ICE Russell 2000 Mini Future September 2016

Trading Metrics calculated at close of trading on 01-Jul-2016

Day Change Summary
	Previous	Current
	30-Jun-2016	01-Jul-2016	Change	Change %	Previous Week
Open	1,129.3	1,146.5	17.2	1.5%	1,111.5
High	1,149.4	1,158.3	8.9	0.8%	1,158.3
Low	1,121.7	1,144.4	22.7	2.0%	1,076.7
Close	1,147.4	1,154.2	6.8	0.6%	1,154.2
Range	27.7	13.9	-13.8	-49.8%	81.6
ATR	24.1	23.3	-0.7	-3.0%	0.0
Volume	121,813	71,160	-50,653	-41.6%	570,405

Daily Pivots for day following 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,194.0	1,188.0	1,161.8
R3	1,180.0	1,174.0	1,158.0
R2	1,166.3	1,166.3	1,156.8
R1	1,160.3	1,160.3	1,155.5	1,163.3
PP	1,152.3	1,152.3	1,152.3	1,153.8
S1	1,146.3	1,146.3	1,153.0	1,149.3
S2	1,138.5	1,138.5	1,151.8
S3	1,124.5	1,132.5	1,150.5
S4	1,110.5	1,118.5	1,146.5

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,374.5	1,346.0	1,199.0
R3	1,293.0	1,264.3	1,176.8
R2	1,211.3	1,211.3	1,169.3
R1	1,182.8	1,182.8	1,161.8	1,197.0
PP	1,129.8	1,129.8	1,129.8	1,137.0
S1	1,101.3	1,101.3	1,146.8	1,115.5
S2	1,048.3	1,048.3	1,139.3
S3	966.5	1,019.5	1,131.8
S4	885.0	938.0	1,109.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,158.3	1,076.7	81.6	7.1%	27.5	2.4%	95%	True	False	114,081
10	1,178.3	1,076.7	101.6	8.8%	30.3	2.6%	76%	False	False	109,449
20	1,185.1	1,076.7	108.4	9.4%	23.0	2.0%	71%	False	False	102,116
40	1,185.1	1,076.7	108.4	9.4%	16.0	1.4%	71%	False	False	51,139
60	1,185.1	1,076.7	108.4	9.4%	13.0	1.1%	71%	False	False	34,094
80	1,185.1	1,053.7	131.4	11.4%	11.5	1.0%	76%	False	False	25,572
100	1,185.1	941.4	243.7	21.1%	9.5	0.8%	87%	False	False	20,458
120	1,185.1	941.4	243.7	21.1%	8.3	0.7%	87%	False	False	17,048

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	3.0
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1,217.5
2.618	1,194.8
1.618	1,180.8
1.000	1,172.3
0.618	1,167.0
HIGH	1,158.3
0.618	1,153.0
0.500	1,151.3
0.382	1,149.8
LOW	1,144.5
0.618	1,135.8
1.000	1,130.5
1.618	1,122.0
2.618	1,108.0
4.250	1,085.3

Fisher Pivots for day following 01-Jul-2016
Pivot	1 day	3 day
R1	1,153.3	1,146.3
PP	1,152.3	1,138.3
S1	1,151.3	1,130.0

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

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