ICE Russell 2000 Mini Future March 2015

Trading Metrics calculated at close of trading on 18-Mar-2015

Day Change Summary
	Previous	Current
	17-Mar-2015	18-Mar-2015	Change	Change %	Previous Week
Open	1,237.4	1,243.3	5.9	0.5%	1,219.5
High	1,244.1	1,257.4	13.3	1.1%	1,240.6
Low	1,233.6	1,234.6	1.0	0.1%	1,203.5
Close	1,242.4	1,253.9	11.5	0.9%	1,231.3
Range	10.5	22.8	12.3	117.1%	37.1
ATR	15.6	16.1	0.5	3.3%	0.0
Volume	98,750	44,570	-54,180	-54.9%	540,058

Daily Pivots for day following 18-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,317.0	1,308.3	1,266.5
R3	1,294.3	1,285.5	1,260.3
R2	1,271.5	1,271.5	1,258.0
R1	1,262.8	1,262.8	1,256.0	1,267.0
PP	1,248.8	1,248.8	1,248.8	1,250.8
S1	1,239.8	1,239.8	1,251.8	1,244.3
S2	1,225.8	1,225.8	1,249.8
S3	1,203.0	1,217.0	1,247.8
S4	1,180.3	1,194.3	1,241.3

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,336.5	1,321.0	1,251.8
R3	1,299.3	1,283.8	1,241.5
R2	1,262.3	1,262.3	1,238.0
R1	1,246.8	1,246.8	1,234.8	1,254.5
PP	1,225.3	1,225.3	1,225.3	1,229.0
S1	1,209.8	1,209.8	1,228.0	1,217.5
S2	1,188.0	1,188.0	1,224.5
S3	1,151.0	1,172.5	1,221.0
S4	1,113.8	1,135.5	1,211.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,257.4	1,215.7	41.7	3.3%	18.5	1.5%	92%	True	False	100,560
10	1,257.4	1,203.5	53.9	4.3%	16.8	1.3%	94%	True	False	95,972
20	1,257.4	1,203.5	53.9	4.3%	13.8	1.1%	94%	True	False	86,010
40	1,257.4	1,148.5	108.9	8.7%	17.3	1.4%	97%	True	False	93,041
60	1,257.4	1,139.4	118.0	9.4%	18.5	1.5%	97%	True	False	94,832
80	1,257.4	1,128.2	129.2	10.3%	19.0	1.5%	97%	True	False	86,328
100	1,257.4	1,104.9	152.5	12.2%	17.5	1.4%	98%	True	False	69,071
120	1,257.4	1,038.8	218.6	17.4%	16.8	1.3%	98%	True	False	57,563

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3.8
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,354.3
2.618	1,317.0
1.618	1,294.3
1.000	1,280.3
0.618	1,271.5
HIGH	1,257.5
0.618	1,248.8
0.500	1,246.0
0.382	1,243.3
LOW	1,234.5
0.618	1,220.5
1.000	1,211.8
1.618	1,197.8
2.618	1,175.0
4.250	1,137.8

Fisher Pivots for day following 18-Mar-2015
Pivot	1 day	3 day
R1	1,251.3	1,250.3
PP	1,248.8	1,246.5
S1	1,246.0	1,243.0

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

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