ICE Russell 2000 Mini Future June 2015

Trading Metrics calculated at close of trading on 31-Mar-2015

Day Change Summary
	Previous	Current
	30-Mar-2015	31-Mar-2015	Change	Change %	Previous Week
Open	1,235.9	1,251.2	15.3	1.2%	1,261.0
High	1,255.3	1,252.2	-3.1	-0.2%	1,265.2
Low	1,232.5	1,243.5	11.0	0.9%	1,220.1
Close	1,251.6	1,248.9	-2.7	-0.2%	1,234.7
Range	22.8	8.7	-14.1	-61.8%	45.1
ATR	14.3	13.9	-0.4	-2.8%	0.0
Volume	65,667	89,142	23,475	35.7%	392,036

Daily Pivots for day following 31-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,274.3	1,270.3	1,253.8
R3	1,265.5	1,261.5	1,251.3
R2	1,257.0	1,257.0	1,250.5
R1	1,253.0	1,253.0	1,249.8	1,250.5
PP	1,248.3	1,248.3	1,248.3	1,247.0
S1	1,244.3	1,244.3	1,248.0	1,241.8
S2	1,239.5	1,239.5	1,247.3
S3	1,230.8	1,235.5	1,246.5
S4	1,222.0	1,226.8	1,244.0

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,375.3	1,350.0	1,259.5
R3	1,330.3	1,305.0	1,247.0
R2	1,285.0	1,285.0	1,243.0
R1	1,260.0	1,260.0	1,238.8	1,250.0
PP	1,240.0	1,240.0	1,240.0	1,235.0
S1	1,214.8	1,214.8	1,230.5	1,204.8
S2	1,195.0	1,195.0	1,226.5
S3	1,149.8	1,169.8	1,222.3
S4	1,104.8	1,124.5	1,210.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,262.5	1,220.1	42.4	3.4%	18.8	1.5%	68%	False	False	84,591
10	1,265.2	1,220.1	45.1	3.6%	15.5	1.2%	64%	False	False	83,507
20	1,265.2	1,198.8	66.4	5.3%	15.0	1.2%	75%	False	False	69,679
40	1,265.2	1,181.7	83.5	6.7%	10.3	0.8%	80%	False	False	35,018
60	1,265.2	1,137.0	128.2	10.3%	9.5	0.8%	87%	False	False	23,347
80	1,265.2	1,126.7	138.5	11.1%	7.5	0.6%	88%	False	False	17,511
100	1,265.2	1,126.7	138.5	11.1%	6.0	0.5%	88%	False	False	14,009
120	1,265.2	1,036.4	228.8	18.3%	5.0	0.4%	93%	False	False	11,674

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	2.9
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,289.3
2.618	1,275.0
1.618	1,266.3
1.000	1,261.0
0.618	1,257.5
HIGH	1,252.3
0.618	1,249.0
0.500	1,247.8
0.382	1,246.8
LOW	1,243.5
0.618	1,238.0
1.000	1,234.8
1.618	1,229.5
2.618	1,220.8
4.250	1,206.5

Fisher Pivots for day following 31-Mar-2015
Pivot	1 day	3 day
R1	1,248.5	1,245.8
PP	1,248.3	1,242.5
S1	1,247.8	1,239.3

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

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