ICE Russell 2000 Mini Future June 2015

Trading Metrics calculated at close of trading on 10-Apr-2015

Day Change Summary
	Previous	Current
	09-Apr-2015	10-Apr-2015	Change	Change %	Previous Week
Open	1,260.2	1,257.7	-2.5	-0.2%	1,236.7
High	1,262.8	1,263.5	0.7	0.1%	1,263.5
Low	1,242.7	1,256.8	14.1	1.1%	1,236.6
Close	1,256.7	1,262.2	5.5	0.4%	1,262.2
Range	20.1	6.7	-13.4	-66.7%	26.9
ATR	15.5	14.8	-0.6	-4.0%	0.0
Volume	86,090	54,907	-31,183	-36.2%	338,141

Daily Pivots for day following 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,281.0	1,278.3	1,266.0
R3	1,274.3	1,271.5	1,264.0
R2	1,267.5	1,267.5	1,263.5
R1	1,264.8	1,264.8	1,262.8	1,266.3
PP	1,260.8	1,260.8	1,260.8	1,261.5
S1	1,258.3	1,258.3	1,261.5	1,259.5
S2	1,254.3	1,254.3	1,261.0
S3	1,247.5	1,251.5	1,260.3
S4	1,240.8	1,244.8	1,258.5

Weekly Pivots for week ending 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,334.8	1,325.5	1,277.0
R3	1,308.0	1,298.5	1,269.5
R2	1,281.0	1,281.0	1,267.3
R1	1,271.5	1,271.5	1,264.8	1,276.3
PP	1,254.0	1,254.0	1,254.0	1,256.5
S1	1,244.8	1,244.8	1,259.8	1,249.5
S2	1,227.3	1,227.3	1,257.3
S3	1,200.3	1,217.8	1,254.8
S4	1,173.5	1,191.0	1,247.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,263.5	1,236.6	26.9	2.1%	16.3	1.3%	95%	True	False	67,628
10	1,263.5	1,223.1	40.4	3.2%	16.0	1.3%	97%	True	False	72,799
20	1,265.2	1,212.5	52.7	4.2%	15.8	1.3%	94%	False	False	88,925
40	1,265.2	1,198.8	66.4	5.3%	12.3	1.0%	95%	False	False	47,630
60	1,265.2	1,137.0	128.2	10.2%	10.8	0.9%	98%	False	False	31,763
80	1,265.2	1,126.7	138.5	11.0%	9.0	0.7%	98%	False	False	23,824
100	1,265.2	1,126.7	138.5	11.0%	7.3	0.6%	98%	False	False	19,059
120	1,265.2	1,070.8	194.4	15.4%	6.0	0.5%	98%	False	False	15,883

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	2.7
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	1,292.0
2.618	1,281.0
1.618	1,274.3
1.000	1,270.3
0.618	1,267.8
HIGH	1,263.5
0.618	1,261.0
0.500	1,260.3
0.382	1,259.3
LOW	1,256.8
0.618	1,252.8
1.000	1,250.0
1.618	1,246.0
2.618	1,239.3
4.250	1,228.3

Fisher Pivots for day following 10-Apr-2015
Pivot	1 day	3 day
R1	1,261.5	1,259.3
PP	1,260.8	1,256.3
S1	1,260.3	1,253.0

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

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