ICE Russell 2000 Mini Future September 2015

Trading Metrics calculated at close of trading on 10-Sep-2015

Day Change Summary
	Previous	Current
	09-Sep-2015	10-Sep-2015	Change	Change %	Previous Week
Open	1,159.3	1,144.1	-15.2	-1.3%	1,162.4
High	1,171.8	1,158.8	-13.0	-1.1%	1,165.5
Low	1,145.2	1,139.4	-5.8	-0.5%	1,121.5
Close	1,147.7	1,151.0	3.3	0.3%	1,136.2
Range	26.6	19.4	-7.2	-27.1%	44.0
ATR	25.3	24.9	-0.4	-1.7%	0.0
Volume	132,034	200,066	68,032	51.5%	661,621

Daily Pivots for day following 10-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,208.0	1,198.8	1,161.8
R3	1,188.5	1,179.5	1,156.3
R2	1,169.3	1,169.3	1,154.5
R1	1,160.0	1,160.0	1,152.8	1,164.5
PP	1,149.8	1,149.8	1,149.8	1,152.0
S1	1,140.8	1,140.8	1,149.3	1,145.3
S2	1,130.3	1,130.3	1,147.5
S3	1,111.0	1,121.3	1,145.8
S4	1,091.5	1,101.8	1,140.3

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,273.0	1,248.8	1,160.5
R3	1,229.0	1,204.8	1,148.3
R2	1,185.0	1,185.0	1,144.3
R1	1,160.8	1,160.8	1,140.3	1,150.8
PP	1,141.0	1,141.0	1,141.0	1,136.3
S1	1,116.8	1,116.8	1,132.3	1,106.8
S2	1,097.0	1,097.0	1,128.3
S3	1,053.0	1,072.8	1,124.0
S4	1,009.0	1,028.8	1,112.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,171.8	1,125.8	46.0	4.0%	20.0	1.7%	55%	False	False	140,927
10	1,171.8	1,121.5	50.3	4.4%	21.5	1.9%	59%	False	False	138,816
20	1,224.8	1,071.6	153.2	13.3%	26.8	2.3%	52%	False	False	146,344
40	1,274.2	1,071.6	202.6	17.6%	22.5	1.9%	39%	False	False	119,645
60	1,292.3	1,071.6	220.7	19.2%	20.8	1.8%	36%	False	False	110,266
80	1,292.3	1,071.6	220.7	19.2%	18.5	1.6%	36%	False	False	90,093
100	1,292.3	1,071.6	220.7	19.2%	16.3	1.4%	36%	False	False	72,078
120	1,292.3	1,071.6	220.7	19.2%	14.0	1.2%	36%	False	False	60,067

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	True
Bull Hook	False
Stretch	5.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,241.3
2.618	1,209.5
1.618	1,190.3
1.000	1,178.3
0.618	1,170.8
HIGH	1,158.8
0.618	1,151.5
0.500	1,149.0
0.382	1,146.8
LOW	1,139.5
0.618	1,127.5
1.000	1,120.0
1.618	1,108.0
2.618	1,088.5
4.250	1,057.0

Fisher Pivots for day following 10-Sep-2015
Pivot	1 day	3 day
R1	1,150.3	1,155.5
PP	1,149.8	1,154.0
S1	1,149.0	1,152.5

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

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