ICE Russell 2000 Mini Future December 2016

Trading Metrics calculated at close of trading on 09-Dec-2016

Day Change Summary
	Previous	Current
	08-Dec-2016	09-Dec-2016	Change	Change %	Previous Week
Open	1,365.2	1,389.1	23.9	1.8%	1,310.0
High	1,390.2	1,393.9	3.7	0.3%	1,393.9
Low	1,361.1	1,383.1	22.0	1.6%	1,307.0
Close	1,388.6	1,387.9	-0.7	-0.1%	1,387.9
Range	29.1	10.8	-18.3	-62.9%	86.9
ATR	20.7	20.0	-0.7	-3.4%	0.0
Volume	290,814	171,057	-119,757	-41.2%	881,925

Daily Pivots for day following 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,420.8	1,415.0	1,393.8
R3	1,410.0	1,404.3	1,390.8
R2	1,399.0	1,399.0	1,390.0
R1	1,393.5	1,393.5	1,389.0	1,391.0
PP	1,388.3	1,388.3	1,388.3	1,387.0
S1	1,382.8	1,382.8	1,387.0	1,380.0
S2	1,377.5	1,377.5	1,386.0
S3	1,366.8	1,372.0	1,385.0
S4	1,356.0	1,361.0	1,382.0

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,623.8	1,592.8	1,435.8
R3	1,536.8	1,505.8	1,411.8
R2	1,449.8	1,449.8	1,403.8
R1	1,418.8	1,418.8	1,395.8	1,434.3
PP	1,363.0	1,363.0	1,363.0	1,370.8
S1	1,332.0	1,332.0	1,380.0	1,347.5
S2	1,276.0	1,276.0	1,372.0
S3	1,189.3	1,245.0	1,364.0
S4	1,102.3	1,158.3	1,340.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,393.9	1,307.0	86.9	6.3%	23.3	1.7%	93%	True	False	176,385
10	1,393.9	1,307.0	86.9	6.3%	19.5	1.4%	93%	True	False	135,193
20	1,393.9	1,250.4	143.5	10.3%	17.8	1.3%	96%	True	False	122,229
40	1,393.9	1,123.6	270.3	19.5%	20.0	1.4%	98%	True	False	110,665
60	1,393.9	1,123.6	270.3	19.5%	19.3	1.4%	98%	True	False	101,666
80	1,393.9	1,123.6	270.3	19.5%	18.3	1.3%	98%	True	False	87,732
100	1,393.9	1,123.6	270.3	19.5%	15.8	1.1%	98%	True	False	70,187
120	1,393.9	1,074.6	319.3	23.0%	14.8	1.1%	98%	True	False	58,490

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	4.2
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,439.8
2.618	1,422.3
1.618	1,411.3
1.000	1,404.8
0.618	1,400.5
HIGH	1,394.0
0.618	1,389.8
0.500	1,388.5
0.382	1,387.3
LOW	1,383.0
0.618	1,376.5
1.000	1,372.3
1.618	1,365.8
2.618	1,354.8
4.250	1,337.3

Fisher Pivots for day following 09-Dec-2016
Pivot	1 day	3 day
R1	1,388.5	1,382.0
PP	1,388.3	1,376.3
S1	1,388.0	1,370.5

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

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