ICE Russell 2000 Mini Future June 2015

Trading Metrics calculated at close of trading on 16-Jun-2015

Day Change Summary
	Previous	Current
	15-Jun-2015	16-Jun-2015	Change	Change %	Previous Week
Open	1,262.5	1,259.5	-3.0	-0.2%	1,260.1
High	1,263.9	1,272.2	8.3	0.7%	1,271.3
Low	1,244.6	1,251.0	6.4	0.5%	1,240.3
Close	1,260.5	1,271.1	10.6	0.8%	1,265.8
Range	19.3	21.2	1.9	9.8%	31.0
ATR	16.1	16.5	0.4	2.3%	0.0
Volume	141,490	94,660	-46,830	-33.1%	534,612

Daily Pivots for day following 16-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,328.3	1,321.0	1,282.8
R3	1,307.3	1,299.8	1,277.0
R2	1,286.0	1,286.0	1,275.0
R1	1,278.5	1,278.5	1,273.0	1,282.3
PP	1,264.8	1,264.8	1,264.8	1,266.5
S1	1,257.3	1,257.3	1,269.3	1,261.0
S2	1,243.5	1,243.5	1,267.3
S3	1,222.3	1,236.3	1,265.3
S4	1,201.3	1,215.0	1,259.5

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,352.3	1,340.0	1,282.8
R3	1,321.3	1,309.0	1,274.3
R2	1,290.3	1,290.3	1,271.5
R1	1,278.0	1,278.0	1,268.8	1,284.0
PP	1,259.3	1,259.3	1,259.3	1,262.3
S1	1,247.0	1,247.0	1,263.0	1,253.0
S2	1,228.3	1,228.3	1,260.0
S3	1,197.3	1,216.0	1,257.3
S4	1,166.3	1,185.0	1,248.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,272.2	1,244.6	27.6	2.2%	15.3	1.2%	96%	True	False	120,205
10	1,272.2	1,238.4	33.8	2.7%	16.0	1.3%	97%	True	False	109,053
20	1,272.2	1,230.1	42.1	3.3%	16.0	1.3%	97%	True	False	97,859
40	1,274.9	1,207.1	67.8	5.3%	16.8	1.3%	94%	False	False	94,473
60	1,277.2	1,207.1	70.1	5.5%	16.5	1.3%	91%	False	False	88,440
80	1,277.2	1,198.8	78.4	6.2%	15.3	1.2%	92%	False	False	76,996
100	1,277.2	1,145.0	132.2	10.4%	13.8	1.1%	95%	False	False	61,603
120	1,277.2	1,137.0	140.2	11.0%	12.3	1.0%	96%	False	False	51,336

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.7
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,362.3
2.618	1,327.8
1.618	1,306.5
1.000	1,293.5
0.618	1,285.3
HIGH	1,272.3
0.618	1,264.0
0.500	1,261.5
0.382	1,259.0
LOW	1,251.0
0.618	1,238.0
1.000	1,229.8
1.618	1,216.8
2.618	1,195.5
4.250	1,161.0

Fisher Pivots for day following 16-Jun-2015
Pivot	1 day	3 day
R1	1,268.0	1,266.8
PP	1,264.8	1,262.8
S1	1,261.5	1,258.5

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

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