ICE Russell 2000 Mini Future December 2016

Trading Metrics calculated at close of trading on 23-Sep-2016

Day Change Summary
	Previous	Current
	22-Sep-2016	23-Sep-2016	Change	Change %	Previous Week
Open	1,241.1	1,259.1	18.0	1.5%	1,219.3
High	1,260.4	1,261.3	0.9	0.1%	1,261.3
Low	1,240.8	1,248.9	8.1	0.7%	1,218.0
Close	1,259.4	1,250.3	-9.1	-0.7%	1,250.3
Range	19.6	12.4	-7.2	-36.7%	43.3
ATR	16.8	16.5	-0.3	-1.9%	0.0
Volume	91,792	64,142	-27,650	-30.1%	410,294

Daily Pivots for day following 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,290.8	1,283.0	1,257.0
R3	1,278.3	1,270.5	1,253.8
R2	1,266.0	1,266.0	1,252.5
R1	1,258.0	1,258.0	1,251.5	1,255.8
PP	1,253.5	1,253.5	1,253.5	1,252.3
S1	1,245.8	1,245.8	1,249.3	1,243.5
S2	1,241.0	1,241.0	1,248.0
S3	1,228.8	1,233.3	1,247.0
S4	1,216.3	1,221.0	1,243.5

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,373.0	1,355.0	1,274.0
R3	1,329.8	1,311.8	1,262.3
R2	1,286.5	1,286.5	1,258.3
R1	1,268.5	1,268.5	1,254.3	1,277.5
PP	1,243.3	1,243.3	1,243.3	1,247.8
S1	1,225.0	1,225.0	1,246.3	1,234.3
S2	1,200.0	1,200.0	1,242.3
S3	1,156.5	1,181.8	1,238.5
S4	1,113.3	1,138.5	1,226.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,261.3	1,218.0	43.3	3.5%	18.0	1.4%	75%	True	False	82,058
10	1,261.3	1,198.6	62.7	5.0%	19.8	1.6%	82%	True	False	115,438
20	1,261.3	1,198.6	62.7	5.0%	18.0	1.4%	82%	True	False	70,663
40	1,261.3	1,192.2	69.1	5.5%	12.5	1.0%	84%	True	False	35,338
60	1,261.3	1,130.4	130.9	10.5%	9.8	0.8%	92%	True	False	23,560
80	1,261.3	1,074.6	186.7	14.9%	9.5	0.8%	94%	True	False	17,682
100	1,261.3	1,074.6	186.7	14.9%	7.8	0.6%	94%	True	False	14,146
120	1,261.3	1,074.6	186.7	14.9%	6.5	0.5%	94%	True	False	11,788

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	3.7
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,314.0
2.618	1,293.8
1.618	1,281.3
1.000	1,273.8
0.618	1,269.0
HIGH	1,261.3
0.618	1,256.5
0.500	1,255.0
0.382	1,253.8
LOW	1,249.0
0.618	1,241.3
1.000	1,236.5
1.618	1,228.8
2.618	1,216.5
4.250	1,196.3

Fisher Pivots for day following 23-Sep-2016
Pivot	1 day	3 day
R1	1,255.0	1,246.8
PP	1,253.5	1,243.3
S1	1,252.0	1,239.8

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

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