ICE Russell 2000 Mini Future September 2016

Trading Metrics calculated at close of trading on 09-Aug-2016

Day Change Summary
	Previous	Current
	08-Aug-2016	09-Aug-2016	Change	Change %	Previous Week
Open	1,228.0	1,227.8	-0.2	0.0%	1,220.9
High	1,234.3	1,232.3	-2.0	-0.2%	1,231.8
Low	1,226.2	1,227.2	1.0	0.1%	1,195.9
Close	1,227.2	1,229.9	2.7	0.2%	1,228.4
Range	8.1	5.1	-3.0	-37.0%	35.9
ATR	16.3	15.5	-0.8	-4.9%	0.0
Volume	49,154	48,284	-870	-1.8%	362,112

Daily Pivots for day following 09-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,245.0	1,242.5	1,232.8
R3	1,240.0	1,237.5	1,231.3
R2	1,235.0	1,235.0	1,230.8
R1	1,232.5	1,232.5	1,230.3	1,233.8
PP	1,229.8	1,229.8	1,229.8	1,230.5
S1	1,227.3	1,227.3	1,229.5	1,228.5
S2	1,224.8	1,224.8	1,229.0
S3	1,219.5	1,222.3	1,228.5
S4	1,214.5	1,217.0	1,227.0

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%	12.0	1.0%	89%	False	False	60,338
10	1,234.3	1,195.9	38.4	3.1%	13.8	1.1%	89%	False	False	66,976
20	1,234.3	1,194.7	39.6	3.2%	13.3	1.1%	89%	False	False	63,863
40	1,234.3	1,076.7	157.6	12.8%	19.3	1.6%	97%	False	False	86,067
60	1,234.3	1,076.7	157.6	12.8%	16.8	1.4%	97%	False	False	64,418
80	1,234.3	1,076.7	157.6	12.8%	14.0	1.1%	97%	False	False	48,314
100	1,234.3	1,066.1	168.2	13.7%	13.0	1.1%	97%	False	False	38,653
120	1,234.3	999.3	235.0	19.1%	11.3	0.9%	98%	False	False	32,211

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.5
Narrowest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	1,254.0
2.618	1,245.8
1.618	1,240.5
1.000	1,237.5
0.618	1,235.5
HIGH	1,232.3
0.618	1,230.3
0.500	1,229.8
0.382	1,229.3
LOW	1,227.3
0.618	1,224.0
1.000	1,222.0
1.618	1,219.0
2.618	1,213.8
4.250	1,205.5

Fisher Pivots for day following 09-Aug-2016
Pivot	1 day	3 day
R1	1,229.8	1,227.5
PP	1,229.8	1,225.0
S1	1,229.8	1,222.5

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

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