ICE Russell 2000 Mini Future September 2015

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

Day Change Summary
	Previous	Current
	28-Aug-2015	31-Aug-2015	Change	Change %	Previous Week
Open	1,153.0	1,162.4	9.4	0.8%	1,104.6
High	1,164.7	1,165.5	0.8	0.1%	1,164.7
Low	1,143.3	1,150.0	6.7	0.6%	1,071.6
Close	1,164.0	1,157.5	-6.5	-0.6%	1,164.0
Range	21.4	15.5	-5.9	-27.6%	93.1
ATR	27.1	26.2	-0.8	-3.1%	0.0
Volume	114,546	105,896	-8,650	-7.6%	970,228

Daily Pivots for day following 31-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,204.3	1,196.3	1,166.0
R3	1,188.8	1,180.8	1,161.8
R2	1,173.3	1,173.3	1,160.3
R1	1,165.3	1,165.3	1,159.0	1,161.5
PP	1,157.8	1,157.8	1,157.8	1,155.8
S1	1,149.8	1,149.8	1,156.0	1,146.0
S2	1,142.3	1,142.3	1,154.8
S3	1,126.8	1,134.3	1,153.3
S4	1,111.3	1,118.8	1,149.0

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,412.8	1,381.5	1,215.3
R3	1,319.8	1,288.3	1,189.5
R2	1,226.5	1,226.5	1,181.0
R1	1,195.3	1,195.3	1,172.5	1,211.0
PP	1,133.5	1,133.5	1,133.5	1,141.3
S1	1,102.3	1,102.3	1,155.5	1,117.8
S2	1,040.3	1,040.3	1,147.0
S3	947.3	1,009.0	1,138.5
S4	854.3	916.0	1,112.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,165.5	1,097.1	68.4	5.9%	31.5	2.7%	88%	True	False	163,447
10	1,224.8	1,071.6	153.2	13.2%	33.5	2.9%	56%	False	False	169,165
20	1,241.7	1,071.6	170.1	14.7%	26.3	2.3%	50%	False	False	132,026
40	1,274.2	1,071.6	202.6	17.5%	22.3	1.9%	42%	False	False	111,282
60	1,292.3	1,071.6	220.7	19.1%	20.0	1.7%	39%	False	False	103,536
80	1,292.3	1,071.6	220.7	19.1%	17.3	1.5%	39%	False	False	77,678
100	1,292.3	1,071.6	220.7	19.1%	15.0	1.3%	39%	False	False	62,146

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	7.3
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1,231.5
2.618	1,206.0
1.618	1,190.5
1.000	1,181.0
0.618	1,175.0
HIGH	1,165.5
0.618	1,159.5
0.500	1,157.8
0.382	1,156.0
LOW	1,150.0
0.618	1,140.5
1.000	1,134.5
1.618	1,125.0
2.618	1,109.5
4.250	1,084.0

Fisher Pivots for day following 31-Aug-2015
Pivot	1 day	3 day
R1	1,157.8	1,153.8
PP	1,157.8	1,150.0
S1	1,157.5	1,146.3

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

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