ICE Russell 2000 Mini Future September 2015

Trading Metrics calculated at close of trading on 06-Jul-2015

Day Change Summary
	Previous	Current
	02-Jul-2015	06-Jul-2015	Change	Change %	Previous Week
Open	1,251.4	1,230.2	-21.2	-1.7%	1,270.5
High	1,256.2	1,250.7	-5.5	-0.4%	1,271.9
Low	1,239.2	1,223.0	-16.2	-1.3%	1,239.2
Close	1,244.8	1,246.1	1.3	0.1%	1,244.8
Range	17.0	27.7	10.7	62.9%	32.7
ATR	15.2	16.1	0.9	5.9%	0.0
Volume	89,525	445	-89,080	-99.5%	451,210

Daily Pivots for day following 06-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,323.0	1,312.3	1,261.3
R3	1,295.3	1,284.5	1,253.8
R2	1,267.8	1,267.8	1,251.3
R1	1,256.8	1,256.8	1,248.8	1,262.3
PP	1,240.0	1,240.0	1,240.0	1,242.5
S1	1,229.3	1,229.3	1,243.5	1,234.5
S2	1,212.3	1,212.3	1,241.0
S3	1,184.5	1,201.5	1,238.5
S4	1,156.8	1,173.8	1,230.8

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,350.0	1,330.3	1,262.8
R3	1,317.3	1,297.5	1,253.8
R2	1,284.8	1,284.8	1,250.8
R1	1,264.8	1,264.8	1,247.8	1,258.3
PP	1,252.0	1,252.0	1,252.0	1,248.8
S1	1,232.0	1,232.0	1,241.8	1,225.8
S2	1,219.3	1,219.3	1,238.8
S3	1,186.5	1,199.3	1,235.8
S4	1,153.8	1,166.8	1,226.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,271.9	1,223.0	48.9	3.9%	20.8	1.7%	47%	False	True	90,331
10	1,292.3	1,223.0	69.3	5.6%	16.5	1.3%	33%	False	True	87,353
20	1,292.3	1,223.0	69.3	5.6%	15.3	1.2%	33%	False	True	88,042
40	1,292.3	1,209.7	82.6	6.6%	12.3	1.0%	44%	False	False	44,074
60	1,292.3	1,201.0	91.3	7.3%	10.3	0.8%	49%	False	False	29,389

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	3.8
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,368.5
2.618	1,323.3
1.618	1,295.5
1.000	1,278.5
0.618	1,267.8
HIGH	1,250.8
0.618	1,240.0
0.500	1,236.8
0.382	1,233.5
LOW	1,223.0
0.618	1,206.0
1.000	1,195.3
1.618	1,178.3
2.618	1,150.5
4.250	1,105.3

Fisher Pivots for day following 06-Jul-2015
Pivot	1 day	3 day
R1	1,243.0	1,245.0
PP	1,240.0	1,244.3
S1	1,236.8	1,243.3

Download as Excel Spreadsheet

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

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