ICE Russell 2000 Mini Future September 2016

Trading Metrics calculated at close of trading on 07-Jul-2016

Day Change Summary
	Previous	Current
	06-Jul-2016	07-Jul-2016	Change	Change %	Previous Week
Open	1,133.4	1,141.9	8.5	0.7%	1,111.5
High	1,144.8	1,154.7	9.9	0.9%	1,158.3
Low	1,125.6	1,138.6	13.0	1.2%	1,076.7
Close	1,144.3	1,146.1	1.8	0.2%	1,154.2
Range	19.2	16.1	-3.1	-16.1%	81.6
ATR	23.2	22.7	-0.5	-2.2%	0.0
Volume	89,596	76,013	-13,583	-15.2%	570,405

Daily Pivots for day following 07-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,194.8	1,186.5	1,155.0
R3	1,178.8	1,170.5	1,150.5
R2	1,162.5	1,162.5	1,149.0
R1	1,154.3	1,154.3	1,147.5	1,158.5
PP	1,146.5	1,146.5	1,146.5	1,148.5
S1	1,138.3	1,138.3	1,144.5	1,142.3
S2	1,130.3	1,130.3	1,143.3
S3	1,114.3	1,122.3	1,141.8
S4	1,098.3	1,106.0	1,137.3

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	1,121.7	36.6	3.2%	20.5	1.8%	67%	False	False	87,974
10	1,178.3	1,076.7	101.6	8.9%	31.3	2.7%	68%	False	False	107,314
20	1,182.8	1,076.7	106.1	9.3%	24.0	2.1%	65%	False	False	112,620
40	1,185.1	1,076.7	108.4	9.5%	17.3	1.5%	64%	False	False	57,311
60	1,185.1	1,076.7	108.4	9.5%	13.5	1.2%	64%	False	False	38,209
80	1,185.1	1,056.6	128.5	11.2%	12.3	1.1%	70%	False	False	28,659
100	1,185.1	981.8	203.3	17.7%	10.0	0.9%	81%	False	False	22,927
120	1,185.1	941.4	243.7	21.3%	8.8	0.8%	84%	False	False	19,106

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	3.0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,223.0
2.618	1,196.8
1.618	1,180.8
1.000	1,170.8
0.618	1,164.8
HIGH	1,154.8
0.618	1,148.5
0.500	1,146.8
0.382	1,144.8
LOW	1,138.5
0.618	1,128.8
1.000	1,122.5
1.618	1,112.5
2.618	1,096.5
4.250	1,070.3

Fisher Pivots for day following 07-Jul-2016
Pivot	1 day	3 day
R1	1,146.8	1,144.3
PP	1,146.5	1,142.3
S1	1,146.3	1,140.3

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

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