ICE Russell 2000 Mini Future June 2015

Trading Metrics calculated at close of trading on 01-Apr-2015

Day Change Summary
	Previous	Current
	31-Mar-2015	01-Apr-2015	Change	Change %	Previous Week
Open	1,251.2	1,248.7	-2.5	-0.2%	1,261.0
High	1,252.2	1,251.2	-1.0	-0.1%	1,265.2
Low	1,243.5	1,231.4	-12.1	-1.0%	1,220.1
Close	1,248.9	1,249.3	0.4	0.0%	1,234.7
Range	8.7	19.8	11.1	127.6%	45.1
ATR	13.9	14.4	0.4	3.0%	0.0
Volume	89,142	104,996	15,854	17.8%	392,036

Daily Pivots for day following 01-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,303.3	1,296.3	1,260.3
R3	1,283.5	1,276.3	1,254.8
R2	1,263.8	1,263.8	1,253.0
R1	1,256.5	1,256.5	1,251.0	1,260.3
PP	1,244.0	1,244.0	1,244.0	1,245.8
S1	1,236.8	1,236.8	1,247.5	1,240.3
S2	1,224.3	1,224.3	1,245.8
S3	1,204.3	1,217.0	1,243.8
S4	1,184.5	1,197.3	1,238.5

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	1,255.3	1,220.1	35.2	2.8%	15.8	1.3%	83%	False	False	84,582
10	1,265.2	1,220.1	45.1	3.6%	15.0	1.2%	65%	False	False	81,683
20	1,265.2	1,198.8	66.4	5.3%	15.5	1.2%	76%	False	False	74,914
40	1,265.2	1,181.7	83.5	6.7%	10.8	0.9%	81%	False	False	37,643
60	1,265.2	1,137.0	128.2	10.3%	10.0	0.8%	88%	False	False	25,097
80	1,265.2	1,126.7	138.5	11.1%	7.8	0.6%	89%	False	False	18,824
100	1,265.2	1,126.7	138.5	11.1%	6.3	0.5%	89%	False	False	15,059
120	1,265.2	1,036.4	228.8	18.3%	5.3	0.4%	93%	False	False	12,549

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	2.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,335.3
2.618	1,303.0
1.618	1,283.3
1.000	1,271.0
0.618	1,263.5
HIGH	1,251.3
0.618	1,243.8
0.500	1,241.3
0.382	1,239.0
LOW	1,231.5
0.618	1,219.3
1.000	1,211.5
1.618	1,199.3
2.618	1,179.5
4.250	1,147.3

Fisher Pivots for day following 01-Apr-2015
Pivot	1 day	3 day
R1	1,246.8	1,247.3
PP	1,244.0	1,245.3
S1	1,241.3	1,243.3

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

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