ICE Russell 2000 Mini Future December 2016

Trading Metrics calculated at close of trading on 09-Sep-2016

Day Change Summary
	Previous	Current
	08-Sep-2016	09-Sep-2016	Change	Change %	Previous Week
Open	1,256.9	1,251.3	-5.6	-0.4%	1,246.0
High	1,259.1	1,253.4	-5.7	-0.5%	1,259.1
Low	1,249.4	1,207.8	-41.6	-3.3%	1,207.8
Close	1,251.5	1,210.1	-41.4	-3.3%	1,210.1
Range	9.7	45.6	35.9	370.1%	51.3
ATR	11.0	13.5	2.5	22.5%	0.0
Volume	78,106	160,937	82,831	106.0%	254,236

Daily Pivots for day following 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,360.5	1,331.0	1,235.3
R3	1,315.0	1,285.3	1,222.8
R2	1,269.3	1,269.3	1,218.5
R1	1,239.8	1,239.8	1,214.3	1,231.8
PP	1,223.8	1,223.8	1,223.8	1,219.8
S1	1,194.3	1,194.3	1,206.0	1,186.3
S2	1,178.3	1,178.3	1,201.8
S3	1,132.5	1,148.5	1,197.5
S4	1,087.0	1,103.0	1,185.0

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,379.5	1,346.3	1,238.3
R3	1,328.3	1,294.8	1,224.3
R2	1,277.0	1,277.0	1,219.5
R1	1,243.5	1,243.5	1,214.8	1,234.5
PP	1,225.8	1,225.8	1,225.8	1,221.3
S1	1,192.3	1,192.3	1,205.5	1,183.3
S2	1,174.3	1,174.3	1,200.8
S3	1,123.0	1,141.0	1,196.0
S4	1,071.8	1,089.8	1,182.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,259.1	1,207.8	51.3	4.2%	18.0	1.5%	4%	False	True	51,174
10	1,259.1	1,207.8	51.3	4.2%	16.3	1.4%	4%	False	True	25,889
20	1,259.1	1,207.8	51.3	4.2%	11.5	1.0%	4%	False	True	12,952
40	1,259.1	1,188.9	70.2	5.8%	8.5	0.7%	30%	False	False	6,480
60	1,259.1	1,074.6	184.5	15.2%	8.8	0.7%	73%	False	False	4,321
80	1,259.1	1,074.6	184.5	15.2%	7.3	0.6%	73%	False	False	3,252
100	1,259.1	1,074.6	184.5	15.2%	5.8	0.5%	73%	False	False	2,602
120	1,259.1	1,067.4	191.7	15.8%	5.0	0.4%	74%	False	False	2,168

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.7
Widest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	1,447.3
2.618	1,372.8
1.618	1,327.3
1.000	1,299.0
0.618	1,281.5
HIGH	1,253.5
0.618	1,236.0
0.500	1,230.5
0.382	1,225.3
LOW	1,207.8
0.618	1,179.5
1.000	1,162.3
1.618	1,134.0
2.618	1,088.5
4.250	1,014.0

Fisher Pivots for day following 09-Sep-2016
Pivot	1 day	3 day
R1	1,230.5	1,233.5
PP	1,223.8	1,225.8
S1	1,217.0	1,218.0

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

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