ICE Russell 2000 Mini Future June 2016

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

Day Change Summary
	Previous	Current
	08-Jun-2016	09-Jun-2016	Change	Change %	Previous Week
Open	1,179.5	1,187.1	7.6	0.6%	1,152.8
High	1,190.3	1,188.2	-2.1	-0.2%	1,172.8
Low	1,176.6	1,176.7	0.1	0.0%	1,147.6
Close	1,188.7	1,179.6	-9.1	-0.8%	1,162.0
Range	13.7	11.5	-2.2	-16.1%	25.2
ATR	16.1	15.9	-0.3	-1.8%	0.0
Volume	106,576	125,911	19,335	18.1%	342,682

Daily Pivots for day following 09-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,216.0	1,209.3	1,186.0
R3	1,204.5	1,197.8	1,182.8
R2	1,193.0	1,193.0	1,181.8
R1	1,186.3	1,186.3	1,180.8	1,184.0
PP	1,181.5	1,181.5	1,181.5	1,180.3
S1	1,174.8	1,174.8	1,178.5	1,172.5
S2	1,170.0	1,170.0	1,177.5
S3	1,158.5	1,163.3	1,176.5
S4	1,147.0	1,151.8	1,173.3

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,236.5	1,224.5	1,175.8
R3	1,211.3	1,199.3	1,169.0
R2	1,186.0	1,186.0	1,166.5
R1	1,174.0	1,174.0	1,164.3	1,180.0
PP	1,160.8	1,160.8	1,160.8	1,163.8
S1	1,148.8	1,148.8	1,159.8	1,154.8
S2	1,135.5	1,135.5	1,157.5
S3	1,110.5	1,123.5	1,155.0
S4	1,085.3	1,098.5	1,148.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,190.3	1,153.4	36.9	3.1%	15.0	1.3%	71%	False	False	91,899
10	1,190.3	1,135.8	54.5	4.6%	13.8	1.2%	80%	False	False	83,646
20	1,190.3	1,082.7	107.6	9.1%	16.8	1.4%	90%	False	False	92,658
40	1,190.3	1,082.7	107.6	9.1%	16.0	1.4%	90%	False	False	89,006
60	1,190.3	1,054.2	136.1	11.5%	16.8	1.4%	92%	False	False	90,110
80	1,190.3	992.4	197.9	16.8%	16.5	1.4%	95%	False	False	75,088
100	1,190.3	945.2	245.1	20.8%	15.5	1.3%	96%	False	False	60,073
120	1,190.3	945.2	245.1	20.8%	13.8	1.2%	96%	False	False	50,061

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,237.0
2.618	1,218.3
1.618	1,206.8
1.000	1,199.8
0.618	1,195.3
HIGH	1,188.3
0.618	1,183.8
0.500	1,182.5
0.382	1,181.0
LOW	1,176.8
0.618	1,169.5
1.000	1,165.3
1.618	1,158.0
2.618	1,146.5
4.250	1,127.8

Fisher Pivots for day following 09-Jun-2016
Pivot	1 day	3 day
R1	1,182.5	1,181.8
PP	1,181.5	1,181.0
S1	1,180.5	1,180.3

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

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