ICE Russell 2000 Mini Future December 2015

Trading Metrics calculated at close of trading on 19-Oct-2015

Day Change Summary
	Previous	Current
	16-Oct-2015	19-Oct-2015	Change	Change %	Previous Week
Open	1,163.3	1,155.3	-8.0	-0.7%	1,159.7
High	1,164.9	1,166.5	1.6	0.1%	1,167.4
Low	1,148.7	1,150.5	1.8	0.2%	1,130.3
Close	1,156.7	1,160.9	4.2	0.4%	1,156.7
Range	16.2	16.0	-0.2	-1.2%	37.1
ATR	22.8	22.3	-0.5	-2.1%	0.0
Volume	79,365	77,984	-1,381	-1.7%	455,193

Daily Pivots for day following 19-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,207.3	1,200.0	1,169.8
R3	1,191.3	1,184.0	1,165.3
R2	1,175.3	1,175.3	1,163.8
R1	1,168.0	1,168.0	1,162.3	1,171.8
PP	1,159.3	1,159.3	1,159.3	1,161.0
S1	1,152.0	1,152.0	1,159.5	1,155.8
S2	1,143.3	1,143.3	1,158.0
S3	1,127.3	1,136.0	1,156.5
S4	1,111.3	1,120.0	1,152.0

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,262.8	1,246.8	1,177.0
R3	1,225.8	1,209.8	1,167.0
R2	1,188.5	1,188.5	1,163.5
R1	1,172.8	1,172.8	1,160.0	1,162.0
PP	1,151.5	1,151.5	1,151.5	1,146.3
S1	1,135.5	1,135.5	1,153.3	1,125.0
S2	1,114.3	1,114.3	1,150.0
S3	1,077.3	1,098.5	1,146.5
S4	1,040.3	1,061.3	1,136.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,167.4	1,130.3	37.1	3.2%	22.3	1.9%	82%	False	False	95,882
10	1,167.4	1,121.3	46.1	4.0%	19.8	1.7%	86%	False	False	93,506
20	1,167.4	1,073.2	94.2	8.1%	24.0	2.1%	93%	False	False	107,983
40	1,190.0	1,073.2	116.8	10.1%	24.0	2.1%	75%	False	False	80,914
60	1,237.6	1,073.2	164.4	14.2%	20.3	1.7%	53%	False	False	53,998
80	1,264.7	1,073.2	191.5	16.5%	16.0	1.4%	46%	False	False	40,500

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	4.5
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,234.5
2.618	1,208.5
1.618	1,192.5
1.000	1,182.5
0.618	1,176.5
HIGH	1,166.5
0.618	1,160.5
0.500	1,158.5
0.382	1,156.5
LOW	1,150.5
0.618	1,140.5
1.000	1,134.5
1.618	1,124.5
2.618	1,108.5
4.250	1,082.5

Fisher Pivots for day following 19-Oct-2015
Pivot	1 day	3 day
R1	1,160.0	1,156.8
PP	1,159.3	1,152.8
S1	1,158.5	1,148.5

Download as Excel Spreadsheet

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

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