ICE Russell 2000 Mini Future June 2016

Trading Metrics calculated at close of trading on 25-May-2016

Day Change Summary
	Previous	Current
	24-May-2016	25-May-2016	Change	Change %	Previous Week
Open	1,108.7	1,135.6	26.9	2.4%	1,099.8
High	1,135.7	1,142.5	6.8	0.6%	1,118.6
Low	1,106.1	1,134.1	28.0	2.5%	1,082.7
Close	1,134.1	1,139.8	5.7	0.5%	1,111.8
Range	29.6	8.4	-21.2	-71.6%	35.9
ATR	18.6	17.9	-0.7	-3.9%	0.0
Volume	103,620	84,345	-19,275	-18.6%	564,791

Daily Pivots for day following 25-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,164.0	1,160.3	1,144.5
R3	1,155.5	1,152.0	1,142.0
R2	1,147.3	1,147.3	1,141.3
R1	1,143.5	1,143.5	1,140.5	1,145.3
PP	1,138.8	1,138.8	1,138.8	1,139.8
S1	1,135.0	1,135.0	1,139.0	1,137.0
S2	1,130.5	1,130.5	1,138.3
S3	1,122.0	1,126.8	1,137.5
S4	1,113.5	1,118.3	1,135.3

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	1,142.5	1,082.7	59.8	5.2%	17.3	1.5%	95%	True	False	92,878
10	1,142.5	1,082.7	59.8	5.2%	19.5	1.7%	95%	True	False	101,670
20	1,154.4	1,082.7	71.7	6.3%	18.5	1.6%	80%	False	False	97,110
40	1,154.4	1,082.7	71.7	6.3%	17.0	1.5%	80%	False	False	90,216
60	1,154.4	1,045.4	109.0	9.6%	17.5	1.5%	87%	False	False	86,161
80	1,154.4	945.2	209.2	18.4%	16.3	1.4%	93%	False	False	64,634
100	1,154.4	945.2	209.2	18.4%	15.0	1.3%	93%	False	False	51,708

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	4.1
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	1,178.3
2.618	1,164.5
1.618	1,156.0
1.000	1,151.0
0.618	1,147.8
HIGH	1,142.5
0.618	1,139.3
0.500	1,138.3
0.382	1,137.3
LOW	1,134.0
0.618	1,129.0
1.000	1,125.8
1.618	1,120.5
2.618	1,112.0
4.250	1,098.5

Fisher Pivots for day following 25-May-2016
Pivot	1 day	3 day
R1	1,139.3	1,134.8
PP	1,138.8	1,129.5
S1	1,138.3	1,124.3

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

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