ICE Russell 2000 Mini Future December 2015

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Trading Metrics calculated at close of trading on 20-Jul-2015
Day Change Summary Previous Current 17-Jul-2015 20-Jul-2015 Change Change % Previous Week Open 1,260.4 1,253.9 -6.5 -0.5% 1,250.0 High 1,260.4 1,253.9 -6.5 -0.5% 1,264.7 Low 1,257.6 1,253.9 -3.7 -0.3% 1,250.0 Close 1,258.8 1,253.9 -4.9 -0.4% 1,258.8 Range 2.8 0.0 -2.8 -100.0% 14.7 ATR 8.5 8.2 -0.3 -3.0% 0.0 Volume 2 5 3 150.0% 10
Daily Pivots for day following 20-Jul-2015 Classic Woodie Camarilla DeMark R4 1,254.0 1,254.0 1,254.0 R3 1,254.0 1,254.0 1,254.0 R2 1,254.0 1,254.0 1,254.0 R1 1,254.0 1,254.0 1,254.0 1,254.0 PP 1,254.0 1,254.0 1,254.0 1,254.0 S1 1,254.0 1,254.0 1,254.0 1,254.0 S2 1,254.0 1,254.0 1,254.0 S3 1,254.0 1,254.0 1,254.0 S4 1,254.0 1,254.0 1,254.0	Weekly Pivots for week ending 17-Jul-2015 Classic Woodie Camarilla DeMark R4 1,302.0 1,295.0 1,267.0 R3 1,287.3 1,280.3 1,262.8 R2 1,272.5 1,272.5 1,261.5 R1 1,265.8 1,265.8 1,260.3 1,269.0 PP 1,257.8 1,257.8 1,257.8 1,259.5 S1 1,251.0 1,251.0 1,257.5 1,254.5 S2 1,243.3 1,243.3 1,256.0 S3 1,228.5 1,236.3 1,254.8 S4 1,213.8 1,221.5 1,250.8
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,264.7 1,253.9 10.8 0.9% 0.8 0.1% 0% False True 2 10 1,264.7 1,220.0 44.7 3.6% 0.3 0.0% 76% False False 1 20 1,288.0 1,220.0 68.0 5.4% 2.0 0.2% 50% False False 3
Crabel Price Patterns NR True NR4 False NR5 False NR7 False 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 0.0 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1,254.0 2.618 1,254.0 1.618 1,254.0 1.000 1,254.0 0.618 1,254.0 HIGH 1,254.0 0.618 1,254.0 0.500 1,254.0 0.382 1,254.0 LOW 1,254.0 0.618 1,254.0 1.000 1,254.0 1.618 1,254.0 2.618 1,254.0 4.250 1,254.0
Fisher Pivots for day following 20-Jul-2015 Pivot 1 day 3 day R1 1,254.0 1,259.3 PP 1,254.0 1,257.5 S1 1,254.0 1,255.8

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