ICE Russell 2000 Mini Future June 2015

Trading Metrics calculated at close of trading on 24-Mar-2015

Day Change Summary
	Previous	Current
	23-Mar-2015	24-Mar-2015	Change	Change %	Previous Week
Open	1,261.0	1,260.1	-0.9	-0.1%	1,227.2
High	1,265.2	1,264.7	-0.5	0.0%	1,263.3
Low	1,257.4	1,257.6	0.2	0.0%	1,223.4
Close	1,260.0	1,261.2	1.2	0.1%	1,260.5
Range	7.8	7.1	-0.7	-9.0%	39.9
ATR	12.5	12.1	-0.4	-3.1%	0.0
Volume	50,596	73,291	22,695	44.9%	583,117

Daily Pivots for day following 24-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,282.5	1,279.0	1,265.0
R3	1,275.3	1,271.8	1,263.3
R2	1,268.3	1,268.3	1,262.5
R1	1,264.8	1,264.8	1,261.8	1,266.5
PP	1,261.3	1,261.3	1,261.3	1,262.0
S1	1,257.8	1,257.8	1,260.5	1,259.5
S2	1,254.0	1,254.0	1,260.0
S3	1,247.0	1,250.5	1,259.3
S4	1,239.8	1,243.5	1,257.3

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,368.8	1,354.5	1,282.5
R3	1,328.8	1,314.8	1,271.5
R2	1,289.0	1,289.0	1,267.8
R1	1,274.8	1,274.8	1,264.3	1,281.8
PP	1,249.0	1,249.0	1,249.0	1,252.5
S1	1,234.8	1,234.8	1,256.8	1,242.0
S2	1,209.3	1,209.3	1,253.3
S3	1,169.3	1,195.0	1,249.5
S4	1,129.3	1,155.0	1,238.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,265.2	1,229.2	36.0	2.9%	12.0	1.0%	89%	False	False	82,423
10	1,265.2	1,199.2	66.0	5.2%	14.5	1.2%	94%	False	False	96,333
20	1,265.2	1,198.8	66.4	5.3%	12.3	1.0%	94%	False	False	48,859
40	1,265.2	1,145.0	120.2	9.5%	9.8	0.8%	97%	False	False	24,445
60	1,265.2	1,137.0	128.2	10.2%	8.5	0.7%	97%	False	False	16,298
80	1,265.2	1,126.7	138.5	11.0%	6.5	0.5%	97%	False	False	12,224
100	1,265.2	1,126.7	138.5	11.0%	5.3	0.4%	97%	False	False	9,780

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.6
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1,295.0
2.618	1,283.3
1.618	1,276.3
1.000	1,271.8
0.618	1,269.0
HIGH	1,264.8
0.618	1,262.0
0.500	1,261.3
0.382	1,260.3
LOW	1,257.5
0.618	1,253.3
1.000	1,250.5
1.618	1,246.0
2.618	1,239.0
4.250	1,227.5

Fisher Pivots for day following 24-Mar-2015
Pivot	1 day	3 day
R1	1,261.3	1,260.0
PP	1,261.3	1,259.0
S1	1,261.3	1,258.0

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

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