ICE Russell 2000 Mini Future September 2016

Trading Metrics calculated at close of trading on 03-Aug-2016

Day Change Summary
	Previous	Current
	02-Aug-2016	03-Aug-2016	Change	Change %	Previous Week
Open	1,218.2	1,199.5	-18.7	-1.5%	1,209.0
High	1,221.8	1,211.4	-10.4	-0.9%	1,223.6
Low	1,196.4	1,195.9	-0.5	0.0%	1,203.0
Close	1,199.9	1,211.0	11.1	0.9%	1,217.0
Range	25.4	15.5	-9.9	-39.0%	20.6
ATR	17.2	17.1	-0.1	-0.7%	0.0
Volume	84,797	67,583	-17,214	-20.3%	323,915

Daily Pivots for day following 03-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,252.5	1,247.3	1,219.5
R3	1,237.0	1,231.8	1,215.3
R2	1,221.5	1,221.5	1,213.8
R1	1,216.3	1,216.3	1,212.5	1,219.0
PP	1,206.0	1,206.0	1,206.0	1,207.5
S1	1,200.8	1,200.8	1,209.5	1,203.5
S2	1,190.5	1,190.5	1,208.3
S3	1,175.0	1,185.3	1,206.8
S4	1,159.5	1,169.8	1,202.5

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,276.3	1,267.3	1,228.3
R3	1,255.8	1,246.8	1,222.8
R2	1,235.3	1,235.3	1,220.8
R1	1,226.0	1,226.0	1,219.0	1,230.5
PP	1,214.5	1,214.5	1,214.5	1,216.8
S1	1,205.5	1,205.5	1,215.0	1,210.0
S2	1,194.0	1,194.0	1,213.3
S3	1,173.3	1,184.8	1,211.3
S4	1,152.8	1,164.3	1,205.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,224.8	1,195.9	28.9	2.4%	16.5	1.4%	52%	False	True	73,145
10	1,224.8	1,195.9	28.9	2.4%	14.5	1.2%	52%	False	True	65,735
20	1,224.8	1,138.6	86.2	7.1%	15.5	1.3%	84%	False	False	70,727
40	1,224.8	1,076.7	148.1	12.2%	19.8	1.6%	91%	False	False	90,521
60	1,224.8	1,076.7	148.1	12.2%	16.5	1.4%	91%	False	False	60,516
80	1,224.8	1,076.7	148.1	12.2%	14.0	1.2%	91%	False	False	45,388
100	1,224.8	1,056.6	168.2	13.9%	12.8	1.0%	92%	False	False	36,312
120	1,224.8	959.3	265.5	21.9%	11.0	0.9%	95%	False	False	30,260

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	4.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,277.3
2.618	1,252.0
1.618	1,236.5
1.000	1,227.0
0.618	1,221.0
HIGH	1,211.5
0.618	1,205.5
0.500	1,203.8
0.382	1,201.8
LOW	1,196.0
0.618	1,186.3
1.000	1,180.5
1.618	1,170.8
2.618	1,155.3
4.250	1,130.0

Fisher Pivots for day following 03-Aug-2016
Pivot	1 day	3 day
R1	1,208.5	1,210.8
PP	1,206.0	1,210.5
S1	1,203.8	1,210.3

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

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