future March 2015

Trading Metrics calculated at close of trading on 13-Feb-2015

Day Change Summary
	Previous	Current
	12-Feb-2015	13-Feb-2015	Change	Change %	Previous Week
Open	1,202.4	1,211.5	9.1	0.8%	1,203.0
High	1,214.6	1,222.4	7.8	0.6%	1,222.4
Low	1,197.1	1,210.6	13.5	1.1%	1,185.9
Close	1,212.8	1,221.0	8.2	0.7%	1,221.0
Range	17.5	11.8	-5.7	-32.6%	36.5
ATR	22.1	21.4	-0.7	-3.3%	0.0
Volume	88,587	77,258	-11,329	-12.8%	429,856

Daily Pivots for day following 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,253.5	1,249.0	1,227.5
R3	1,241.5	1,237.3	1,224.3
R2	1,229.8	1,229.8	1,223.3
R1	1,225.5	1,225.5	1,222.0	1,227.5
PP	1,218.0	1,218.0	1,218.0	1,219.0
S1	1,213.5	1,213.5	1,220.0	1,215.8
S2	1,206.3	1,206.3	1,218.8
S3	1,194.5	1,201.8	1,217.8
S4	1,182.5	1,190.0	1,214.5

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,319.3	1,306.8	1,241.0
R3	1,282.8	1,270.3	1,231.0
R2	1,246.3	1,246.3	1,227.8
R1	1,233.8	1,233.8	1,224.3	1,240.0
PP	1,209.8	1,209.8	1,209.8	1,213.0
S1	1,197.3	1,197.3	1,217.8	1,203.5
S2	1,173.3	1,173.3	1,214.3
S3	1,136.8	1,160.8	1,211.0
S4	1,100.3	1,124.3	1,201.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,222.4	1,185.9	36.5	3.0%	16.3	1.3%	96%	True	False	85,971
10	1,222.4	1,148.5	73.9	6.1%	19.3	1.6%	98%	True	False	98,168
20	1,222.4	1,139.4	83.0	6.8%	22.8	1.9%	98%	True	False	105,102
40	1,222.4	1,132.0	90.4	7.4%	22.0	1.8%	98%	True	False	105,916
60	1,222.4	1,128.2	94.2	7.7%	20.8	1.7%	99%	True	False	84,344
80	1,222.4	1,090.9	131.5	10.8%	18.3	1.5%	99%	True	False	63,266
100	1,222.4	1,038.8	183.6	15.0%	17.5	1.4%	99%	True	False	50,618
120	1,222.4	1,038.8	183.6	15.0%	14.8	1.2%	99%	True	False	42,182

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	5.4
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	1,272.5
2.618	1,253.3
1.618	1,241.5
1.000	1,234.3
0.618	1,229.8
HIGH	1,222.5
0.618	1,218.0
0.500	1,216.5
0.382	1,215.0
LOW	1,210.5
0.618	1,203.3
1.000	1,198.8
1.618	1,191.5
2.618	1,179.8
4.250	1,160.5

Fisher Pivots for day following 13-Feb-2015
Pivot	1 day	3 day
R1	1,219.5	1,216.3
PP	1,218.0	1,211.5
S1	1,216.5	1,206.8

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

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