ICE Russell 2000 Mini Future September 2015

Trading Metrics calculated at close of trading on 18-Jun-2015

Day Change Summary
	Previous	Current
	17-Jun-2015	18-Jun-2015	Change	Change %	Previous Week
Open	1,265.6	1,261.6	-4.0	-0.3%	1,253.5
High	1,270.2	1,283.4	13.2	1.0%	1,266.0
Low	1,260.1	1,257.9	-2.2	-0.2%	1,235.7
Close	1,262.2	1,280.6	18.4	1.5%	1,260.3
Range	10.1	25.5	15.4	152.5%	30.3
ATR	13.2	14.1	0.9	6.6%	0.0
Volume	117,603	119,106	1,503	1.3%	239,318

Daily Pivots for day following 18-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,350.5	1,341.0	1,294.5
R3	1,325.0	1,315.5	1,287.5
R2	1,299.5	1,299.5	1,285.3
R1	1,290.0	1,290.0	1,283.0	1,294.8
PP	1,274.0	1,274.0	1,274.0	1,276.3
S1	1,264.5	1,264.5	1,278.3	1,269.3
S2	1,248.5	1,248.5	1,276.0
S3	1,223.0	1,239.0	1,273.5
S4	1,197.5	1,213.5	1,266.5

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,345.0	1,333.0	1,277.0
R3	1,314.5	1,302.5	1,268.8
R2	1,284.3	1,284.3	1,265.8
R1	1,272.3	1,272.3	1,263.0	1,278.3
PP	1,254.0	1,254.0	1,254.0	1,257.0
S1	1,242.0	1,242.0	1,257.5	1,248.0
S2	1,223.8	1,223.8	1,254.8
S3	1,193.5	1,211.8	1,252.0
S4	1,163.0	1,181.5	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	1,283.4	1,238.9	44.5	3.5%	17.3	1.3%	94%	True	False	142,513
10	1,283.4	1,233.5	49.9	3.9%	15.5	1.2%	94%	True	False	82,645
20	1,283.4	1,228.0	55.4	4.3%	13.8	1.1%	95%	True	False	41,408
40	1,283.4	1,201.0	82.4	6.4%	10.3	0.8%	97%	True	False	20,712
60	1,283.4	1,201.0	82.4	6.4%	7.8	0.6%	97%	True	False	13,813

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.5
Widest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	1,391.8
2.618	1,350.3
1.618	1,324.8
1.000	1,309.0
0.618	1,299.3
HIGH	1,283.5
0.618	1,273.8
0.500	1,270.8
0.382	1,267.8
LOW	1,258.0
0.618	1,242.3
1.000	1,232.5
1.618	1,216.8
2.618	1,191.3
4.250	1,149.5

Fisher Pivots for day following 18-Jun-2015
Pivot	1 day	3 day
R1	1,277.3	1,275.3
PP	1,274.0	1,269.8
S1	1,270.8	1,264.3

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

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