ICE Russell 2000 Mini Future September 2016

Trading Metrics calculated at close of trading on 12-Jul-2016

Day Change Summary
	Previous	Current
	11-Jul-2016	12-Jul-2016	Change	Change %	Previous Week
Open	1,171.5	1,188.0	16.5	1.4%	1,155.1
High	1,189.6	1,209.8	20.2	1.7%	1,176.0
Low	1,171.0	1,186.6	15.6	1.3%	1,125.6
Close	1,187.5	1,201.7	14.2	1.2%	1,173.5
Range	18.6	23.2	4.6	24.7%	50.4
ATR	23.0	23.0	0.0	0.1%	0.0
Volume	77,686	116,291	38,605	49.7%	348,304

Daily Pivots for day following 12-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,269.0	1,258.5	1,214.5
R3	1,245.8	1,235.3	1,208.0
R2	1,222.5	1,222.5	1,206.0
R1	1,212.3	1,212.3	1,203.8	1,217.3
PP	1,199.3	1,199.3	1,199.3	1,202.0
S1	1,189.0	1,189.0	1,199.5	1,194.3
S2	1,176.3	1,176.3	1,197.5
S3	1,153.0	1,165.8	1,195.3
S4	1,129.8	1,142.5	1,189.0

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,309.5	1,292.0	1,201.3
R3	1,259.3	1,241.5	1,187.3
R2	1,208.8	1,208.8	1,182.8
R1	1,191.3	1,191.3	1,178.0	1,200.0
PP	1,158.3	1,158.3	1,158.3	1,162.8
S1	1,140.8	1,140.8	1,169.0	1,149.5
S2	1,108.0	1,108.0	1,164.3
S3	1,057.5	1,090.3	1,159.8
S4	1,007.3	1,040.0	1,145.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,209.8	1,125.6	84.2	7.0%	21.8	1.8%	90%	True	False	92,198
10	1,209.8	1,080.5	129.3	10.8%	23.5	1.9%	94%	True	False	95,236
20	1,209.8	1,076.7	133.1	11.1%	25.0	2.1%	94%	True	False	108,272
40	1,209.8	1,076.7	133.1	11.1%	18.5	1.5%	94%	True	False	64,695
60	1,209.8	1,076.7	133.1	11.1%	14.3	1.2%	94%	True	False	43,131
80	1,209.8	1,066.1	143.7	12.0%	13.0	1.1%	94%	True	False	32,351
100	1,209.8	999.3	210.5	17.5%	10.8	0.9%	96%	True	False	25,881
120	1,209.8	941.4	268.4	22.3%	9.0	0.8%	97%	True	False	21,567

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,308.5
2.618	1,270.5
1.618	1,247.3
1.000	1,233.0
0.618	1,224.3
HIGH	1,209.8
0.618	1,201.0
0.500	1,198.3
0.382	1,195.5
LOW	1,186.5
0.618	1,172.3
1.000	1,163.5
1.618	1,149.0
2.618	1,125.8
4.250	1,088.0

Fisher Pivots for day following 12-Jul-2016
Pivot	1 day	3 day
R1	1,200.5	1,193.5
PP	1,199.3	1,185.3
S1	1,198.3	1,177.0

Download as Excel Spreadsheet

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

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