ICE Russell 2000 Mini Future September 2015

Trading Metrics calculated at close of trading on 24-Aug-2015

Day Change Summary
	Previous	Current
	21-Aug-2015	24-Aug-2015	Change	Change %	Previous Week
Open	1,169.4	1,104.6	-64.8	-5.5%	1,211.3
High	1,172.5	1,155.3	-17.2	-1.5%	1,224.8
Low	1,149.3	1,071.6	-77.7	-6.8%	1,149.3
Close	1,155.9	1,099.4	-56.5	-4.9%	1,155.9
Range	23.2	83.7	60.5	260.8%	75.5
ATR	19.8	24.5	4.6	23.2%	0.0
Volume	229,043	258,887	29,844	13.0%	693,899

Daily Pivots for day following 24-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,359.8	1,313.3	1,145.5
R3	1,276.3	1,229.8	1,122.5
R2	1,192.5	1,192.5	1,114.8
R1	1,146.0	1,146.0	1,107.0	1,127.3
PP	1,108.8	1,108.8	1,108.8	1,099.5
S1	1,062.3	1,062.3	1,091.8	1,043.8
S2	1,025.0	1,025.0	1,084.0
S3	941.3	978.5	1,076.5
S4	857.8	894.8	1,053.3

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,403.3	1,355.0	1,197.5
R3	1,327.8	1,279.5	1,176.8
R2	1,252.3	1,252.3	1,169.8
R1	1,204.0	1,204.0	1,162.8	1,190.3
PP	1,176.8	1,176.8	1,176.8	1,169.8
S1	1,128.5	1,128.5	1,149.0	1,114.8
S2	1,101.3	1,101.3	1,142.0
S3	1,025.8	1,053.0	1,135.3
S4	950.3	977.5	1,114.5

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	1,071.6	153.2	13.9%	35.5	3.2%	18%	False	True	174,884
10	1,224.8	1,071.6	153.2	13.9%	27.3	2.5%	18%	False	True	135,202
20	1,242.8	1,071.6	171.2	15.6%	23.0	2.1%	16%	False	True	116,574
40	1,274.2	1,071.6	202.6	18.4%	21.0	1.9%	14%	False	True	102,143
60	1,292.3	1,071.6	220.7	20.1%	18.8	1.7%	13%	False	True	89,949
80	1,292.3	1,071.6	220.7	20.1%	15.8	1.4%	13%	False	True	67,465
100	1,292.3	1,071.6	220.7	20.1%	13.5	1.2%	13%	False	True	53,975

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.3
Widest range in 109 trading days

Fibonacci Retracements and Extensions
4.250	1,511.0
2.618	1,374.5
1.618	1,290.8
1.000	1,239.0
0.618	1,207.0
HIGH	1,155.3
0.618	1,123.3
0.500	1,113.5
0.382	1,103.5
LOW	1,071.5
0.618	1,019.8
1.000	988.0
1.618	936.3
2.618	852.5
4.250	716.0

Fisher Pivots for day following 24-Aug-2015
Pivot	1 day	3 day
R1	1,113.5	1,136.0
PP	1,108.8	1,123.8
S1	1,104.0	1,111.5

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

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