ICE Russell 2000 Mini Future June 2016

Trading Metrics calculated at close of trading on 23-May-2016

Day Change Summary
	Previous	Current
	20-May-2016	23-May-2016	Change	Change %	Previous Week
Open	1,093.5	1,113.5	20.0	1.8%	1,099.8
High	1,112.3	1,117.2	4.9	0.4%	1,118.6
Low	1,093.0	1,107.7	14.7	1.3%	1,082.7
Close	1,111.8	1,108.4	-3.4	-0.3%	1,111.8
Range	19.3	9.5	-9.8	-50.8%	35.9
ATR	18.4	17.7	-0.6	-3.5%	0.0
Volume	94,231	66,278	-27,953	-29.7%	564,791

Daily Pivots for day following 23-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,139.5	1,133.5	1,113.5
R3	1,130.0	1,124.0	1,111.0
R2	1,120.5	1,120.5	1,110.3
R1	1,114.5	1,114.5	1,109.3	1,112.8
PP	1,111.0	1,111.0	1,111.0	1,110.3
S1	1,105.0	1,105.0	1,107.5	1,103.3
S2	1,101.5	1,101.5	1,106.8
S3	1,092.0	1,095.5	1,105.8
S4	1,082.5	1,086.0	1,103.3

Weekly Pivots for week ending 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,212.0	1,197.8	1,131.5
R3	1,176.3	1,162.0	1,121.8
R2	1,140.3	1,140.3	1,118.5
R1	1,126.0	1,126.0	1,115.0	1,133.3
PP	1,104.3	1,104.3	1,104.3	1,108.0
S1	1,090.3	1,090.3	1,108.5	1,097.3
S2	1,068.5	1,068.5	1,105.3
S3	1,032.5	1,054.3	1,102.0
S4	996.8	1,018.3	1,092.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,118.6	1,082.7	35.9	3.2%	19.5	1.8%	72%	False	False	109,027
10	1,127.3	1,082.7	44.6	4.0%	18.8	1.7%	58%	False	False	99,102
20	1,154.4	1,082.7	71.7	6.5%	18.0	1.6%	36%	False	False	96,704
40	1,154.4	1,070.1	84.3	7.6%	17.3	1.6%	45%	False	False	90,763
60	1,154.4	1,022.4	132.0	11.9%	17.8	1.6%	65%	False	False	83,039
80	1,154.4	945.2	209.2	18.9%	16.0	1.4%	78%	False	False	62,285
100	1,154.4	945.2	209.2	18.9%	14.5	1.3%	78%	False	False	49,829

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	True
Stretch	3.9
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	1,157.5
2.618	1,142.0
1.618	1,132.5
1.000	1,126.8
0.618	1,123.0
HIGH	1,117.3
0.618	1,113.5
0.500	1,112.5
0.382	1,111.3
LOW	1,107.8
0.618	1,101.8
1.000	1,098.3
1.618	1,092.3
2.618	1,082.8
4.250	1,067.3

Fisher Pivots for day following 23-May-2016
Pivot	1 day	3 day
R1	1,112.5	1,105.5
PP	1,111.0	1,102.8
S1	1,109.8	1,100.0

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

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