ICE Russell 2000 Mini Future June 2015

Trading Metrics calculated at close of trading on 14-Apr-2015

Day Change Summary
	Previous	Current
	13-Apr-2015	14-Apr-2015	Change	Change %	Previous Week
Open	1,262.2	1,262.1	-0.1	0.0%	1,236.7
High	1,269.5	1,266.5	-3.0	-0.2%	1,263.5
Low	1,258.6	1,253.3	-5.3	-0.4%	1,236.6
Close	1,262.3	1,262.7	0.4	0.0%	1,262.2
Range	10.9	13.2	2.3	21.1%	26.9
ATR	14.6	14.5	-0.1	-0.7%	0.0
Volume	59,235	72,331	13,096	22.1%	338,141

Daily Pivots for day following 14-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,300.5	1,294.8	1,270.0
R3	1,287.3	1,281.5	1,266.3
R2	1,274.0	1,274.0	1,265.0
R1	1,268.3	1,268.3	1,264.0	1,271.3
PP	1,260.8	1,260.8	1,260.8	1,262.3
S1	1,255.3	1,255.3	1,261.5	1,258.0
S2	1,247.8	1,247.8	1,260.3
S3	1,234.5	1,242.0	1,259.0
S4	1,221.3	1,228.8	1,255.5

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	1,269.5	1,242.7	26.8	2.1%	13.5	1.1%	75%	False	False	69,520
10	1,269.5	1,231.4	38.1	3.0%	14.8	1.2%	82%	False	False	72,573
20	1,269.5	1,220.1	49.4	3.9%	15.3	1.2%	86%	False	False	81,311
40	1,269.5	1,198.8	70.7	5.6%	12.5	1.0%	90%	False	False	50,919
60	1,269.5	1,137.0	132.5	10.5%	10.5	0.8%	95%	False	False	33,956
80	1,269.5	1,137.0	132.5	10.5%	9.3	0.7%	95%	False	False	25,468
100	1,269.5	1,126.7	142.8	11.3%	7.5	0.6%	95%	False	False	20,375
120	1,269.5	1,087.0	182.5	14.5%	6.3	0.5%	96%	False	False	16,979

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	2.8
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,322.5
2.618	1,301.0
1.618	1,287.8
1.000	1,279.8
0.618	1,274.8
HIGH	1,266.5
0.618	1,261.5
0.500	1,260.0
0.382	1,258.3
LOW	1,253.3
0.618	1,245.3
1.000	1,240.0
1.618	1,232.0
2.618	1,218.8
4.250	1,197.3

Fisher Pivots for day following 14-Apr-2015
Pivot	1 day	3 day
R1	1,261.8	1,262.3
PP	1,260.8	1,261.8
S1	1,260.0	1,261.5

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

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