ICE Russell 2000 Mini Future June 2015

Trading Metrics calculated at close of trading on 19-May-2015

Day Change Summary
	Previous	Current
	18-May-2015	19-May-2015	Change	Change %	Previous Week
Open	1,241.2	1,256.0	14.8	1.2%	1,229.9
High	1,257.1	1,260.4	3.3	0.3%	1,247.8
Low	1,236.5	1,248.2	11.7	0.9%	1,213.3
Close	1,255.6	1,254.8	-0.8	-0.1%	1,241.2
Range	20.6	12.2	-8.4	-40.8%	34.5
ATR	16.9	16.6	-0.3	-2.0%	0.0
Volume	80,058	67,372	-12,686	-15.8%	409,191

Daily Pivots for day following 19-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,291.0	1,285.3	1,261.5
R3	1,278.8	1,273.0	1,258.3
R2	1,266.8	1,266.8	1,257.0
R1	1,260.8	1,260.8	1,256.0	1,257.5
PP	1,254.5	1,254.5	1,254.5	1,253.0
S1	1,248.5	1,248.5	1,253.8	1,245.5
S2	1,242.3	1,242.3	1,252.5
S3	1,230.0	1,236.3	1,251.5
S4	1,217.8	1,224.3	1,248.0

Weekly Pivots for week ending 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,337.5	1,324.0	1,260.3
R3	1,303.0	1,289.5	1,250.8
R2	1,268.5	1,268.5	1,247.5
R1	1,255.0	1,255.0	1,244.3	1,261.8
PP	1,234.0	1,234.0	1,234.0	1,237.5
S1	1,220.5	1,220.5	1,238.0	1,227.3
S2	1,199.5	1,199.5	1,235.0
S3	1,165.0	1,186.0	1,231.8
S4	1,130.5	1,151.5	1,222.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,260.4	1,224.8	35.6	2.8%	15.0	1.2%	84%	True	False	71,968
10	1,260.4	1,207.1	53.3	4.2%	15.8	1.2%	89%	True	False	82,245
20	1,274.9	1,207.1	67.8	5.4%	17.8	1.4%	70%	False	False	91,762
40	1,277.2	1,207.1	70.1	5.6%	16.8	1.3%	68%	False	False	84,149
60	1,277.2	1,198.8	78.4	6.2%	15.0	1.2%	71%	False	False	71,164
80	1,277.2	1,145.0	132.2	10.5%	13.3	1.1%	83%	False	False	53,381
100	1,277.2	1,137.0	140.2	11.2%	11.8	0.9%	84%	False	False	42,705
120	1,277.2	1,126.7	150.5	12.0%	9.8	0.8%	85%	False	False	35,589

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	4.3
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1,312.3
2.618	1,292.3
1.618	1,280.3
1.000	1,272.5
0.618	1,268.0
HIGH	1,260.5
0.618	1,255.8
0.500	1,254.3
0.382	1,252.8
LOW	1,248.3
0.618	1,240.8
1.000	1,236.0
1.618	1,228.5
2.618	1,216.3
4.250	1,196.3

Fisher Pivots for day following 19-May-2015
Pivot	1 day	3 day
R1	1,254.8	1,252.3
PP	1,254.5	1,250.0
S1	1,254.3	1,247.5

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

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