ICE Russell 2000 Mini Future June 2015

Trading Metrics calculated at close of trading on 30-Apr-2015

Day Change Summary
	Previous	Current
	29-Apr-2015	30-Apr-2015	Change	Change %	Previous Week
Open	1,258.4	1,238.0	-20.4	-1.6%	1,252.5
High	1,260.3	1,241.4	-18.9	-1.5%	1,271.1
Low	1,238.8	1,211.5	-27.3	-2.2%	1,249.1
Close	1,240.6	1,216.4	-24.2	-2.0%	1,264.2
Range	21.5	29.9	8.4	39.1%	22.0
ATR	16.4	17.4	1.0	5.9%	0.0
Volume	103,387	169,475	66,088	63.9%	317,951

Daily Pivots for day following 30-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,312.8	1,294.5	1,232.8
R3	1,283.0	1,264.5	1,224.5
R2	1,253.0	1,253.0	1,222.0
R1	1,234.8	1,234.8	1,219.3	1,229.0
PP	1,223.0	1,223.0	1,223.0	1,220.3
S1	1,204.8	1,204.8	1,213.8	1,199.0
S2	1,193.3	1,193.3	1,211.0
S3	1,163.3	1,175.0	1,208.3
S4	1,133.5	1,145.0	1,200.0

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	1,211.5	63.4	5.2%	22.3	1.8%	8%	False	True	106,897
10	1,274.9	1,211.5	63.4	5.2%	19.3	1.6%	8%	False	True	92,703
20	1,277.2	1,211.5	65.7	5.4%	17.0	1.4%	7%	False	True	80,295
40	1,277.2	1,198.8	78.4	6.4%	16.3	1.3%	22%	False	False	77,605
60	1,277.2	1,181.7	95.5	7.9%	12.8	1.1%	36%	False	False	51,860
80	1,277.2	1,137.0	140.2	11.5%	11.8	1.0%	57%	False	False	38,896
100	1,277.2	1,126.7	150.5	12.4%	9.8	0.8%	60%	False	False	31,118
120	1,277.2	1,126.7	150.5	12.4%	8.0	0.7%	60%	False	False	25,932

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.2
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	1,368.5
2.618	1,319.8
1.618	1,289.8
1.000	1,271.3
0.618	1,260.0
HIGH	1,241.5
0.618	1,230.0
0.500	1,226.5
0.382	1,223.0
LOW	1,211.5
0.618	1,193.0
1.000	1,181.5
1.618	1,163.0
2.618	1,133.3
4.250	1,084.5

Fisher Pivots for day following 30-Apr-2015
Pivot	1 day	3 day
R1	1,226.5	1,236.0
PP	1,223.0	1,229.5
S1	1,219.8	1,223.0

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

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