ICE Russell 2000 Mini Future June 2015

Trading Metrics calculated at close of trading on 27-Apr-2015

Day Change Summary
	Previous	Current
	24-Apr-2015	27-Apr-2015	Change	Change %	Previous Week
Open	1,267.9	1,264.2	-3.7	-0.3%	1,252.5
High	1,271.1	1,274.9	3.8	0.3%	1,271.1
Low	1,262.5	1,245.6	-16.9	-1.3%	1,249.1
Close	1,264.2	1,251.7	-12.5	-1.0%	1,264.2
Range	8.6	29.3	20.7	240.7%	22.0
ATR	14.5	15.6	1.1	7.3%	0.0
Volume	49,708	102,080	52,372	105.4%	317,951

Daily Pivots for day following 27-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,345.3	1,327.8	1,267.8
R3	1,316.0	1,298.5	1,259.8
R2	1,286.8	1,286.8	1,257.0
R1	1,269.3	1,269.3	1,254.5	1,263.3
PP	1,257.5	1,257.5	1,257.5	1,254.5
S1	1,240.0	1,240.0	1,249.0	1,234.0
S2	1,228.0	1,228.0	1,246.3
S3	1,198.8	1,210.5	1,243.8
S4	1,169.5	1,181.3	1,235.5

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,327.5	1,317.8	1,276.3
R3	1,305.5	1,295.8	1,270.3
R2	1,283.5	1,283.5	1,268.3
R1	1,273.8	1,273.8	1,266.3	1,278.8
PP	1,261.5	1,261.5	1,261.5	1,264.0
S1	1,251.8	1,251.8	1,262.3	1,256.8
S2	1,239.5	1,239.5	1,260.3
S3	1,217.5	1,229.8	1,258.3
S4	1,195.5	1,207.8	1,252.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,274.9	1,245.6	29.3	2.3%	16.0	1.3%	21%	True	True	69,515
10	1,277.2	1,243.4	33.8	2.7%	15.8	1.3%	25%	False	False	76,395
20	1,277.2	1,231.4	45.8	3.7%	15.8	1.3%	44%	False	False	74,151
40	1,277.2	1,198.8	78.4	6.3%	15.3	1.2%	67%	False	False	68,207
60	1,277.2	1,145.0	132.2	10.6%	12.3	1.0%	81%	False	False	45,482
80	1,277.2	1,137.0	140.2	11.2%	11.0	0.9%	82%	False	False	34,113
100	1,277.2	1,126.7	150.5	12.0%	9.0	0.7%	83%	False	False	27,291
120	1,277.2	1,126.7	150.5	12.0%	7.5	0.6%	83%	False	False	22,743

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	3.9
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1,399.5
2.618	1,351.5
1.618	1,322.3
1.000	1,304.3
0.618	1,293.0
HIGH	1,275.0
0.618	1,263.8
0.500	1,260.3
0.382	1,256.8
LOW	1,245.5
0.618	1,227.5
1.000	1,216.3
1.618	1,198.3
2.618	1,169.0
4.250	1,121.0

Fisher Pivots for day following 27-Apr-2015
Pivot	1 day	3 day
R1	1,260.3	1,260.3
PP	1,257.5	1,257.5
S1	1,254.5	1,254.5

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

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