ICE Russell 2000 Mini Future June 2015

Trading Metrics calculated at close of trading on 29-May-2015

Day Change Summary
	Previous	Current
	28-May-2015	29-May-2015	Change	Change %	Previous Week
Open	1,252.9	1,252.8	-0.1	0.0%	1,252.0
High	1,254.2	1,254.9	0.7	0.1%	1,254.9
Low	1,242.9	1,238.1	-4.8	-0.4%	1,230.1
Close	1,252.9	1,244.3	-8.6	-0.7%	1,244.3
Range	11.3	16.8	5.5	48.7%	24.8
ATR	16.1	16.2	0.0	0.3%	0.0
Volume	63,557	116,253	52,696	82.9%	389,947

Daily Pivots for day following 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,296.3	1,287.0	1,253.5
R3	1,279.3	1,270.3	1,249.0
R2	1,262.5	1,262.5	1,247.5
R1	1,253.5	1,253.5	1,245.8	1,249.5
PP	1,245.8	1,245.8	1,245.8	1,243.8
S1	1,236.8	1,236.8	1,242.8	1,232.8
S2	1,229.0	1,229.0	1,241.3
S3	1,212.3	1,219.8	1,239.8
S4	1,195.3	1,203.0	1,235.0

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,317.5	1,305.8	1,258.0
R3	1,292.8	1,281.0	1,251.0
R2	1,268.0	1,268.0	1,248.8
R1	1,256.0	1,256.0	1,246.5	1,249.5
PP	1,243.0	1,243.0	1,243.0	1,239.8
S1	1,231.3	1,231.3	1,242.0	1,224.8
S2	1,218.3	1,218.3	1,239.8
S3	1,193.5	1,206.5	1,237.5
S4	1,168.8	1,181.8	1,230.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,257.9	1,230.1	27.8	2.2%	17.0	1.4%	51%	False	False	90,767
10	1,260.4	1,230.1	30.3	2.4%	15.3	1.2%	47%	False	False	78,252
20	1,260.4	1,207.1	53.3	4.3%	16.0	1.3%	70%	False	False	86,548
40	1,277.2	1,207.1	70.1	5.6%	16.5	1.3%	53%	False	False	83,421
60	1,277.2	1,198.8	78.4	6.3%	16.3	1.3%	58%	False	False	80,586
80	1,277.2	1,181.7	95.5	7.7%	13.5	1.1%	66%	False	False	60,532
100	1,277.2	1,137.0	140.2	11.3%	12.5	1.0%	77%	False	False	48,427
120	1,277.2	1,126.7	150.5	12.1%	10.8	0.9%	78%	False	False	40,356

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,326.3
2.618	1,299.0
1.618	1,282.0
1.000	1,271.8
0.618	1,265.3
HIGH	1,255.0
0.618	1,248.5
0.500	1,246.5
0.382	1,244.5
LOW	1,238.0
0.618	1,227.8
1.000	1,221.3
1.618	1,211.0
2.618	1,194.0
4.250	1,166.8

Fisher Pivots for day following 29-May-2015
Pivot	1 day	3 day
R1	1,246.5	1,244.3
PP	1,245.8	1,244.0
S1	1,245.0	1,243.8

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

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