ICE Russell 2000 Mini Future September 2015

Trading Metrics calculated at close of trading on 18-Aug-2015

Day Change Summary
	Previous	Current
	17-Aug-2015	18-Aug-2015	Change	Change %	Previous Week
Open	1,211.3	1,222.5	11.2	0.9%	1,203.1
High	1,223.3	1,224.8	1.5	0.1%	1,221.2
Low	1,201.6	1,210.9	9.3	0.8%	1,185.2
Close	1,222.7	1,211.8	-10.9	-0.9%	1,210.1
Range	21.7	13.9	-7.8	-35.9%	36.0
ATR	18.4	18.1	-0.3	-1.8%	0.0
Volume	78,365	86,860	8,495	10.8%	483,620

Daily Pivots for day following 18-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,257.5	1,248.5	1,219.5
R3	1,243.8	1,234.8	1,215.5
R2	1,229.8	1,229.8	1,214.3
R1	1,220.8	1,220.8	1,213.0	1,218.3
PP	1,215.8	1,215.8	1,215.8	1,214.5
S1	1,206.8	1,206.8	1,210.5	1,204.5
S2	1,202.0	1,202.0	1,209.3
S3	1,188.0	1,193.0	1,208.0
S4	1,174.3	1,179.0	1,204.3

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,313.5	1,297.8	1,230.0
R3	1,277.5	1,261.8	1,220.0
R2	1,241.5	1,241.5	1,216.8
R1	1,225.8	1,225.8	1,213.5	1,233.8
PP	1,205.5	1,205.5	1,205.5	1,209.5
S1	1,189.8	1,189.8	1,206.8	1,197.8
S2	1,169.5	1,169.5	1,203.5
S3	1,133.5	1,153.8	1,200.3
S4	1,097.5	1,117.8	1,190.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,224.8	1,185.2	39.6	3.3%	18.3	1.5%	67%	True	False	90,922
10	1,241.7	1,185.2	56.5	4.7%	19.3	1.6%	47%	False	False	96,072
20	1,260.8	1,185.2	75.6	6.2%	18.8	1.5%	35%	False	False	95,613
40	1,292.3	1,185.2	107.1	8.8%	18.0	1.5%	25%	False	False	91,162
60	1,292.3	1,185.2	107.1	8.8%	16.8	1.4%	25%	False	False	76,823
80	1,292.3	1,185.2	107.1	8.8%	14.5	1.2%	25%	False	False	57,622
100	1,292.3	1,185.2	107.1	8.8%	12.0	1.0%	25%	False	False	46,100

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	3.1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,284.0
2.618	1,261.3
1.618	1,247.3
1.000	1,238.8
0.618	1,233.5
HIGH	1,224.8
0.618	1,219.5
0.500	1,217.8
0.382	1,216.3
LOW	1,211.0
0.618	1,202.3
1.000	1,197.0
1.618	1,188.5
2.618	1,174.5
4.250	1,151.8

Fisher Pivots for day following 18-Aug-2015
Pivot	1 day	3 day
R1	1,217.8	1,211.3
PP	1,215.8	1,210.8
S1	1,213.8	1,210.3

Download as Excel Spreadsheet

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

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