ICE Russell 2000 Mini Future September 2016

Trading Metrics calculated at close of trading on 15-Jul-2016

Day Change Summary
	Previous	Current
	14-Jul-2016	15-Jul-2016	Change	Change %	Previous Week
Open	1,198.4	1,196.8	-1.6	-0.1%	1,171.5
High	1,212.4	1,205.8	-6.6	-0.5%	1,212.4
Low	1,196.4	1,195.3	-1.1	-0.1%	1,171.0
Close	1,199.6	1,202.0	2.4	0.2%	1,202.0
Range	16.0	10.5	-5.5	-34.4%	41.4
ATR	22.0	21.1	-0.8	-3.7%	0.0
Volume	66,931	61,344	-5,587	-8.3%	412,852

Daily Pivots for day following 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,232.5	1,227.8	1,207.8
R3	1,222.0	1,217.3	1,205.0
R2	1,211.5	1,211.5	1,204.0
R1	1,206.8	1,206.8	1,203.0	1,209.3
PP	1,201.0	1,201.0	1,201.0	1,202.3
S1	1,196.3	1,196.3	1,201.0	1,198.8
S2	1,190.5	1,190.5	1,200.0
S3	1,180.0	1,185.8	1,199.0
S4	1,169.5	1,175.3	1,196.3

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,319.3	1,302.0	1,224.8
R3	1,278.0	1,260.8	1,213.5
R2	1,236.5	1,236.5	1,209.5
R1	1,219.3	1,219.3	1,205.8	1,228.0
PP	1,195.3	1,195.3	1,195.3	1,199.5
S1	1,177.8	1,177.8	1,198.3	1,186.5
S2	1,153.8	1,153.8	1,194.5
S3	1,112.3	1,136.5	1,190.5
S4	1,071.0	1,095.0	1,179.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,212.4	1,171.0	41.4	3.4%	16.5	1.4%	75%	False	False	82,570
10	1,212.4	1,125.6	86.8	7.2%	19.0	1.6%	88%	False	False	83,231
20	1,212.4	1,076.7	135.7	11.3%	24.5	2.0%	92%	False	False	97,805
40	1,212.4	1,076.7	135.7	11.3%	18.8	1.6%	92%	False	False	70,166
60	1,212.4	1,076.7	135.7	11.3%	14.8	1.2%	92%	False	False	46,779
80	1,212.4	1,066.1	146.3	12.2%	13.3	1.1%	93%	False	False	35,086
100	1,212.4	1,012.8	199.6	16.6%	11.3	0.9%	95%	False	False	28,069
120	1,212.4	941.4	271.0	22.5%	9.5	0.8%	96%	False	False	23,391

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.7
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	1,250.5
2.618	1,233.3
1.618	1,222.8
1.000	1,216.3
0.618	1,212.3
HIGH	1,205.8
0.618	1,201.8
0.500	1,200.5
0.382	1,199.3
LOW	1,195.3
0.618	1,188.8
1.000	1,184.8
1.618	1,178.3
2.618	1,167.8
4.250	1,150.8

Fisher Pivots for day following 15-Jul-2016
Pivot	1 day	3 day
R1	1,201.5	1,203.5
PP	1,201.0	1,203.0
S1	1,200.5	1,202.5

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

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