ICE Russell 2000 Mini Future September 2016

Trading Metrics calculated at close of trading on 08-Aug-2016

Day Change Summary
	Previous	Current
	05-Aug-2016	08-Aug-2016	Change	Change %	Previous Week
Open	1,210.8	1,228.0	17.2	1.4%	1,220.9
High	1,231.8	1,234.3	2.5	0.2%	1,231.8
Low	1,210.5	1,226.2	15.7	1.3%	1,195.9
Close	1,228.4	1,227.2	-1.2	-0.1%	1,228.4
Range	21.3	8.1	-13.2	-62.0%	35.9
ATR	16.9	16.3	-0.6	-3.7%	0.0
Volume	71,610	49,154	-22,456	-31.4%	362,112

Daily Pivots for day following 08-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,253.5	1,248.5	1,231.8
R3	1,245.5	1,240.3	1,229.5
R2	1,237.3	1,237.3	1,228.8
R1	1,232.3	1,232.3	1,228.0	1,230.8
PP	1,229.3	1,229.3	1,229.3	1,228.5
S1	1,224.3	1,224.3	1,226.5	1,222.8
S2	1,221.3	1,221.3	1,225.8
S3	1,213.0	1,216.0	1,225.0
S4	1,205.0	1,208.0	1,222.8

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,326.5	1,313.3	1,248.3
R3	1,290.5	1,277.5	1,238.3
R2	1,254.5	1,254.5	1,235.0
R1	1,241.5	1,241.5	1,231.8	1,248.0
PP	1,218.8	1,218.8	1,218.8	1,222.0
S1	1,205.5	1,205.5	1,225.0	1,212.3
S2	1,182.8	1,182.8	1,221.8
S3	1,147.0	1,169.8	1,218.5
S4	1,111.0	1,133.8	1,208.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,234.3	1,195.9	38.4	3.1%	16.0	1.3%	82%	True	False	67,641
10	1,234.3	1,195.9	38.4	3.1%	14.5	1.2%	82%	True	False	68,796
20	1,234.3	1,186.6	47.7	3.9%	14.3	1.2%	85%	True	False	67,263
40	1,234.3	1,076.7	157.6	12.8%	19.5	1.6%	95%	True	False	89,540
60	1,234.3	1,076.7	157.6	12.8%	17.0	1.4%	95%	True	False	63,613
80	1,234.3	1,076.7	157.6	12.8%	14.0	1.1%	95%	True	False	47,711
100	1,234.3	1,066.1	168.2	13.7%	13.0	1.1%	96%	True	False	38,170
120	1,234.3	994.9	239.4	19.5%	11.3	0.9%	97%	True	False	31,809

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.8
Narrowest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	1,268.8
2.618	1,255.5
1.618	1,247.5
1.000	1,242.5
0.618	1,239.3
HIGH	1,234.3
0.618	1,231.3
0.500	1,230.3
0.382	1,229.3
LOW	1,226.3
0.618	1,221.3
1.000	1,218.0
1.618	1,213.0
2.618	1,205.0
4.250	1,191.8

Fisher Pivots for day following 08-Aug-2016
Pivot	1 day	3 day
R1	1,230.3	1,225.0
PP	1,229.3	1,223.0
S1	1,228.3	1,221.0

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

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