ICE Russell 2000 Mini Future December 2015

Trading Metrics calculated at close of trading on 26-Oct-2015

Day Change Summary
	Previous	Current
	23-Oct-2015	26-Oct-2015	Change	Change %	Previous Week
Open	1,159.7	1,162.7	3.0	0.3%	1,155.3
High	1,166.4	1,163.2	-3.2	-0.3%	1,167.3
Low	1,151.5	1,153.4	1.9	0.2%	1,140.1
Close	1,161.4	1,154.9	-6.5	-0.6%	1,161.4
Range	14.9	9.8	-5.1	-34.2%	27.2
ATR	21.2	20.3	-0.8	-3.8%	0.0
Volume	113,639	71,288	-42,351	-37.3%	493,217

Daily Pivots for day following 26-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,186.5	1,180.5	1,160.3
R3	1,176.8	1,170.8	1,157.5
R2	1,167.0	1,167.0	1,156.8
R1	1,161.0	1,161.0	1,155.8	1,159.0
PP	1,157.3	1,157.3	1,157.3	1,156.3
S1	1,151.3	1,151.3	1,154.0	1,149.3
S2	1,147.3	1,147.3	1,153.0
S3	1,137.5	1,141.3	1,152.3
S4	1,127.8	1,131.5	1,149.5

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,237.8	1,226.8	1,176.3
R3	1,210.8	1,199.8	1,169.0
R2	1,183.5	1,183.5	1,166.5
R1	1,172.5	1,172.5	1,164.0	1,178.0
PP	1,156.3	1,156.3	1,156.3	1,159.0
S1	1,145.3	1,145.3	1,159.0	1,150.8
S2	1,129.0	1,129.0	1,156.5
S3	1,101.8	1,118.0	1,154.0
S4	1,074.8	1,090.8	1,146.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,167.3	1,140.1	27.2	2.4%	16.0	1.4%	54%	False	False	97,304
10	1,167.4	1,130.3	37.1	3.2%	19.3	1.7%	66%	False	False	96,593
20	1,167.4	1,073.2	94.2	8.2%	21.0	1.8%	87%	False	False	104,163
40	1,190.0	1,073.2	116.8	10.1%	21.0	1.8%	70%	False	False	93,052
60	1,236.5	1,073.2	163.3	14.1%	21.0	1.8%	50%	False	False	62,103
80	1,264.7	1,073.2	191.5	16.6%	16.8	1.4%	43%	False	False	46,581

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	4.7
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1,204.8
2.618	1,188.8
1.618	1,179.0
1.000	1,173.0
0.618	1,169.3
HIGH	1,163.3
0.618	1,159.5
0.500	1,158.3
0.382	1,157.3
LOW	1,153.5
0.618	1,147.3
1.000	1,143.5
1.618	1,137.5
2.618	1,127.8
4.250	1,111.8

Fisher Pivots for day following 26-Oct-2015
Pivot	1 day	3 day
R1	1,158.3	1,154.5
PP	1,157.3	1,154.3
S1	1,156.0	1,154.0

Download as Excel Spreadsheet

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

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