ICE Russell 2000 Mini Future June 2015

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

Day Change Summary
	Previous	Current
	24-Mar-2015	25-Mar-2015	Change	Change %	Previous Week
Open	1,260.1	1,261.9	1.8	0.1%	1,227.2
High	1,264.7	1,262.5	-2.2	-0.2%	1,263.3
Low	1,257.6	1,228.3	-29.3	-2.3%	1,223.4
Close	1,261.2	1,231.1	-30.1	-2.4%	1,260.5
Range	7.1	34.2	27.1	381.7%	39.9
ATR	12.1	13.7	1.6	13.1%	0.0
Volume	73,291	105,044	31,753	43.3%	583,117

Daily Pivots for day following 25-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,343.3	1,321.3	1,250.0
R3	1,309.0	1,287.3	1,240.5
R2	1,274.8	1,274.8	1,237.3
R1	1,253.0	1,253.0	1,234.3	1,246.8
PP	1,240.8	1,240.8	1,240.8	1,237.5
S1	1,218.8	1,218.8	1,228.0	1,212.5
S2	1,206.5	1,206.5	1,224.8
S3	1,172.3	1,184.5	1,221.8
S4	1,138.0	1,150.3	1,212.3

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	1,228.3	36.9	3.0%	14.3	1.2%	8%	False	True	78,785
10	1,265.2	1,210.8	54.4	4.4%	16.5	1.3%	37%	False	False	104,414
20	1,265.2	1,198.8	66.4	5.4%	13.5	1.1%	49%	False	False	54,108
40	1,265.2	1,145.0	120.2	9.8%	10.5	0.9%	72%	False	False	27,070
60	1,265.2	1,137.0	128.2	10.4%	9.0	0.7%	73%	False	False	18,048
80	1,265.2	1,126.7	138.5	11.3%	6.8	0.6%	75%	False	False	13,537
100	1,265.2	1,126.7	138.5	11.3%	5.5	0.4%	75%	False	False	10,830

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.0
Widest range in 119 trading days

Fibonacci Retracements and Extensions
4.250	1,407.8
2.618	1,352.0
1.618	1,317.8
1.000	1,296.8
0.618	1,283.8
HIGH	1,262.5
0.618	1,249.5
0.500	1,245.5
0.382	1,241.3
LOW	1,228.3
0.618	1,207.3
1.000	1,194.0
1.618	1,173.0
2.618	1,138.8
4.250	1,083.0

Fisher Pivots for day following 25-Mar-2015
Pivot	1 day	3 day
R1	1,245.5	1,246.8
PP	1,240.8	1,241.5
S1	1,235.8	1,236.3

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

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