ICE Russell 2000 Mini Future September 2016

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

Day Change Summary
	Previous	Current
	08-Sep-2016	09-Sep-2016	Change	Change %	Previous Week
Open	1,260.5	1,255.7	-4.8	-0.4%	1,249.3
High	1,263.5	1,257.2	-6.3	-0.5%	1,263.5
Low	1,253.9	1,210.0	-43.9	-3.5%	1,210.0
Close	1,255.8	1,214.5	-41.3	-3.3%	1,214.5
Range	9.6	47.2	37.6	391.7%	53.5
ATR	13.5	15.9	2.4	17.8%	0.0
Volume	122,226	133,852	11,626	9.5%	375,806

Daily Pivots for day following 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,368.8	1,338.8	1,240.5
R3	1,321.8	1,291.8	1,227.5
R2	1,274.5	1,274.5	1,223.3
R1	1,244.5	1,244.5	1,218.8	1,235.8
PP	1,227.3	1,227.3	1,227.3	1,223.0
S1	1,197.3	1,197.3	1,210.3	1,188.8
S2	1,180.0	1,180.0	1,205.8
S3	1,132.8	1,150.0	1,201.5
S4	1,085.8	1,102.8	1,188.5

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,389.8	1,355.8	1,244.0
R3	1,336.3	1,302.3	1,229.3
R2	1,282.8	1,282.8	1,224.3
R1	1,248.8	1,248.8	1,219.5	1,239.0
PP	1,229.3	1,229.3	1,229.3	1,224.5
S1	1,195.3	1,195.3	1,209.5	1,185.5
S2	1,175.8	1,175.8	1,204.8
S3	1,122.3	1,141.8	1,199.8
S4	1,068.8	1,088.3	1,185.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,263.5	1,210.0	53.5	4.4%	18.8	1.5%	8%	False	True	92,207
10	1,263.5	1,210.0	53.5	4.4%	17.3	1.4%	8%	False	True	84,569
20	1,263.5	1,210.0	53.5	4.4%	14.8	1.2%	8%	False	True	73,207
40	1,263.5	1,194.7	68.8	5.7%	14.0	1.1%	29%	False	False	67,807
60	1,263.5	1,076.7	186.8	15.4%	17.5	1.4%	74%	False	False	78,925
80	1,263.5	1,076.7	186.8	15.4%	16.3	1.3%	74%	False	False	68,220
100	1,263.5	1,076.7	186.8	15.4%	14.3	1.2%	74%	False	False	54,577
120	1,263.5	1,066.1	197.4	16.3%	13.5	1.1%	75%	False	False	45,482

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.6
Widest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	1,457.8
2.618	1,380.8
1.618	1,333.5
1.000	1,304.5
0.618	1,286.3
HIGH	1,257.3
0.618	1,239.3
0.500	1,233.5
0.382	1,228.0
LOW	1,210.0
0.618	1,180.8
1.000	1,162.8
1.618	1,133.8
2.618	1,086.5
4.250	1,009.5

Fisher Pivots for day following 09-Sep-2016
Pivot	1 day	3 day
R1	1,233.5	1,236.8
PP	1,227.3	1,229.3
S1	1,220.8	1,222.0

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

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