ICE Russell 2000 Mini Future June 2015

Trading Metrics calculated at close of trading on 13-Apr-2015

Day Change Summary
	Previous	Current
	10-Apr-2015	13-Apr-2015	Change	Change %	Previous Week
Open	1,257.7	1,262.2	4.5	0.4%	1,236.7
High	1,263.5	1,269.5	6.0	0.5%	1,263.5
Low	1,256.8	1,258.6	1.8	0.1%	1,236.6
Close	1,262.2	1,262.3	0.1	0.0%	1,262.2
Range	6.7	10.9	4.2	62.7%	26.9
ATR	14.8	14.6	-0.3	-1.9%	0.0
Volume	54,907	59,235	4,328	7.9%	338,141

Daily Pivots for day following 13-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,296.3	1,290.3	1,268.3
R3	1,285.3	1,279.3	1,265.3
R2	1,274.3	1,274.3	1,264.3
R1	1,268.3	1,268.3	1,263.3	1,271.3
PP	1,263.5	1,263.5	1,263.5	1,265.0
S1	1,257.5	1,257.5	1,261.3	1,260.5
S2	1,252.5	1,252.5	1,260.3
S3	1,241.8	1,246.5	1,259.3
S4	1,230.8	1,235.8	1,256.3

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	1,269.5	1,242.7	26.8	2.1%	13.8	1.1%	73%	True	False	67,162
10	1,269.5	1,231.4	38.1	3.0%	15.8	1.3%	81%	True	False	71,906
20	1,269.5	1,220.1	49.4	3.9%	15.3	1.2%	85%	True	False	84,710
40	1,269.5	1,198.8	70.7	5.6%	12.5	1.0%	90%	True	False	49,110
60	1,269.5	1,137.0	132.5	10.5%	10.8	0.9%	95%	True	False	32,750
80	1,269.5	1,126.7	142.8	11.3%	9.0	0.7%	95%	True	False	24,564
100	1,269.5	1,126.7	142.8	11.3%	7.3	0.6%	95%	True	False	19,652
120	1,269.5	1,084.4	185.1	14.7%	6.0	0.5%	96%	True	False	16,376

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	2.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,315.8
2.618	1,298.0
1.618	1,287.3
1.000	1,280.5
0.618	1,276.3
HIGH	1,269.5
0.618	1,265.3
0.500	1,264.0
0.382	1,262.8
LOW	1,258.5
0.618	1,251.8
1.000	1,247.8
1.618	1,241.0
2.618	1,230.0
4.250	1,212.3

Fisher Pivots for day following 13-Apr-2015
Pivot	1 day	3 day
R1	1,264.0	1,260.3
PP	1,263.5	1,258.3
S1	1,263.0	1,256.0

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

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