ICE Russell 2000 Mini Future December 2016

Trading Metrics calculated at close of trading on 03-Oct-2016

Day Change Summary
	Previous	Current
	30-Sep-2016	03-Oct-2016	Change	Change %	Previous Week
Open	1,234.1	1,246.1	12.0	1.0%	1,248.4
High	1,253.5	1,249.8	-3.7	-0.3%	1,255.0
Low	1,227.5	1,236.4	8.9	0.7%	1,227.5
Close	1,248.3	1,243.1	-5.2	-0.4%	1,248.3
Range	26.0	13.4	-12.6	-48.5%	27.5
ATR	17.5	17.2	-0.3	-1.7%	0.0
Volume	100,294	70,744	-29,550	-29.5%	426,960

Daily Pivots for day following 03-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,283.3	1,276.5	1,250.5
R3	1,270.0	1,263.3	1,246.8
R2	1,256.5	1,256.5	1,245.5
R1	1,249.8	1,249.8	1,244.3	1,246.5
PP	1,243.0	1,243.0	1,243.0	1,241.5
S1	1,236.5	1,236.5	1,241.8	1,233.0
S2	1,229.8	1,229.8	1,240.8
S3	1,216.3	1,223.0	1,239.5
S4	1,203.0	1,209.5	1,235.8

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,326.0	1,314.8	1,263.5
R3	1,298.5	1,287.3	1,255.8
R2	1,271.0	1,271.0	1,253.3
R1	1,259.8	1,259.8	1,250.8	1,251.8
PP	1,243.5	1,243.5	1,243.5	1,239.5
S1	1,232.3	1,232.3	1,245.8	1,224.3
S2	1,216.0	1,216.0	1,243.3
S3	1,188.5	1,204.8	1,240.8
S4	1,161.0	1,177.3	1,233.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,255.0	1,227.5	27.5	2.2%	19.0	1.5%	57%	False	False	84,051
10	1,261.3	1,218.0	43.3	3.5%	18.0	1.5%	58%	False	False	82,494
20	1,261.3	1,198.6	62.7	5.0%	19.3	1.5%	71%	False	False	95,316
40	1,261.3	1,198.6	62.7	5.0%	13.8	1.1%	71%	False	False	47,780
60	1,261.3	1,182.5	78.8	6.3%	11.3	0.9%	77%	False	False	31,855
80	1,261.3	1,074.6	186.7	15.0%	10.8	0.9%	90%	False	False	23,903
100	1,261.3	1,074.6	186.7	15.0%	9.0	0.7%	90%	False	False	19,123
120	1,261.3	1,074.6	186.7	15.0%	7.5	0.6%	90%	False	False	15,935

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	3.9
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,306.8
2.618	1,285.0
1.618	1,271.5
1.000	1,263.3
0.618	1,258.0
HIGH	1,249.8
0.618	1,244.8
0.500	1,243.0
0.382	1,241.5
LOW	1,236.5
0.618	1,228.0
1.000	1,223.0
1.618	1,214.8
2.618	1,201.3
4.250	1,179.5

Fisher Pivots for day following 03-Oct-2016
Pivot	1 day	3 day
R1	1,243.0	1,242.5
PP	1,243.0	1,241.8
S1	1,243.0	1,241.3

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

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