ICE Russell 2000 Mini Future September 2016

Trading Metrics calculated at close of trading on 26-Jul-2016

Day Change Summary
	Previous	Current
	25-Jul-2016	26-Jul-2016	Change	Change %	Previous Week
Open	1,209.0	1,207.5	-1.5	-0.1%	1,201.6
High	1,213.4	1,216.6	3.2	0.3%	1,212.2
Low	1,203.0	1,204.5	1.5	0.1%	1,194.7
Close	1,207.1	1,214.0	6.9	0.6%	1,209.9
Range	10.4	12.1	1.7	16.3%	17.5
ATR	18.0	17.6	-0.4	-2.4%	0.0
Volume	47,219	66,484	19,265	40.8%	274,926

Daily Pivots for day following 26-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,248.0	1,243.0	1,220.8
R3	1,236.0	1,231.0	1,217.3
R2	1,223.8	1,223.8	1,216.3
R1	1,219.0	1,219.0	1,215.0	1,221.3
PP	1,211.8	1,211.8	1,211.8	1,213.0
S1	1,206.8	1,206.8	1,213.0	1,209.3
S2	1,199.5	1,199.5	1,211.8
S3	1,187.5	1,194.8	1,210.8
S4	1,175.5	1,182.5	1,207.3

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,258.0	1,251.5	1,219.5
R3	1,240.5	1,234.0	1,214.8
R2	1,223.0	1,223.0	1,213.0
R1	1,216.5	1,216.5	1,211.5	1,219.8
PP	1,205.5	1,205.5	1,205.5	1,207.3
S1	1,199.0	1,199.0	1,208.3	1,202.3
S2	1,188.0	1,188.0	1,206.8
S3	1,170.5	1,181.5	1,205.0
S4	1,153.0	1,164.0	1,200.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,216.6	1,194.9	21.7	1.8%	13.3	1.1%	88%	True	False	56,036
10	1,216.6	1,194.7	21.9	1.8%	12.8	1.1%	88%	True	False	60,750
20	1,216.6	1,080.5	136.1	11.2%	18.0	1.5%	98%	True	False	77,993
40	1,216.6	1,076.7	139.9	11.5%	19.5	1.6%	98%	True	False	79,880
60	1,216.6	1,076.7	139.9	11.5%	15.3	1.3%	98%	True	False	53,256
80	1,216.6	1,076.7	139.9	11.5%	13.5	1.1%	98%	True	False	39,943
100	1,216.6	1,053.7	162.9	13.4%	11.8	1.0%	98%	True	False	31,956
120	1,216.6	941.4	275.2	22.7%	10.0	0.8%	99%	True	False	26,630

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,268.0
2.618	1,248.3
1.618	1,236.3
1.000	1,228.8
0.618	1,224.0
HIGH	1,216.5
0.618	1,212.0
0.500	1,210.5
0.382	1,209.0
LOW	1,204.5
0.618	1,197.0
1.000	1,192.5
1.618	1,185.0
2.618	1,172.8
4.250	1,153.0

Fisher Pivots for day following 26-Jul-2016
Pivot	1 day	3 day
R1	1,212.8	1,211.8
PP	1,211.8	1,209.5
S1	1,210.5	1,207.3

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

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