ICE Russell 2000 Mini Future September 2015

Trading Metrics calculated at close of trading on 04-Sep-2015

Day Change Summary
	Previous	Current
	03-Sep-2015	04-Sep-2015	Change	Change %	Previous Week
Open	1,147.3	1,143.3	-4.0	-0.3%	1,162.4
High	1,157.3	1,144.3	-13.0	-1.1%	1,165.5
Low	1,141.1	1,125.8	-15.3	-1.3%	1,121.5
Close	1,143.3	1,136.2	-7.1	-0.6%	1,136.2
Range	16.2	18.5	2.3	14.2%	44.0
ATR	25.7	25.2	-0.5	-2.0%	0.0
Volume	145,501	121,621	-23,880	-16.4%	661,621

Daily Pivots for day following 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,191.0	1,182.0	1,146.5
R3	1,172.5	1,163.5	1,141.3
R2	1,154.0	1,154.0	1,139.5
R1	1,145.0	1,145.0	1,138.0	1,140.3
PP	1,135.5	1,135.5	1,135.5	1,133.0
S1	1,126.5	1,126.5	1,134.5	1,121.8
S2	1,117.0	1,117.0	1,132.8
S3	1,098.5	1,108.0	1,131.0
S4	1,080.0	1,089.5	1,126.0

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,273.0	1,248.8	1,160.5
R3	1,229.0	1,204.8	1,148.3
R2	1,185.0	1,185.0	1,144.3
R1	1,160.8	1,160.8	1,140.3	1,150.8
PP	1,141.0	1,141.0	1,141.0	1,136.3
S1	1,116.8	1,116.8	1,132.3	1,106.8
S2	1,097.0	1,097.0	1,128.3
S3	1,053.0	1,072.8	1,124.0
S4	1,009.0	1,028.8	1,112.0

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	1,121.5	44.0	3.9%	20.0	1.8%	33%	False	False	132,324
10	1,165.5	1,071.6	93.9	8.3%	32.5	2.9%	69%	False	False	163,184
20	1,224.8	1,071.6	153.2	13.5%	26.8	2.3%	42%	False	False	140,468
40	1,274.2	1,071.6	202.6	17.8%	22.3	1.9%	32%	False	False	113,575
60	1,292.3	1,071.6	220.7	19.4%	20.5	1.8%	29%	False	False	110,905
80	1,292.3	1,071.6	220.7	19.4%	18.0	1.6%	29%	False	False	84,624
100	1,292.3	1,071.6	220.7	19.4%	15.8	1.4%	29%	False	False	67,703

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	7.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,223.0
2.618	1,192.8
1.618	1,174.3
1.000	1,162.8
0.618	1,155.8
HIGH	1,144.3
0.618	1,137.3
0.500	1,135.0
0.382	1,132.8
LOW	1,125.8
0.618	1,114.3
1.000	1,107.3
1.618	1,095.8
2.618	1,077.3
4.250	1,047.3

Fisher Pivots for day following 04-Sep-2015
Pivot	1 day	3 day
R1	1,135.8	1,141.5
PP	1,135.5	1,139.8
S1	1,135.0	1,138.0

Download as Excel Spreadsheet

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

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