ICE Russell 2000 Mini Future September 2016

Trading Metrics calculated at close of trading on 27-Jun-2016

Day Change Summary
	Previous	Current
	24-Jun-2016	27-Jun-2016	Change	Change %	Previous Week
Open	1,166.6	1,111.5	-55.1	-4.7%	1,145.0
High	1,166.6	1,114.6	-52.0	-4.5%	1,178.3
Low	1,081.0	1,076.7	-4.3	-0.4%	1,081.0
Close	1,115.1	1,079.6	-35.5	-3.2%	1,115.1
Range	85.6	37.9	-47.7	-55.7%	97.3
ATR	21.7	22.9	1.2	5.5%	0.0
Volume	171,343	160,324	-11,019	-6.4%	524,086

Daily Pivots for day following 27-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,204.0	1,179.8	1,100.5
R3	1,166.0	1,141.8	1,090.0
R2	1,128.3	1,128.3	1,086.5
R1	1,104.0	1,104.0	1,083.0	1,097.0
PP	1,090.3	1,090.3	1,090.3	1,087.0
S1	1,066.0	1,066.0	1,076.3	1,059.3
S2	1,052.5	1,052.5	1,072.8
S3	1,014.5	1,028.0	1,069.3
S4	976.5	990.3	1,058.8

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,416.8	1,363.3	1,168.5
R3	1,319.5	1,266.0	1,141.8
R2	1,222.0	1,222.0	1,133.0
R1	1,168.5	1,168.5	1,124.0	1,146.8
PP	1,124.8	1,124.8	1,124.8	1,113.8
S1	1,071.3	1,071.3	1,106.3	1,049.5
S2	1,027.5	1,027.5	1,097.3
S3	930.3	974.0	1,088.3
S4	833.0	876.8	1,061.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,178.3	1,076.7	101.6	9.4%	36.8	3.4%	3%	False	True	119,559
10	1,178.3	1,076.7	101.6	9.4%	26.8	2.5%	3%	False	True	121,309
20	1,185.1	1,076.7	108.4	10.0%	20.8	1.9%	3%	False	True	81,767
40	1,185.1	1,076.7	108.4	10.0%	14.0	1.3%	3%	False	True	40,887
60	1,185.1	1,076.7	108.4	10.0%	12.0	1.1%	3%	False	True	27,260
80	1,185.1	1,053.7	131.4	12.2%	10.3	0.9%	20%	False	False	20,446
100	1,185.1	941.4	243.7	22.6%	8.5	0.8%	57%	False	False	16,357
120	1,185.1	941.4	243.7	22.6%	7.3	0.7%	57%	False	False	13,631

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	3.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,275.8
2.618	1,213.8
1.618	1,176.0
1.000	1,152.5
0.618	1,138.0
HIGH	1,114.5
0.618	1,100.0
0.500	1,095.8
0.382	1,091.3
LOW	1,076.8
0.618	1,053.3
1.000	1,038.8
1.618	1,015.5
2.618	977.5
4.250	915.5

Fisher Pivots for day following 27-Jun-2016
Pivot	1 day	3 day
R1	1,095.8	1,127.5
PP	1,090.3	1,111.5
S1	1,085.0	1,095.5

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

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