ICE Russell 2000 Mini Future September 2015

Trading Metrics calculated at close of trading on 16-Jul-2015

Day Change Summary
	Previous	Current
	15-Jul-2015	16-Jul-2015	Change	Change %	Previous Week
Open	1,268.0	1,264.4	-3.6	-0.3%	1,230.2
High	1,272.1	1,274.2	2.1	0.2%	1,253.5
Low	1,259.1	1,264.0	4.9	0.4%	1,218.1
Close	1,263.5	1,270.3	6.8	0.5%	1,244.3
Range	13.0	10.2	-2.8	-21.5%	35.4
ATR	18.0	17.5	-0.5	-2.9%	0.0
Volume	67,084	65,039	-2,045	-3.0%	464,463

Daily Pivots for day following 16-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,300.0	1,295.5	1,276.0
R3	1,290.0	1,285.3	1,273.0
R2	1,279.8	1,279.8	1,272.3
R1	1,275.0	1,275.0	1,271.3	1,277.3
PP	1,269.5	1,269.5	1,269.5	1,270.8
S1	1,264.8	1,264.8	1,269.3	1,267.3
S2	1,259.3	1,259.3	1,268.5
S3	1,249.0	1,254.5	1,267.5
S4	1,239.0	1,244.5	1,264.8

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,344.8	1,330.0	1,263.8
R3	1,309.5	1,294.5	1,254.0
R2	1,274.0	1,274.0	1,250.8
R1	1,259.3	1,259.3	1,247.5	1,266.5
PP	1,238.8	1,238.8	1,238.8	1,242.3
S1	1,223.8	1,223.8	1,241.0	1,231.3
S2	1,203.3	1,203.3	1,237.8
S3	1,167.8	1,188.3	1,234.5
S4	1,132.5	1,153.0	1,224.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,274.2	1,233.0	41.2	3.2%	16.0	1.3%	91%	True	False	69,649
10	1,274.2	1,218.1	56.1	4.4%	19.8	1.6%	93%	True	False	81,372
20	1,292.3	1,218.1	74.2	5.8%	17.5	1.4%	70%	False	False	88,879
40	1,292.3	1,218.1	74.2	5.8%	15.0	1.2%	70%	False	False	62,166
60	1,292.3	1,201.0	91.3	7.2%	12.5	1.0%	76%	False	False	41,450
80	1,292.3	1,201.0	91.3	7.2%	9.8	0.8%	76%	False	False	31,091

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	3.2
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1,317.5
2.618	1,301.0
1.618	1,290.8
1.000	1,284.5
0.618	1,280.5
HIGH	1,274.3
0.618	1,270.3
0.500	1,269.0
0.382	1,268.0
LOW	1,264.0
0.618	1,257.8
1.000	1,253.8
1.618	1,247.5
2.618	1,237.3
4.250	1,220.8

Fisher Pivots for day following 16-Jul-2015
Pivot	1 day	3 day
R1	1,270.0	1,269.0
PP	1,269.5	1,267.8
S1	1,269.0	1,266.8

Download as Excel Spreadsheet

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

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