ICE Russell 2000 Mini Future September 2016

Trading Metrics calculated at close of trading on 28-Jun-2016

Day Change Summary
	Previous	Current
	27-Jun-2016	28-Jun-2016	Change	Change %	Previous Week
Open	1,111.5	1,082.8	-28.7	-2.6%	1,145.0
High	1,114.6	1,106.9	-7.7	-0.7%	1,178.3
Low	1,076.7	1,080.5	3.8	0.4%	1,081.0
Close	1,079.6	1,105.1	25.5	2.4%	1,115.1
Range	37.9	26.4	-11.5	-30.3%	97.3
ATR	22.9	23.2	0.3	1.4%	0.0
Volume	160,324	119,753	-40,571	-25.3%	524,086

Daily Pivots for day following 28-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,176.8	1,167.3	1,119.5
R3	1,150.3	1,141.0	1,112.3
R2	1,124.0	1,124.0	1,110.0
R1	1,114.5	1,114.5	1,107.5	1,119.3
PP	1,097.5	1,097.5	1,097.5	1,099.8
S1	1,088.0	1,088.0	1,102.8	1,092.8
S2	1,071.0	1,071.0	1,100.3
S3	1,044.8	1,061.8	1,097.8
S4	1,018.3	1,035.3	1,090.5

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	9.2%	38.8	3.5%	28%	False	False	124,617
10	1,178.3	1,076.7	101.6	9.2%	28.0	2.5%	28%	False	False	116,556
20	1,185.1	1,076.7	108.4	9.8%	21.5	1.9%	26%	False	False	87,743
40	1,185.1	1,076.7	108.4	9.8%	14.5	1.3%	26%	False	False	43,881
60	1,185.1	1,076.7	108.4	9.8%	12.3	1.1%	26%	False	False	29,256
80	1,185.1	1,053.7	131.4	11.9%	10.5	1.0%	39%	False	False	21,943
100	1,185.1	941.4	243.7	22.1%	8.8	0.8%	67%	False	False	17,555
120	1,185.1	941.4	243.7	22.1%	7.5	0.7%	67%	False	False	14,629

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,219.0
2.618	1,176.0
1.618	1,149.5
1.000	1,133.3
0.618	1,123.3
HIGH	1,107.0
0.618	1,096.8
0.500	1,093.8
0.382	1,090.5
LOW	1,080.5
0.618	1,064.3
1.000	1,054.0
1.618	1,037.8
2.618	1,011.5
4.250	968.3

Fisher Pivots for day following 28-Jun-2016
Pivot	1 day	3 day
R1	1,101.3	1,121.8
PP	1,097.5	1,116.3
S1	1,093.8	1,110.5

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

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