ICE Russell 2000 Mini Future September 2015

Trading Metrics calculated at close of trading on 31-Jul-2015

Day Change Summary
	Previous	Current
	30-Jul-2015	31-Jul-2015	Change	Change %	Previous Week
Open	1,222.3	1,227.5	5.2	0.4%	1,223.6
High	1,230.2	1,242.8	12.6	1.0%	1,242.8
Low	1,215.7	1,224.2	8.5	0.7%	1,198.7
Close	1,229.8	1,235.2	5.4	0.4%	1,235.2
Range	14.5	18.6	4.1	28.3%	44.1
ATR	17.6	17.6	0.1	0.4%	0.0
Volume	79,439	109,603	30,164	38.0%	517,617

Daily Pivots for day following 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,289.8	1,281.3	1,245.5
R3	1,271.3	1,262.5	1,240.3
R2	1,252.8	1,252.8	1,238.5
R1	1,244.0	1,244.0	1,237.0	1,248.3
PP	1,234.0	1,234.0	1,234.0	1,236.3
S1	1,225.3	1,225.3	1,233.5	1,229.8
S2	1,215.5	1,215.5	1,231.8
S3	1,196.8	1,206.8	1,230.0
S4	1,178.3	1,188.3	1,225.0

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,357.8	1,340.8	1,259.5
R3	1,313.8	1,296.5	1,247.3
R2	1,269.8	1,269.8	1,243.3
R1	1,252.5	1,252.5	1,239.3	1,261.0
PP	1,225.5	1,225.5	1,225.5	1,230.0
S1	1,208.3	1,208.3	1,231.3	1,217.0
S2	1,181.5	1,181.5	1,227.0
S3	1,137.3	1,164.3	1,223.0
S4	1,093.3	1,120.3	1,211.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,242.8	1,198.7	44.1	3.6%	17.8	1.4%	83%	True	False	103,523
10	1,266.5	1,198.7	67.8	5.5%	18.0	1.5%	54%	False	False	93,205
20	1,274.2	1,198.7	75.5	6.1%	18.8	1.5%	48%	False	False	85,902
40	1,292.3	1,198.7	93.6	7.6%	16.8	1.4%	39%	False	False	86,970
60	1,292.3	1,198.7	93.6	7.6%	14.0	1.1%	39%	False	False	58,010
80	1,292.3	1,198.7	93.6	7.6%	12.3	1.0%	39%	False	False	43,513

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	4.8
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,321.8
2.618	1,291.5
1.618	1,273.0
1.000	1,261.5
0.618	1,254.3
HIGH	1,242.8
0.618	1,235.8
0.500	1,233.5
0.382	1,231.3
LOW	1,224.3
0.618	1,212.8
1.000	1,205.5
1.618	1,194.0
2.618	1,175.5
4.250	1,145.3

Fisher Pivots for day following 31-Jul-2015
Pivot	1 day	3 day
R1	1,234.8	1,233.3
PP	1,234.0	1,231.0
S1	1,233.5	1,229.0

Download as Excel Spreadsheet

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

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