ICE Russell 2000 Mini Future December 2016

Trading Metrics calculated at close of trading on 18-Nov-2016

Day Change Summary
	Previous	Current
	17-Nov-2016	18-Nov-2016	Change	Change %	Previous Week
Open	1,302.2	1,309.0	6.8	0.5%	1,282.7
High	1,314.0	1,316.6	2.6	0.2%	1,316.6
Low	1,302.0	1,305.8	3.8	0.3%	1,281.3
Close	1,309.6	1,315.7	6.1	0.5%	1,315.7
Range	12.0	10.8	-1.2	-10.0%	35.3
ATR	23.7	22.7	-0.9	-3.9%	0.0
Volume	104,833	87,717	-17,116	-16.3%	561,779

Daily Pivots for day following 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,345.0	1,341.3	1,321.8
R3	1,334.3	1,330.5	1,318.8
R2	1,323.5	1,323.5	1,317.8
R1	1,319.5	1,319.5	1,316.8	1,321.5
PP	1,312.8	1,312.8	1,312.8	1,313.8
S1	1,308.8	1,308.8	1,314.8	1,310.8
S2	1,302.0	1,302.0	1,313.8
S3	1,291.0	1,298.0	1,312.8
S4	1,280.3	1,287.3	1,309.8

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,410.5	1,398.3	1,335.0
R3	1,375.3	1,363.0	1,325.5
R2	1,339.8	1,339.8	1,322.3
R1	1,327.8	1,327.8	1,319.0	1,333.8
PP	1,304.5	1,304.5	1,304.5	1,307.5
S1	1,292.5	1,292.5	1,312.5	1,298.5
S2	1,269.3	1,269.3	1,309.3
S3	1,234.0	1,257.3	1,306.0
S4	1,198.8	1,221.8	1,296.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,316.6	1,281.3	35.3	2.7%	15.5	1.2%	97%	True	False	112,355
10	1,316.6	1,123.6	193.0	14.7%	29.0	2.2%	100%	True	False	140,985
20	1,316.6	1,123.6	193.0	14.7%	23.5	1.8%	100%	True	False	114,967
40	1,316.6	1,123.6	193.0	14.7%	20.3	1.5%	100%	True	False	98,027
60	1,316.6	1,123.6	193.0	14.7%	19.5	1.5%	100%	True	False	88,906
80	1,316.6	1,123.6	193.0	14.7%	16.5	1.2%	100%	True	False	66,682
100	1,316.6	1,123.6	193.0	14.7%	14.0	1.1%	100%	True	False	53,346
120	1,316.6	1,074.6	242.0	18.4%	13.0	1.0%	100%	True	False	44,464

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.3
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	1,362.5
2.618	1,344.8
1.618	1,334.0
1.000	1,327.5
0.618	1,323.3
HIGH	1,316.5
0.618	1,312.5
0.500	1,311.3
0.382	1,310.0
LOW	1,305.8
0.618	1,299.3
1.000	1,295.0
1.618	1,288.3
2.618	1,277.5
4.250	1,260.0

Fisher Pivots for day following 18-Nov-2016
Pivot	1 day	3 day
R1	1,314.3	1,312.3
PP	1,312.8	1,308.5
S1	1,311.3	1,305.0

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

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