ICE Russell 2000 Mini Future June 2015

Trading Metrics calculated at close of trading on 11-May-2015

Day Change Summary
	Previous	Current
	08-May-2015	11-May-2015	Change	Change %	Previous Week
Open	1,225.2	1,229.9	4.7	0.4%	1,225.8
High	1,237.6	1,241.7	4.1	0.3%	1,238.7
Low	1,224.0	1,227.4	3.4	0.3%	1,207.1
Close	1,229.2	1,231.4	2.2	0.2%	1,229.2
Range	13.6	14.3	0.7	5.1%	31.6
ATR	17.1	16.9	-0.2	-1.2%	0.0
Volume	77,448	82,508	5,060	6.5%	492,779

Daily Pivots for day following 11-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,276.5	1,268.3	1,239.3
R3	1,262.0	1,254.0	1,235.3
R2	1,247.8	1,247.8	1,234.0
R1	1,239.5	1,239.5	1,232.8	1,243.8
PP	1,233.5	1,233.5	1,233.5	1,235.5
S1	1,225.3	1,225.3	1,230.0	1,229.5
S2	1,219.3	1,219.3	1,228.8
S3	1,205.0	1,211.0	1,227.5
S4	1,190.5	1,196.8	1,223.5

Weekly Pivots for week ending 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,319.8	1,306.0	1,246.5
R3	1,288.3	1,274.5	1,238.0
R2	1,256.5	1,256.5	1,235.0
R1	1,243.0	1,243.0	1,232.0	1,249.8
PP	1,225.0	1,225.0	1,225.0	1,228.5
S1	1,211.3	1,211.3	1,226.3	1,218.3
S2	1,193.5	1,193.5	1,223.5
S3	1,161.8	1,179.8	1,220.5
S4	1,130.3	1,148.0	1,211.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,241.7	1,207.1	34.6	2.8%	16.8	1.4%	70%	True	False	95,670
10	1,260.3	1,207.1	53.2	4.3%	18.8	1.5%	46%	False	False	106,741
20	1,277.2	1,207.1	70.1	5.7%	17.3	1.4%	35%	False	False	91,568
40	1,277.2	1,207.1	70.1	5.7%	16.3	1.3%	35%	False	False	88,139
60	1,277.2	1,198.8	78.4	6.4%	14.0	1.1%	42%	False	False	63,263
80	1,277.2	1,137.0	140.2	11.4%	12.5	1.0%	67%	False	False	47,455
100	1,277.2	1,126.7	150.5	12.2%	10.8	0.9%	70%	False	False	37,965
120	1,277.2	1,126.7	150.5	12.2%	9.0	0.7%	70%	False	False	31,638

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	4.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,302.5
2.618	1,279.3
1.618	1,264.8
1.000	1,256.0
0.618	1,250.5
HIGH	1,241.8
0.618	1,236.3
0.500	1,234.5
0.382	1,232.8
LOW	1,227.5
0.618	1,218.5
1.000	1,213.0
1.618	1,204.3
2.618	1,190.0
4.250	1,166.5

Fisher Pivots for day following 11-May-2015
Pivot	1 day	3 day
R1	1,234.5	1,229.3
PP	1,233.5	1,227.0
S1	1,232.5	1,224.8

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

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