ICE Russell 2000 Mini Future March 2015

Trading Metrics calculated at close of trading on 25-Feb-2015

Day Change Summary
	Previous	Current
	24-Feb-2015	25-Feb-2015	Change	Change %	Previous Week
Open	1,229.9	1,232.3	2.4	0.2%	1,219.1
High	1,236.3	1,236.2	-0.1	0.0%	1,231.2
Low	1,227.4	1,228.0	0.6	0.0%	1,214.3
Close	1,232.4	1,232.4	0.0	0.0%	1,227.7
Range	8.9	8.2	-0.7	-7.9%	16.9
ATR	17.7	17.0	-0.7	-3.8%	0.0
Volume	72,173	79,225	7,052	9.8%	278,128

Daily Pivots for day following 25-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,256.8	1,252.8	1,237.0
R3	1,248.5	1,244.5	1,234.8
R2	1,240.5	1,240.5	1,234.0
R1	1,236.5	1,236.5	1,233.3	1,238.5
PP	1,232.3	1,232.3	1,232.3	1,233.3
S1	1,228.3	1,228.3	1,231.8	1,230.3
S2	1,224.0	1,224.0	1,231.0
S3	1,215.8	1,220.0	1,230.3
S4	1,207.5	1,211.8	1,228.0

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,275.0	1,268.3	1,237.0
R3	1,258.3	1,251.5	1,232.3
R2	1,241.3	1,241.3	1,230.8
R1	1,234.5	1,234.5	1,229.3	1,238.0
PP	1,224.5	1,224.5	1,224.5	1,226.0
S1	1,217.5	1,217.5	1,226.3	1,221.0
S2	1,207.5	1,207.5	1,224.5
S3	1,190.5	1,200.8	1,223.0
S4	1,173.8	1,183.8	1,218.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,236.3	1,214.3	22.0	1.8%	11.3	0.9%	82%	False	False	75,640
10	1,236.3	1,191.2	45.1	3.7%	12.3	1.0%	91%	False	False	75,067
20	1,236.3	1,148.5	87.8	7.1%	18.0	1.5%	96%	False	False	94,293
40	1,236.3	1,139.4	96.9	7.9%	20.8	1.7%	96%	False	False	100,678
60	1,236.3	1,128.2	108.1	8.8%	20.5	1.7%	96%	False	False	92,723
80	1,236.3	1,125.8	110.5	9.0%	18.5	1.5%	96%	False	False	69,563
100	1,236.3	1,038.8	197.5	16.0%	17.5	1.4%	98%	False	False	55,655
120	1,236.3	1,038.8	197.5	16.0%	15.3	1.2%	98%	False	False	46,381

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.7
Narrowest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	1,271.0
2.618	1,257.8
1.618	1,249.5
1.000	1,244.5
0.618	1,241.3
HIGH	1,236.3
0.618	1,233.0
0.500	1,232.0
0.382	1,231.3
LOW	1,228.0
0.618	1,223.0
1.000	1,219.8
1.618	1,214.8
2.618	1,206.5
4.250	1,193.3

Fisher Pivots for day following 25-Feb-2015
Pivot	1 day	3 day
R1	1,232.3	1,230.8
PP	1,232.3	1,229.0
S1	1,232.0	1,227.3

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

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