ICE Russell 2000 Mini Future December 2016

Trading Metrics calculated at close of trading on 28-Nov-2016

Day Change Summary
	Previous	Current
	25-Nov-2016	28-Nov-2016	Change	Change %	Previous Week
Open	1,346.1	1,346.4	0.3	0.0%	1,315.7
High	1,348.1	1,346.9	-1.2	-0.1%	1,348.1
Low	1,341.2	1,327.1	-14.1	-1.1%	1,311.7
Close	1,347.5	1,330.6	-16.9	-1.3%	1,347.5
Range	6.9	19.8	12.9	187.0%	36.4
ATR	20.1	20.2	0.0	0.1%	0.0
Volume	31,946	92,283	60,337	188.9%	332,139

Daily Pivots for day following 28-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,394.3	1,382.3	1,341.5
R3	1,374.5	1,362.5	1,336.0
R2	1,354.8	1,354.8	1,334.3
R1	1,342.8	1,342.8	1,332.5	1,338.8
PP	1,334.8	1,334.8	1,334.8	1,333.0
S1	1,322.8	1,322.8	1,328.8	1,319.0
S2	1,315.0	1,315.0	1,327.0
S3	1,295.3	1,303.0	1,325.3
S4	1,275.5	1,283.3	1,319.8

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,445.0	1,432.8	1,367.5
R3	1,408.5	1,396.3	1,357.5
R2	1,372.3	1,372.3	1,354.3
R1	1,359.8	1,359.8	1,350.8	1,366.0
PP	1,335.8	1,335.8	1,335.8	1,338.8
S1	1,323.5	1,323.5	1,344.3	1,329.5
S2	1,299.3	1,299.3	1,340.8
S3	1,263.0	1,287.0	1,337.5
S4	1,226.5	1,250.8	1,327.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,348.1	1,311.7	36.4	2.7%	14.0	1.1%	52%	False	False	84,884
10	1,348.1	1,281.3	66.8	5.0%	14.8	1.1%	74%	False	False	98,620
20	1,348.1	1,123.6	224.5	16.9%	22.8	1.7%	92%	False	False	115,903
40	1,348.1	1,123.6	224.5	16.9%	19.8	1.5%	92%	False	False	97,963
60	1,348.1	1,123.6	224.5	16.9%	19.5	1.5%	92%	False	False	95,929
80	1,348.1	1,123.6	224.5	16.9%	16.8	1.3%	92%	False	False	71,987
100	1,348.1	1,123.6	224.5	16.9%	14.5	1.1%	92%	False	False	57,591
120	1,348.1	1,074.6	273.5	20.6%	13.5	1.0%	94%	False	False	48,000

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.1
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1,431.0
2.618	1,398.8
1.618	1,379.0
1.000	1,366.8
0.618	1,359.3
HIGH	1,347.0
0.618	1,339.3
0.500	1,337.0
0.382	1,334.8
LOW	1,327.0
0.618	1,314.8
1.000	1,307.3
1.618	1,295.0
2.618	1,275.3
4.250	1,243.0

Fisher Pivots for day following 28-Nov-2016
Pivot	1 day	3 day
R1	1,337.0	1,337.5
PP	1,334.8	1,335.3
S1	1,332.8	1,332.8

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

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