ICE Russell 2000 Mini Future September 2016

Trading Metrics calculated at close of trading on 19-Jul-2016

Day Change Summary
	Previous	Current
	18-Jul-2016	19-Jul-2016	Change	Change %	Previous Week
Open	1,201.6	1,205.0	3.4	0.3%	1,171.5
High	1,209.1	1,205.2	-3.9	-0.3%	1,212.4
Low	1,198.7	1,194.7	-4.0	-0.3%	1,171.0
Close	1,204.2	1,199.0	-5.2	-0.4%	1,202.0
Range	10.4	10.5	0.1	1.0%	41.4
ATR	20.4	19.7	-0.7	-3.5%	0.0
Volume	47,634	60,814	13,180	27.7%	412,852

Daily Pivots for day following 19-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,231.3	1,225.5	1,204.8
R3	1,220.8	1,215.0	1,202.0
R2	1,210.3	1,210.3	1,201.0
R1	1,204.5	1,204.5	1,200.0	1,202.0
PP	1,199.8	1,199.8	1,199.8	1,198.5
S1	1,194.0	1,194.0	1,198.0	1,191.5
S2	1,189.3	1,189.3	1,197.0
S3	1,178.8	1,183.5	1,196.0
S4	1,168.3	1,173.0	1,193.3

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	1,194.7	17.7	1.5%	12.5	1.0%	24%	False	True	65,464
10	1,212.4	1,125.6	86.8	7.2%	17.0	1.4%	85%	False	False	78,831
20	1,212.4	1,076.7	135.7	11.3%	24.0	2.0%	90%	False	False	93,874
40	1,212.4	1,076.7	135.7	11.3%	18.5	1.6%	90%	False	False	72,877
60	1,212.4	1,076.7	135.7	11.3%	14.8	1.2%	90%	False	False	48,586
80	1,212.4	1,070.8	141.6	11.8%	13.5	1.1%	91%	False	False	36,442
100	1,212.4	1,022.3	190.1	15.9%	11.3	0.9%	93%	False	False	29,154
120	1,212.4	941.4	271.0	22.6%	9.5	0.8%	95%	False	False	24,295

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	2.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,249.8
2.618	1,232.8
1.618	1,222.3
1.000	1,215.8
0.618	1,211.8
HIGH	1,205.3
0.618	1,201.3
0.500	1,200.0
0.382	1,198.8
LOW	1,194.8
0.618	1,188.3
1.000	1,184.3
1.618	1,177.8
2.618	1,167.3
4.250	1,150.0

Fisher Pivots for day following 19-Jul-2016
Pivot	1 day	3 day
R1	1,200.0	1,202.0
PP	1,199.8	1,201.0
S1	1,199.3	1,200.0

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

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