ICE Russell 2000 Mini Future December 2015

Trading Metrics calculated at close of trading on 03-Dec-2015

Day Change Summary
	Previous	Current
	02-Dec-2015	03-Dec-2015	Change	Change %	Previous Week
Open	1,204.3	1,193.7	-10.6	-0.9%	1,173.2
High	1,206.8	1,200.2	-6.6	-0.5%	1,203.8
Low	1,189.1	1,165.6	-23.5	-2.0%	1,168.4
Close	1,193.7	1,170.3	-23.4	-2.0%	1,200.8
Range	17.7	34.6	16.9	95.5%	35.4
ATR	17.6	18.8	1.2	6.9%	0.0
Volume	83,408	137,718	54,310	65.1%	255,929

Daily Pivots for day following 03-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,282.5	1,261.0	1,189.3
R3	1,248.0	1,226.5	1,179.8
R2	1,213.3	1,213.3	1,176.8
R1	1,191.8	1,191.8	1,173.5	1,185.3
PP	1,178.8	1,178.8	1,178.8	1,175.5
S1	1,157.3	1,157.3	1,167.3	1,150.8
S2	1,144.0	1,144.0	1,164.0
S3	1,109.5	1,122.5	1,160.8
S4	1,075.0	1,088.0	1,151.3

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,297.3	1,284.5	1,220.3
R3	1,261.8	1,249.0	1,210.5
R2	1,226.5	1,226.5	1,207.3
R1	1,213.5	1,213.5	1,204.0	1,220.0
PP	1,191.0	1,191.0	1,191.0	1,194.3
S1	1,178.3	1,178.3	1,197.5	1,184.5
S2	1,155.5	1,155.5	1,194.3
S3	1,120.3	1,142.8	1,191.0
S4	1,084.8	1,107.5	1,181.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,208.0	1,165.6	42.4	3.6%	17.3	1.5%	11%	False	True	87,996
10	1,208.0	1,161.5	46.5	4.0%	16.3	1.4%	19%	False	False	82,825
20	1,208.0	1,130.0	78.0	6.7%	18.5	1.6%	52%	False	False	92,822
40	1,208.0	1,130.0	78.0	6.7%	18.8	1.6%	52%	False	False	95,866
60	1,208.0	1,073.2	134.8	11.5%	20.8	1.8%	72%	False	False	105,438
80	1,216.0	1,073.2	142.8	12.2%	21.3	1.8%	68%	False	False	79,348
100	1,264.7	1,073.2	191.5	16.4%	18.5	1.6%	51%	False	False	63,485
120	1,288.0	1,073.2	214.8	18.4%	15.8	1.4%	45%	False	False	52,905

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.7
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	1,347.3
2.618	1,290.8
1.618	1,256.3
1.000	1,234.8
0.618	1,221.5
HIGH	1,200.3
0.618	1,187.0
0.500	1,183.0
0.382	1,178.8
LOW	1,165.5
0.618	1,144.3
1.000	1,131.0
1.618	1,109.5
2.618	1,075.0
4.250	1,018.5

Fisher Pivots for day following 03-Dec-2015
Pivot	1 day	3 day
R1	1,183.0	1,186.3
PP	1,178.8	1,181.0
S1	1,174.5	1,175.5

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

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