ICE Russell 2000 Mini Future March 2015

Trading Metrics calculated at close of trading on 04-Mar-2015

Day Change Summary
	Previous	Current
	03-Mar-2015	04-Mar-2015	Change	Change %	Previous Week
Open	1,239.0	1,230.2	-8.8	-0.7%	1,228.7
High	1,239.1	1,231.6	-7.5	-0.6%	1,239.5
Low	1,228.2	1,221.7	-6.5	-0.5%	1,218.0
Close	1,232.6	1,229.0	-3.6	-0.3%	1,231.6
Range	10.9	9.9	-1.0	-9.2%	21.5
ATR	15.4	15.1	-0.3	-2.1%	0.0
Volume	74,411	74,736	325	0.4%	375,596

Daily Pivots for day following 04-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,257.3	1,253.0	1,234.5
R3	1,247.3	1,243.0	1,231.8
R2	1,237.3	1,237.3	1,230.8
R1	1,233.3	1,233.3	1,230.0	1,230.3
PP	1,227.5	1,227.5	1,227.5	1,226.0
S1	1,223.3	1,223.3	1,228.0	1,220.5
S2	1,217.5	1,217.5	1,227.3
S3	1,207.8	1,213.3	1,226.3
S4	1,197.8	1,203.5	1,223.5

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,294.3	1,284.5	1,243.5
R3	1,272.8	1,263.0	1,237.5
R2	1,251.3	1,251.3	1,235.5
R1	1,241.5	1,241.5	1,233.5	1,246.3
PP	1,229.8	1,229.8	1,229.8	1,232.3
S1	1,220.0	1,220.0	1,229.8	1,224.8
S2	1,208.3	1,208.3	1,227.8
S3	1,186.8	1,198.5	1,225.8
S4	1,165.3	1,177.0	1,219.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,243.6	1,221.7	21.9	1.8%	10.5	0.9%	33%	False	True	76,456
10	1,243.6	1,214.3	29.3	2.4%	11.0	0.9%	50%	False	False	76,048
20	1,243.6	1,180.1	63.5	5.2%	13.3	1.1%	77%	False	False	80,945
40	1,243.6	1,139.4	104.2	8.5%	19.8	1.6%	86%	False	False	99,653
60	1,243.6	1,128.2	115.4	9.4%	20.0	1.6%	87%	False	False	99,003
80	1,243.6	1,128.2	115.4	9.4%	18.3	1.5%	87%	False	False	74,338
100	1,243.6	1,038.8	204.8	16.7%	17.3	1.4%	93%	False	False	59,475
120	1,243.6	1,038.8	204.8	16.7%	15.8	1.3%	93%	False	False	49,567

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	3.0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,273.8
2.618	1,257.5
1.618	1,247.5
1.000	1,241.5
0.618	1,237.8
HIGH	1,231.5
0.618	1,227.8
0.500	1,226.8
0.382	1,225.5
LOW	1,221.8
0.618	1,215.5
1.000	1,211.8
1.618	1,205.8
2.618	1,195.8
4.250	1,179.5

Fisher Pivots for day following 04-Mar-2015
Pivot	1 day	3 day
R1	1,228.3	1,232.8
PP	1,227.5	1,231.5
S1	1,226.8	1,230.3

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

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