ICE Russell 2000 Mini Future June 2015

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

Day Change Summary
	Previous	Current
	10-Jun-2015	11-Jun-2015	Change	Change %	Previous Week
Open	1,251.9	1,264.6	12.7	1.0%	1,244.5
High	1,270.6	1,271.3	0.7	0.1%	1,265.3
Low	1,251.3	1,264.4	13.1	1.0%	1,235.2
Close	1,266.7	1,268.1	1.4	0.1%	1,260.4
Range	19.3	6.9	-12.4	-64.2%	30.1
ATR	16.9	16.2	-0.7	-4.2%	0.0
Volume	130,612	130,464	-148	-0.1%	546,934

Daily Pivots for day following 11-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,288.8	1,285.3	1,272.0
R3	1,281.8	1,278.3	1,270.0
R2	1,274.8	1,274.8	1,269.3
R1	1,271.5	1,271.5	1,268.8	1,273.3
PP	1,268.0	1,268.0	1,268.0	1,268.8
S1	1,264.5	1,264.5	1,267.5	1,266.3
S2	1,261.0	1,261.0	1,266.8
S3	1,254.3	1,257.8	1,266.3
S4	1,247.3	1,250.8	1,264.3

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,344.0	1,332.3	1,277.0
R3	1,313.8	1,302.3	1,268.8
R2	1,283.8	1,283.8	1,266.0
R1	1,272.0	1,272.0	1,263.3	1,278.0
PP	1,253.8	1,253.8	1,253.8	1,256.5
S1	1,242.0	1,242.0	1,257.8	1,247.8
S2	1,223.5	1,223.5	1,255.0
S3	1,193.5	1,211.8	1,252.0
S4	1,163.3	1,181.8	1,243.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,271.3	1,238.4	32.9	2.6%	15.0	1.2%	90%	True	False	107,888
10	1,271.3	1,235.2	36.1	2.8%	16.8	1.3%	91%	True	False	109,399
20	1,271.3	1,227.6	43.7	3.4%	16.0	1.3%	93%	True	False	91,873
40	1,275.8	1,207.1	68.7	5.4%	16.8	1.3%	89%	False	False	92,448
60	1,277.2	1,207.1	70.1	5.5%	16.3	1.3%	87%	False	False	87,578
80	1,277.2	1,198.8	78.4	6.2%	15.0	1.2%	88%	False	False	72,747
100	1,277.2	1,145.0	132.2	10.4%	13.3	1.0%	93%	False	False	58,203
120	1,277.2	1,137.0	140.2	11.1%	12.0	0.9%	94%	False	False	48,504

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	3.7
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	1,300.5
2.618	1,289.3
1.618	1,282.5
1.000	1,278.3
0.618	1,275.5
HIGH	1,271.3
0.618	1,268.8
0.500	1,267.8
0.382	1,267.0
LOW	1,264.5
0.618	1,260.3
1.000	1,257.5
1.618	1,253.3
2.618	1,246.3
4.250	1,235.0

Fisher Pivots for day following 11-Jun-2015
Pivot	1 day	3 day
R1	1,268.0	1,264.0
PP	1,268.0	1,260.0
S1	1,267.8	1,255.8

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

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