ICE Russell 2000 Mini Future September 2016

Trading Metrics calculated at close of trading on 21-Jul-2016

Day Change Summary
	Previous	Current
	20-Jul-2016	21-Jul-2016	Change	Change %	Previous Week
Open	1,199.1	1,208.0	8.9	0.7%	1,171.5
High	1,210.0	1,211.7	1.7	0.1%	1,212.4
Low	1,194.9	1,197.7	2.8	0.2%	1,171.0
Close	1,207.2	1,199.1	-8.1	-0.7%	1,202.0
Range	15.1	14.0	-1.1	-7.3%	41.4
ATR	19.3	19.0	-0.4	-2.0%	0.0
Volume	58,482	56,882	-1,600	-2.7%	412,852

Daily Pivots for day following 21-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,244.8	1,236.0	1,206.8
R3	1,230.8	1,222.0	1,203.0
R2	1,216.8	1,216.8	1,201.8
R1	1,208.0	1,208.0	1,200.5	1,205.5
PP	1,202.8	1,202.8	1,202.8	1,201.5
S1	1,194.0	1,194.0	1,197.8	1,191.5
S2	1,188.8	1,188.8	1,196.5
S3	1,174.8	1,180.0	1,195.3
S4	1,160.8	1,166.0	1,191.5

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	1,211.7	1,194.7	17.0	1.4%	12.0	1.0%	26%	True	False	57,031
10	1,212.4	1,144.3	68.1	5.7%	16.5	1.4%	80%	False	False	73,806
20	1,212.4	1,076.7	135.7	11.3%	24.0	2.0%	90%	False	False	90,560
40	1,212.4	1,076.7	135.7	11.3%	18.8	1.6%	90%	False	False	75,761
60	1,212.4	1,076.7	135.7	11.3%	15.0	1.3%	90%	False	False	50,509
80	1,212.4	1,076.7	135.7	11.3%	13.5	1.1%	90%	False	False	37,884
100	1,212.4	1,034.7	177.7	14.8%	11.8	1.0%	93%	False	False	30,308
120	1,212.4	941.4	271.0	22.6%	9.8	0.8%	95%	False	False	25,256

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	True
Bear Hook	False
Bull Hook	False
Stretch	2.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,271.3
2.618	1,248.3
1.618	1,234.3
1.000	1,225.8
0.618	1,220.3
HIGH	1,211.8
0.618	1,206.3
0.500	1,204.8
0.382	1,203.0
LOW	1,197.8
0.618	1,189.0
1.000	1,183.8
1.618	1,175.0
2.618	1,161.0
4.250	1,138.3

Fisher Pivots for day following 21-Jul-2016
Pivot	1 day	3 day
R1	1,204.8	1,203.3
PP	1,202.8	1,201.8
S1	1,201.0	1,200.5

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

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