ICE Russell 2000 Mini Future June 2015

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Trading Metrics calculated at close of trading on 12-Dec-2014
Day Change Summary Previous Current 11-Dec-2014 12-Dec-2014 Change Change % Previous Week Open 1,153.6 1,152.0 -1.6 -0.1% 1,157.4 High 1,153.6 1,152.0 -1.6 -0.1% 1,176.1 Low 1,153.6 1,152.0 -1.6 -0.1% 1,152.0 Close 1,153.6 1,137.8 -15.8 -1.4% 1,137.8 Range ATR 10.5 9.8 -0.6 -6.1% 0.0 Volume 0 8 8 8
Daily Pivots for day following 12-Dec-2014 Classic Woodie Camarilla DeMark R4 1,147.3 1,142.5 1,137.8 R3 1,147.3 1,142.5 1,137.8 R2 1,147.3 1,147.3 1,137.8 R1 1,142.5 1,142.5 1,137.8 1,145.0 PP 1,147.3 1,147.3 1,147.3 1,148.5 S1 1,142.5 1,142.5 1,137.8 1,145.0 S2 1,147.3 1,147.3 1,137.8 S3 1,147.3 1,142.5 1,137.8 S4 1,147.3 1,142.5 1,137.8	Weekly Pivots for week ending 12-Dec-2014 Classic Woodie Camarilla DeMark R4 1,227.5 1,206.8 1,151.0 R3 1,203.5 1,182.8 1,144.5 R2 1,179.5 1,179.5 1,142.3 R1 1,158.5 1,158.5 1,140.0 1,157.0 PP 1,155.3 1,155.3 1,155.3 1,154.5 S1 1,134.5 1,134.5 1,135.5 1,132.8 S2 1,131.3 1,131.3 1,133.5 S3 1,107.0 1,110.5 1,131.3 S4 1,083.0 1,086.3 1,124.5
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,176.1 1,152.0 24.1 2.1% 0.0 0.0% -59% False True 1 10 1,176.1 1,144.3 31.8 2.8% 0.0 0.0% -20% False False 20 1,181.5 1,144.3 37.2 3.3% 0.0 0.0% -17% False False 1 40 1,181.5 1,070.8 110.7 9.7% 0.0 0.0% 61% False False 1
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0	Fibonacci Retracements and Extensions 4.250 1,152.0 2.618 1,152.0 1.618 1,152.0 1.000 1,152.0 0.618 1,152.0 HIGH 1,152.0 0.618 1,152.0 0.500 1,152.0 0.382 1,152.0 LOW 1,152.0 0.618 1,152.0 1.000 1,152.0 1.618 1,152.0 2.618 1,152.0 4.250 1,152.0
Fisher Pivots for day following 12-Dec-2014 Pivot 1 day 3 day R1 1,152.0 1,152.8 PP 1,147.3 1,147.8 S1 1,142.5 1,142.8

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