ICE Russell 2000 Mini Future September 2015

Trading Metrics calculated at close of trading on 29-Jul-2015

Day Change Summary
	Previous	Current
	28-Jul-2015	29-Jul-2015	Change	Change %	Previous Week
Open	1,212.3	1,221.4	9.1	0.8%	1,262.6
High	1,223.8	1,229.0	5.2	0.4%	1,266.5
Low	1,198.7	1,215.2	16.5	1.4%	1,220.7
Close	1,220.3	1,224.4	4.1	0.3%	1,223.5
Range	25.1	13.8	-11.3	-45.0%	45.8
ATR	18.1	17.8	-0.3	-1.7%	0.0
Volume	140,825	85,141	-55,684	-39.5%	414,435

Daily Pivots for day following 29-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,264.3	1,258.3	1,232.0
R3	1,250.5	1,244.3	1,228.3
R2	1,236.8	1,236.8	1,227.0
R1	1,230.5	1,230.5	1,225.8	1,233.5
PP	1,222.8	1,222.8	1,222.8	1,224.5
S1	1,216.8	1,216.8	1,223.3	1,219.8
S2	1,209.0	1,209.0	1,221.8
S3	1,195.3	1,203.0	1,220.5
S4	1,181.5	1,189.3	1,216.8

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,374.3	1,344.8	1,248.8
R3	1,328.5	1,299.0	1,236.0
R2	1,282.8	1,282.8	1,232.0
R1	1,253.0	1,253.0	1,227.8	1,245.0
PP	1,237.0	1,237.0	1,237.0	1,232.8
S1	1,207.3	1,207.3	1,219.3	1,199.3
S2	1,191.0	1,191.0	1,215.0
S3	1,145.3	1,161.5	1,211.0
S4	1,099.5	1,115.8	1,198.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,260.8	1,198.7	62.1	5.1%	20.5	1.7%	41%	False	False	106,092
10	1,274.2	1,198.7	75.5	6.2%	17.0	1.4%	34%	False	False	86,984
20	1,274.2	1,198.7	75.5	6.2%	18.8	1.5%	34%	False	False	85,681
40	1,292.3	1,198.7	93.6	7.6%	16.8	1.4%	27%	False	False	82,273
60	1,292.3	1,198.7	93.6	7.6%	14.0	1.1%	27%	False	False	54,860
80	1,292.3	1,198.7	93.6	7.6%	11.8	1.0%	27%	False	False	41,150

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	4.0
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,287.8
2.618	1,265.3
1.618	1,251.3
1.000	1,242.8
0.618	1,237.5
HIGH	1,229.0
0.618	1,223.8
0.500	1,222.0
0.382	1,220.5
LOW	1,215.3
0.618	1,206.8
1.000	1,201.5
1.618	1,192.8
2.618	1,179.0
4.250	1,156.5

Fisher Pivots for day following 29-Jul-2015
Pivot	1 day	3 day
R1	1,223.8	1,221.0
PP	1,222.8	1,217.3
S1	1,222.0	1,213.8

Download as Excel Spreadsheet

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

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