ICE Russell 2000 Mini Future June 2015

Trading Metrics calculated at close of trading on 20-May-2015

Day Change Summary
	Previous	Current
	19-May-2015	20-May-2015	Change	Change %	Previous Week
Open	1,256.0	1,254.9	-1.1	-0.1%	1,229.9
High	1,260.4	1,260.0	-0.4	0.0%	1,247.8
Low	1,248.2	1,248.5	0.3	0.0%	1,213.3
Close	1,254.8	1,256.2	1.4	0.1%	1,241.2
Range	12.2	11.5	-0.7	-5.7%	34.5
ATR	16.6	16.2	-0.4	-2.2%	0.0
Volume	67,372	60,744	-6,628	-9.8%	409,191

Daily Pivots for day following 20-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,289.5	1,284.3	1,262.5
R3	1,278.0	1,272.8	1,259.3
R2	1,266.5	1,266.5	1,258.3
R1	1,261.3	1,261.3	1,257.3	1,263.8
PP	1,255.0	1,255.0	1,255.0	1,256.3
S1	1,249.8	1,249.8	1,255.3	1,252.3
S2	1,243.5	1,243.5	1,254.0
S3	1,232.0	1,238.3	1,253.0
S4	1,220.5	1,226.8	1,250.0

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	1,227.6	32.8	2.6%	14.8	1.2%	87%	False	False	69,668
10	1,260.4	1,207.8	52.6	4.2%	15.5	1.2%	92%	False	False	78,228
20	1,274.9	1,207.1	67.8	5.4%	17.5	1.4%	72%	False	False	90,842
40	1,277.2	1,207.1	70.1	5.6%	16.8	1.3%	70%	False	False	83,836
60	1,277.2	1,198.8	78.4	6.2%	15.3	1.2%	73%	False	False	72,177
80	1,277.2	1,145.0	132.2	10.5%	13.3	1.1%	84%	False	False	54,140
100	1,277.2	1,137.0	140.2	11.2%	11.8	0.9%	85%	False	False	43,313
120	1,277.2	1,126.7	150.5	12.0%	10.0	0.8%	86%	False	False	36,095

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.3
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	1,309.0
2.618	1,290.0
1.618	1,278.5
1.000	1,271.5
0.618	1,267.0
HIGH	1,260.0
0.618	1,255.5
0.500	1,254.3
0.382	1,253.0
LOW	1,248.5
0.618	1,241.5
1.000	1,237.0
1.618	1,230.0
2.618	1,218.5
4.250	1,199.5

Fisher Pivots for day following 20-May-2015
Pivot	1 day	3 day
R1	1,255.5	1,253.5
PP	1,255.0	1,251.0
S1	1,254.3	1,248.5

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

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