ICE Russell 2000 Mini Future December 2015

Trading Metrics calculated at close of trading on 29-Sep-2015

Day Change Summary
	Previous	Current
	28-Sep-2015	29-Sep-2015	Change	Change %	Previous Week
Open	1,115.0	1,089.9	-25.1	-2.3%	1,161.0
High	1,120.6	1,094.5	-26.1	-2.3%	1,173.7
Low	1,082.3	1,073.2	-9.1	-0.8%	1,112.9
Close	1,085.3	1,078.4	-6.9	-0.6%	1,115.0
Range	38.3	21.3	-17.0	-44.4%	60.8
ATR	23.4	23.3	-0.2	-0.6%	0.0
Volume	149,873	138,912	-10,961	-7.3%	513,119

Daily Pivots for day following 29-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,146.0	1,133.5	1,090.0
R3	1,124.8	1,112.3	1,084.3
R2	1,103.3	1,103.3	1,082.3
R1	1,090.8	1,090.8	1,080.3	1,086.5
PP	1,082.0	1,082.0	1,082.0	1,079.8
S1	1,069.5	1,069.5	1,076.5	1,065.3
S2	1,060.8	1,060.8	1,074.5
S3	1,039.5	1,048.3	1,072.5
S4	1,018.3	1,027.0	1,066.8

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,316.3	1,276.5	1,148.5
R3	1,255.5	1,215.8	1,131.8
R2	1,194.8	1,194.8	1,126.3
R1	1,154.8	1,154.8	1,120.5	1,144.3
PP	1,133.8	1,133.8	1,133.8	1,128.5
S1	1,094.0	1,094.0	1,109.5	1,083.5
S2	1,073.0	1,073.0	1,103.8
S3	1,012.3	1,033.3	1,098.3
S4	951.5	972.5	1,081.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,149.3	1,073.2	76.1	7.1%	26.5	2.4%	7%	False	True	119,526
10	1,190.0	1,073.2	116.8	10.8%	24.5	2.3%	4%	False	True	120,435
20	1,190.0	1,073.2	116.8	10.8%	21.5	2.0%	4%	False	True	88,881
40	1,236.5	1,073.2	163.3	15.1%	21.5	2.0%	3%	False	True	44,546
60	1,264.7	1,073.2	191.5	17.8%	15.8	1.5%	3%	False	True	29,702

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	5.5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,185.0
2.618	1,150.3
1.618	1,129.0
1.000	1,115.8
0.618	1,107.8
HIGH	1,094.5
0.618	1,086.3
0.500	1,083.8
0.382	1,081.3
LOW	1,073.3
0.618	1,060.0
1.000	1,052.0
1.618	1,038.8
2.618	1,017.5
4.250	982.8

Fisher Pivots for day following 29-Sep-2015
Pivot	1 day	3 day
R1	1,083.8	1,111.3
PP	1,082.0	1,100.3
S1	1,080.3	1,089.3

Download as Excel Spreadsheet

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

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