ICE Russell 2000 Mini Future March 2014

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Trading Metrics calculated at close of trading on 25-Nov-2013
Day Change Summary Previous Current 22-Nov-2013 25-Nov-2013 Change Change % Previous Week Open 1,115.0 1,124.0 9.0 0.8% 1,102.0 High 1,122.1 1,124.0 1.9 0.2% 1,122.1 Low 1,115.0 1,124.0 9.0 0.8% 1,092.5 Close 1,120.6 1,122.6 2.0 0.2% 1,120.6 Range 7.1 0.0 -7.1 -100.0% 29.6 ATR 9.2 8.8 -0.4 -4.5% 0.0 Volume 7 17 10 142.9% 32
Daily Pivots for day following 25-Nov-2013 Classic Woodie Camarilla DeMark R4 1,123.5 1,123.0 1,122.5 R3 1,123.5 1,123.0 1,122.5 R2 1,123.5 1,123.5 1,122.5 R1 1,123.0 1,123.0 1,122.5 1,123.3 PP 1,123.5 1,123.5 1,123.5 1,123.8 S1 1,123.0 1,123.0 1,122.5 1,123.3 S2 1,123.5 1,123.5 1,122.5 S3 1,123.5 1,123.0 1,122.5 S4 1,123.5 1,123.0 1,122.5	Weekly Pivots for week ending 22-Nov-2013 Classic Woodie Camarilla DeMark R4 1,200.5 1,190.3 1,137.0 R3 1,171.0 1,160.5 1,128.8 R2 1,141.3 1,141.3 1,126.0 R1 1,131.0 1,131.0 1,123.3 1,136.3 PP 1,111.8 1,111.8 1,111.8 1,114.3 S1 1,101.3 1,101.3 1,118.0 1,106.5 S2 1,082.3 1,082.3 1,115.3 S3 1,052.5 1,071.8 1,112.5 S4 1,023.0 1,042.3 1,104.3
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,124.0 1,092.5 31.5 2.8% 9.0 0.8% 96% True False 9 10 1,124.0 1,089.9 34.1 3.0% 5.5 0.5% 96% True False 5 20 1,124.0 1,079.2 44.8 4.0% 5.0 0.4% 97% True False 4
Crabel Price Patterns NR True NR4 True NR5 True 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 1.0 Narrowest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 1,124.0 2.618 1,124.0 1.618 1,124.0 1.000 1,124.0 0.618 1,124.0 HIGH 1,124.0 0.618 1,124.0 0.500 1,124.0 0.382 1,124.0 LOW 1,124.0 0.618 1,124.0 1.000 1,124.0 1.618 1,124.0 2.618 1,124.0 4.250 1,124.0
Fisher Pivots for day following 25-Nov-2013 Pivot 1 day 3 day R1 1,124.0 1,119.3 PP 1,123.5 1,116.3 S1 1,123.0 1,113.0

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