ICE Russell 2000 Mini Future June 2016

Trading Metrics calculated at close of trading on 12-May-2016

Day Change Summary
	Previous	Current
	11-May-2016	12-May-2016	Change	Change %	Previous Week
Open	1,125.2	1,111.0	-14.2	-1.3%	1,130.1
High	1,126.5	1,118.1	-8.4	-0.7%	1,138.7
Low	1,110.0	1,097.8	-12.2	-1.1%	1,097.5
Close	1,110.3	1,104.8	-5.5	-0.5%	1,113.9
Range	16.5	20.3	3.8	23.0%	41.2
ATR	16.6	16.8	0.3	1.6%	0.0
Volume	83,775	105,727	21,952	26.2%	459,899

Daily Pivots for day following 12-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,167.8	1,156.5	1,116.0
R3	1,147.5	1,136.3	1,110.5
R2	1,127.3	1,127.3	1,108.5
R1	1,116.0	1,116.0	1,106.8	1,111.5
PP	1,107.0	1,107.0	1,107.0	1,104.5
S1	1,095.8	1,095.8	1,103.0	1,091.3
S2	1,086.5	1,086.5	1,101.0
S3	1,066.3	1,075.5	1,099.3
S4	1,046.0	1,055.0	1,093.8

Weekly Pivots for week ending 06-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,240.3	1,218.3	1,136.5
R3	1,199.0	1,177.0	1,125.3
R2	1,158.0	1,158.0	1,121.5
R1	1,136.0	1,136.0	1,117.8	1,126.3
PP	1,116.8	1,116.8	1,116.8	1,112.0
S1	1,094.8	1,094.8	1,110.0	1,085.0
S2	1,075.5	1,075.5	1,106.3
S3	1,034.3	1,053.5	1,102.5
S4	993.0	1,012.3	1,091.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,127.3	1,097.5	29.8	2.7%	16.3	1.5%	24%	False	False	89,667
10	1,142.0	1,097.5	44.5	4.0%	17.5	1.6%	16%	False	False	93,604
20	1,154.4	1,097.5	56.9	5.2%	16.0	1.5%	13%	False	False	86,684
40	1,154.4	1,059.5	94.9	8.6%	17.0	1.5%	48%	False	False	87,857
60	1,154.4	992.4	162.0	14.7%	16.8	1.5%	69%	False	False	70,992
80	1,154.4	945.2	209.2	18.9%	15.0	1.4%	76%	False	False	53,248
100	1,158.6	945.2	213.4	19.3%	13.5	1.2%	75%	False	False	42,599

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	3.9
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,204.5
2.618	1,171.3
1.618	1,151.0
1.000	1,138.5
0.618	1,130.8
HIGH	1,118.0
0.618	1,110.3
0.500	1,108.0
0.382	1,105.5
LOW	1,097.8
0.618	1,085.3
1.000	1,077.5
1.618	1,065.0
2.618	1,044.8
4.250	1,011.5

Fisher Pivots for day following 12-May-2016
Pivot	1 day	3 day
R1	1,108.0	1,112.5
PP	1,107.0	1,110.0
S1	1,105.8	1,107.5

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

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