ICE Russell 2000 Mini Future December 2016

Trading Metrics calculated at close of trading on 16-Sep-2016

Day Change Summary
	Previous	Current
	15-Sep-2016	16-Sep-2016	Change	Change %	Previous Week
Open	1,207.5	1,219.0	11.5	1.0%	1,207.7
High	1,223.8	1,221.5	-2.3	-0.2%	1,232.6
Low	1,201.1	1,212.3	11.2	0.9%	1,198.6
Close	1,221.7	1,220.7	-1.0	-0.1%	1,220.7
Range	22.7	9.2	-13.5	-59.5%	34.0
ATR	16.4	15.9	-0.5	-3.0%	0.0
Volume	108,617	84,516	-24,101	-22.2%	744,087

Daily Pivots for day following 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,245.8	1,242.5	1,225.8
R3	1,236.5	1,233.3	1,223.3
R2	1,227.3	1,227.3	1,222.5
R1	1,224.0	1,224.0	1,221.5	1,225.8
PP	1,218.3	1,218.3	1,218.3	1,219.0
S1	1,214.8	1,214.8	1,219.8	1,216.5
S2	1,209.0	1,209.0	1,219.0
S3	1,199.8	1,205.8	1,218.3
S4	1,190.5	1,196.5	1,215.8

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,319.3	1,304.0	1,239.5
R3	1,285.3	1,270.0	1,230.0
R2	1,251.3	1,251.3	1,227.0
R1	1,236.0	1,236.0	1,223.8	1,243.8
PP	1,217.3	1,217.3	1,217.3	1,221.0
S1	1,202.0	1,202.0	1,217.5	1,209.8
S2	1,183.3	1,183.3	1,214.5
S3	1,149.3	1,168.0	1,211.3
S4	1,115.3	1,134.0	1,202.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,232.6	1,198.6	34.0	2.8%	21.8	1.8%	65%	False	False	148,817
10	1,259.1	1,198.6	60.5	5.0%	20.0	1.6%	37%	False	False	99,996
20	1,259.1	1,198.6	60.5	5.0%	15.8	1.3%	37%	False	False	50,156
40	1,259.1	1,192.2	66.9	5.5%	10.8	0.9%	43%	False	False	25,082
60	1,259.1	1,074.6	184.5	15.1%	9.8	0.8%	79%	False	False	16,722
80	1,259.1	1,074.6	184.5	15.1%	8.8	0.7%	79%	False	False	12,553
100	1,259.1	1,074.6	184.5	15.1%	7.0	0.6%	79%	False	False	10,043
120	1,259.1	1,074.6	184.5	15.1%	5.8	0.5%	79%	False	False	8,369

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.5
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1,260.5
2.618	1,245.5
1.618	1,236.5
1.000	1,230.8
0.618	1,227.3
HIGH	1,221.5
0.618	1,218.0
0.500	1,217.0
0.382	1,215.8
LOW	1,212.3
0.618	1,206.5
1.000	1,203.0
1.618	1,197.5
2.618	1,188.3
4.250	1,173.3

Fisher Pivots for day following 16-Sep-2016
Pivot	1 day	3 day
R1	1,219.5	1,218.0
PP	1,218.3	1,215.3
S1	1,217.0	1,212.5

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

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