ICE Russell 2000 Mini Future June 2015

Trading Metrics calculated at close of trading on 16-Apr-2015

Day Change Summary
	Previous	Current
	15-Apr-2015	16-Apr-2015	Change	Change %	Previous Week
Open	1,262.8	1,272.3	9.5	0.8%	1,236.7
High	1,277.2	1,275.8	-1.4	-0.1%	1,263.5
Low	1,260.7	1,267.3	6.6	0.5%	1,236.6
Close	1,271.4	1,270.5	-0.9	-0.1%	1,262.2
Range	16.5	8.5	-8.0	-48.5%	26.9
ATR	14.6	14.2	-0.4	-3.0%	0.0
Volume	85,077	62,211	-22,866	-26.9%	338,141

Daily Pivots for day following 16-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,296.8	1,292.0	1,275.3
R3	1,288.3	1,283.5	1,272.8
R2	1,279.8	1,279.8	1,272.0
R1	1,275.0	1,275.0	1,271.3	1,273.3
PP	1,271.3	1,271.3	1,271.3	1,270.3
S1	1,266.5	1,266.5	1,269.8	1,264.8
S2	1,262.8	1,262.8	1,269.0
S3	1,254.3	1,258.0	1,268.3
S4	1,245.8	1,249.5	1,265.8

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	1,277.2	1,253.3	23.9	1.9%	11.3	0.9%	72%	False	False	66,752
10	1,277.2	1,236.6	40.6	3.2%	14.5	1.1%	83%	False	False	67,888
20	1,277.2	1,220.1	57.1	4.5%	14.8	1.2%	88%	False	False	74,785
40	1,277.2	1,198.8	78.4	6.2%	13.3	1.0%	91%	False	False	54,601
60	1,277.2	1,145.0	132.2	10.4%	11.0	0.9%	95%	False	False	36,410
80	1,277.2	1,137.0	140.2	11.0%	9.5	0.8%	95%	False	False	27,309
100	1,277.2	1,126.7	150.5	11.8%	7.8	0.6%	96%	False	False	21,848
120	1,277.2	1,106.3	170.9	13.5%	6.5	0.5%	96%	False	False	18,207

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.0
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,312.0
2.618	1,298.0
1.618	1,289.5
1.000	1,284.3
0.618	1,281.0
HIGH	1,275.8
0.618	1,272.5
0.500	1,271.5
0.382	1,270.5
LOW	1,267.3
0.618	1,262.0
1.000	1,258.8
1.618	1,253.5
2.618	1,245.0
4.250	1,231.3

Fisher Pivots for day following 16-Apr-2015
Pivot	1 day	3 day
R1	1,271.5	1,268.8
PP	1,271.3	1,267.0
S1	1,270.8	1,265.3

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

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