ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 18-Feb-2016

Day Change Summary
	Previous	Current
	17-Feb-2016	18-Feb-2016	Change	Change %	Previous Week
Open	993.8	1,009.1	15.3	1.5%	986.1
High	1,014.8	1,016.6	1.8	0.2%	991.5
Low	986.3	999.0	12.7	1.3%	936.2
Close	1,009.3	1,004.4	-4.9	-0.5%	968.4
Range	28.5	17.6	-10.9	-38.2%	55.3
ATR	27.6	26.9	-0.7	-2.6%	0.0
Volume	114,417	100,851	-13,566	-11.9%	798,920

Daily Pivots for day following 18-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,059.5	1,049.5	1,014.0
R3	1,041.8	1,032.0	1,009.3
R2	1,024.3	1,024.3	1,007.8
R1	1,014.3	1,014.3	1,006.0	1,010.5
PP	1,006.8	1,006.8	1,006.8	1,004.8
S1	996.8	996.8	1,002.8	993.0
S2	989.0	989.0	1,001.3
S3	971.5	979.3	999.5
S4	953.8	961.5	994.8

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,131.3	1,105.3	998.8
R3	1,076.0	1,049.8	983.5
R2	1,020.8	1,020.8	978.5
R1	994.5	994.5	973.5	980.0
PP	965.3	965.3	965.3	958.0
S1	939.3	939.3	963.3	924.8
S2	910.0	910.0	958.3
S3	854.8	884.0	953.3
S4	799.5	828.8	938.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,016.6	936.2	80.4	8.0%	21.8	2.2%	85%	True	False	127,633
10	1,023.8	936.2	87.6	8.7%	25.5	2.5%	78%	False	False	140,566
20	1,035.8	936.2	99.6	9.9%	26.5	2.6%	68%	False	False	137,185
40	1,160.0	936.2	223.8	22.3%	27.0	2.7%	30%	False	False	131,466
60	1,202.4	936.2	266.2	26.5%	24.0	2.4%	26%	False	False	106,607
80	1,202.4	936.2	266.2	26.5%	20.8	2.1%	26%	False	False	80,115
100	1,202.4	936.2	266.2	26.5%	19.3	1.9%	26%	False	False	64,103
120	1,202.4	936.2	266.2	26.5%	16.3	1.6%	26%	False	False	53,419

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	6.8
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1,091.5
2.618	1,062.8
1.618	1,045.0
1.000	1,034.3
0.618	1,027.5
HIGH	1,016.5
0.618	1,010.0
0.500	1,007.8
0.382	1,005.8
LOW	999.0
0.618	988.0
1.000	981.5
1.618	970.5
2.618	953.0
4.250	924.3

Fisher Pivots for day following 18-Feb-2016
Pivot	1 day	3 day
R1	1,007.8	1,001.8
PP	1,006.8	999.0
S1	1,005.5	996.3

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

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