ICE Russell 2000 Mini Future June 2017

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Trading Metrics calculated at close of trading on 28-Dec-2016
Day Change Summary Previous Current 27-Dec-2016 28-Dec-2016 Change Change % Previous Week Open 1,380.0 1,357.3 -22.7 -1.6% 1,372.0 High 1,380.0 1,357.3 -22.7 -1.6% 1,385.2 Low 1,371.7 1,357.3 -14.4 -1.0% 1,360.0 Close 1,371.7 1,357.3 -14.4 -1.0% 1,367.2 Range 8.3 0.0 -8.3 -100.0% 25.2 ATR 10.4 10.7 0.3 2.8% 0.0 Volume 1 0 -1 -100.0% 33
Daily Pivots for day following 28-Dec-2016 Classic Woodie Camarilla DeMark R4 1,357.3 1,357.3 1,357.3 R3 1,357.3 1,357.3 1,357.3 R2 1,357.3 1,357.3 1,357.3 R1 1,357.3 1,357.3 1,357.3 1,357.3 PP 1,357.3 1,357.3 1,357.3 1,357.3 S1 1,357.3 1,357.3 1,357.3 1,357.3 S2 1,357.3 1,357.3 1,357.3 S3 1,357.3 1,357.3 1,357.3 S4 1,357.3 1,357.3 1,357.3	Weekly Pivots for week ending 23-Dec-2016 Classic Woodie Camarilla DeMark R4 1,446.5 1,432.0 1,381.0 R3 1,421.3 1,406.8 1,374.3 R2 1,396.0 1,396.0 1,371.8 R1 1,381.5 1,381.5 1,369.5 1,376.3 PP 1,370.8 1,370.8 1,370.8 1,368.0 S1 1,356.5 1,356.5 1,365.0 1,351.0 S2 1,345.5 1,345.5 1,362.5 S3 1,320.5 1,331.3 1,360.3 S4 1,295.3 1,306.0 1,353.3
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,380.0 1,357.3 22.7 1.7% 4.5 0.3% 0% False True 10 1,385.2 1,350.0 35.2 2.6% 3.8 0.3% 21% False False 3 20 1,385.2 1,307.6 77.6 5.7% 3.0 0.2% 64% False False 2
Crabel Price Patterns NR True NR4 True NR5 False 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 0.2 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1,357.3 2.618 1,357.3 1.618 1,357.3 1.000 1,357.3 0.618 1,357.3 HIGH 1,357.3 0.618 1,357.3 0.500 1,357.3 0.382 1,357.3 LOW 1,357.3 0.618 1,357.3 1.000 1,357.3 1.618 1,357.3 2.618 1,357.3 4.250 1,357.3
Fisher Pivots for day following 28-Dec-2016 Pivot 1 day 3 day R1 1,357.3 1,368.8 PP 1,357.3 1,364.8 S1 1,357.3 1,361.0

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