ICE Russell 2000 Mini Future December 2015

Trading Metrics calculated at close of trading on 02-Sep-2015

Day Change Summary
	Previous	Current
	01-Sep-2015	02-Sep-2015	Change	Change %	Previous Week
Open	1,140.5	1,127.5	-13.0	-1.1%	1,083.1
High	1,141.0	1,140.5	-0.5	0.0%	1,158.6
Low	1,119.0	1,123.0	4.0	0.4%	1,077.0
Close	1,124.9	1,140.5	15.6	1.4%	1,158.6
Range	22.0	17.5	-4.5	-20.5%	81.6
ATR	22.4	22.1	-0.4	-1.6%	0.0
Volume	1,075	641	-434	-40.4%	980

Daily Pivots for day following 02-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,187.3	1,181.3	1,150.0
R3	1,169.8	1,163.8	1,145.3
R2	1,152.3	1,152.3	1,143.8
R1	1,146.3	1,146.3	1,142.0	1,149.3
PP	1,134.8	1,134.8	1,134.8	1,136.0
S1	1,128.8	1,128.8	1,139.0	1,131.8
S2	1,117.3	1,117.3	1,137.3
S3	1,099.8	1,111.3	1,135.8
S4	1,082.3	1,093.8	1,131.0

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,376.3	1,349.0	1,203.5
R3	1,294.5	1,267.5	1,181.0
R2	1,213.0	1,213.0	1,173.5
R1	1,185.8	1,185.8	1,166.0	1,199.5
PP	1,131.5	1,131.5	1,131.5	1,138.3
S1	1,104.3	1,104.3	1,151.0	1,117.8
S2	1,049.8	1,049.8	1,143.8
S3	968.3	1,022.5	1,136.3
S4	886.5	941.0	1,113.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,158.6	1,119.0	39.6	3.5%	19.5	1.7%	54%	False	False	392
10	1,187.0	1,077.0	110.0	9.6%	29.5	2.6%	58%	False	False	355
20	1,222.8	1,077.0	145.8	12.8%	22.3	1.9%	44%	False	False	295
40	1,264.7	1,077.0	187.7	16.5%	13.8	1.2%	34%	False	False	155

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,215.0
2.618	1,186.3
1.618	1,168.8
1.000	1,158.0
0.618	1,151.3
HIGH	1,140.5
0.618	1,133.8
0.500	1,131.8
0.382	1,129.8
LOW	1,123.0
0.618	1,112.3
1.000	1,105.5
1.618	1,094.8
2.618	1,077.3
4.250	1,048.5

Fisher Pivots for day following 02-Sep-2015
Pivot	1 day	3 day
R1	1,137.5	1,140.0
PP	1,134.8	1,139.3
S1	1,131.8	1,138.8

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

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