ICE Russell 2000 Mini Future September 2016

Trading Metrics calculated at close of trading on 12-Aug-2016

Day Change Summary
	Previous	Current
	11-Aug-2016	12-Aug-2016	Change	Change %	Previous Week
Open	1,220.6	1,227.6	7.0	0.6%	1,228.0
High	1,230.0	1,230.7	0.7	0.1%	1,234.3
Low	1,219.7	1,222.0	2.3	0.2%	1,217.3
Close	1,227.3	1,227.2	-0.1	0.0%	1,227.2
Range	10.3	8.7	-1.6	-15.5%	17.0
ATR	15.1	14.6	-0.5	-3.0%	0.0
Volume	63,565	54,355	-9,210	-14.5%	280,192

Daily Pivots for day following 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,252.8	1,248.8	1,232.0
R3	1,244.0	1,240.0	1,229.5
R2	1,235.3	1,235.3	1,228.8
R1	1,231.3	1,231.3	1,228.0	1,229.0
PP	1,226.8	1,226.8	1,226.8	1,225.5
S1	1,222.5	1,222.5	1,226.5	1,220.3
S2	1,218.0	1,218.0	1,225.5
S3	1,209.3	1,213.8	1,224.8
S4	1,200.5	1,205.3	1,222.5

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,277.3	1,269.3	1,236.5
R3	1,260.3	1,252.3	1,232.0
R2	1,243.3	1,243.3	1,230.3
R1	1,235.3	1,235.3	1,228.8	1,230.8
PP	1,226.3	1,226.3	1,226.3	1,224.0
S1	1,218.3	1,218.3	1,225.8	1,213.8
S2	1,209.3	1,209.3	1,224.0
S3	1,192.3	1,201.3	1,222.5
S4	1,175.3	1,184.3	1,217.8

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	1,217.3	17.0	1.4%	9.5	0.8%	58%	False	False	56,038
10	1,234.3	1,195.9	38.4	3.1%	13.5	1.1%	82%	False	False	64,230
20	1,234.3	1,194.7	39.6	3.2%	13.0	1.1%	82%	False	False	62,057
40	1,234.3	1,076.7	157.6	12.8%	18.8	1.5%	95%	False	False	79,931
60	1,234.3	1,076.7	157.6	12.8%	16.8	1.4%	95%	False	False	67,463
80	1,234.3	1,076.7	157.6	12.8%	14.3	1.2%	95%	False	False	50,599
100	1,234.3	1,066.1	168.2	13.7%	13.3	1.1%	96%	False	False	40,480
120	1,234.3	1,012.8	221.5	18.0%	11.5	0.9%	97%	False	False	33,734

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,267.8
2.618	1,253.5
1.618	1,244.8
1.000	1,239.5
0.618	1,236.0
HIGH	1,230.8
0.618	1,227.5
0.500	1,226.3
0.382	1,225.3
LOW	1,222.0
0.618	1,216.5
1.000	1,213.3
1.618	1,208.0
2.618	1,199.3
4.250	1,185.0

Fisher Pivots for day following 12-Aug-2016
Pivot	1 day	3 day
R1	1,227.0	1,226.3
PP	1,226.8	1,225.5
S1	1,226.3	1,224.8

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

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