ICE Russell 2000 Mini Future June 2015

Trading Metrics calculated at close of trading on 06-Apr-2015

Day Change Summary
	Previous	Current
	02-Apr-2015	06-Apr-2015	Change	Change %	Previous Week
Open	1,248.0	1,236.7	-11.3	-0.9%	1,235.9
High	1,258.0	1,260.4	2.4	0.2%	1,258.0
Low	1,243.4	1,236.6	-6.8	-0.5%	1,231.4
Close	1,252.3	1,257.5	5.2	0.4%	1,252.3
Range	14.6	23.8	9.2	63.0%	26.6
ATR	14.4	15.0	0.7	4.7%	0.0
Volume	61,885	61,564	-321	-0.5%	321,690

Daily Pivots for day following 06-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,323.0	1,314.0	1,270.5
R3	1,299.0	1,290.3	1,264.0
R2	1,275.3	1,275.3	1,261.8
R1	1,266.5	1,266.5	1,259.8	1,270.8
PP	1,251.5	1,251.5	1,251.5	1,253.8
S1	1,242.5	1,242.5	1,255.3	1,247.0
S2	1,227.8	1,227.8	1,253.3
S3	1,204.0	1,218.8	1,251.0
S4	1,180.0	1,195.0	1,244.5

Weekly Pivots for week ending 03-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,327.0	1,316.3	1,267.0
R3	1,300.5	1,289.8	1,259.5
R2	1,273.8	1,273.8	1,257.3
R1	1,263.0	1,263.0	1,254.8	1,268.5
PP	1,247.3	1,247.3	1,247.3	1,250.0
S1	1,236.5	1,236.5	1,249.8	1,241.8
S2	1,220.8	1,220.8	1,247.5
S3	1,194.0	1,209.8	1,245.0
S4	1,167.5	1,183.3	1,237.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,260.4	1,231.4	29.0	2.3%	18.0	1.4%	90%	True	False	76,650
10	1,265.2	1,220.1	45.1	3.6%	16.8	1.3%	83%	False	False	77,529
20	1,265.2	1,198.8	66.4	5.3%	16.3	1.3%	88%	False	False	81,058
40	1,265.2	1,186.7	78.5	6.2%	11.8	0.9%	90%	False	False	40,729
60	1,265.2	1,137.0	128.2	10.2%	10.5	0.8%	94%	False	False	27,154
80	1,265.2	1,126.7	138.5	11.0%	8.3	0.7%	94%	False	False	20,367
100	1,265.2	1,126.7	138.5	11.0%	6.8	0.5%	94%	False	False	16,294
120	1,265.2	1,036.4	228.8	18.2%	5.5	0.4%	97%	False	False	13,578

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.3
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,361.5
2.618	1,322.8
1.618	1,299.0
1.000	1,284.3
0.618	1,275.0
HIGH	1,260.5
0.618	1,251.3
0.500	1,248.5
0.382	1,245.8
LOW	1,236.5
0.618	1,222.0
1.000	1,212.8
1.618	1,198.0
2.618	1,174.3
4.250	1,135.5

Fisher Pivots for day following 06-Apr-2015
Pivot	1 day	3 day
R1	1,254.5	1,253.8
PP	1,251.5	1,249.8
S1	1,248.5	1,246.0

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

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