ICE Russell 2000 Mini Future June 2016

Trading Metrics calculated at close of trading on 13-Jun-2016

Day Change Summary
	Previous	Current
	10-Jun-2016	13-Jun-2016	Change	Change %	Previous Week
Open	1,178.5	1,162.6	-15.9	-1.3%	1,162.0
High	1,178.7	1,165.5	-13.2	-1.1%	1,190.3
Low	1,160.6	1,147.5	-13.1	-1.1%	1,159.4
Close	1,164.2	1,149.3	-14.9	-1.3%	1,164.2
Range	18.1	18.0	-0.1	-0.6%	30.9
ATR	16.1	16.2	0.1	0.9%	0.0
Volume	89,603	122,696	33,093	36.9%	464,828

Daily Pivots for day following 13-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,208.0	1,196.8	1,159.3
R3	1,190.0	1,178.8	1,154.3
R2	1,172.0	1,172.0	1,152.5
R1	1,160.8	1,160.8	1,151.0	1,157.5
PP	1,154.0	1,154.0	1,154.0	1,152.5
S1	1,142.8	1,142.8	1,147.8	1,139.5
S2	1,136.0	1,136.0	1,146.0
S3	1,118.0	1,124.8	1,144.3
S4	1,100.0	1,106.8	1,139.5

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,264.0	1,245.0	1,181.3
R3	1,233.0	1,214.0	1,172.8
R2	1,202.3	1,202.3	1,169.8
R1	1,183.3	1,183.3	1,167.0	1,192.8
PP	1,171.3	1,171.3	1,171.3	1,176.0
S1	1,152.3	1,152.3	1,161.3	1,161.8
S2	1,140.5	1,140.5	1,158.5
S3	1,109.5	1,121.5	1,155.8
S4	1,078.5	1,090.5	1,147.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,190.3	1,147.5	42.8	3.7%	14.3	1.2%	4%	False	True	102,331
10	1,190.3	1,147.5	42.8	3.7%	15.3	1.3%	4%	False	True	93,020
20	1,190.3	1,082.7	107.6	9.4%	16.8	1.4%	62%	False	False	93,389
40	1,190.3	1,082.7	107.6	9.4%	16.5	1.4%	62%	False	False	90,676
60	1,190.3	1,059.5	130.8	11.4%	16.5	1.4%	69%	False	False	89,034
80	1,190.3	992.4	197.9	17.2%	16.8	1.5%	79%	False	False	77,741
100	1,190.3	945.2	245.1	21.3%	15.3	1.3%	83%	False	False	62,195
120	1,190.3	945.2	245.1	21.3%	14.3	1.2%	83%	False	False	51,830

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	2.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,242.0
2.618	1,212.5
1.618	1,194.5
1.000	1,183.5
0.618	1,176.5
HIGH	1,165.5
0.618	1,158.5
0.500	1,156.5
0.382	1,154.5
LOW	1,147.5
0.618	1,136.5
1.000	1,129.5
1.618	1,118.5
2.618	1,100.5
4.250	1,071.0

Fisher Pivots for day following 13-Jun-2016
Pivot	1 day	3 day
R1	1,156.5	1,167.8
PP	1,154.0	1,161.8
S1	1,151.8	1,155.5

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

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