ICE Russell 2000 Mini Future December 2015

Trading Metrics calculated at close of trading on 11-Dec-2015

Day Change Summary
	Previous	Current
	10-Dec-2015	11-Dec-2015	Change	Change %	Previous Week
Open	1,144.1	1,149.8	5.7	0.5%	1,185.0
High	1,155.1	1,151.4	-3.7	-0.3%	1,187.2
Low	1,140.5	1,118.3	-22.2	-1.9%	1,118.3
Close	1,147.7	1,123.2	-24.5	-2.1%	1,123.2
Range	14.6	33.1	18.5	126.7%	68.9
ATR	19.3	20.3	1.0	5.1%	0.0
Volume	141,485	128,363	-13,122	-9.3%	675,393

Daily Pivots for day following 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,230.3	1,209.8	1,141.5
R3	1,197.3	1,176.8	1,132.3
R2	1,164.0	1,164.0	1,129.3
R1	1,143.8	1,143.8	1,126.3	1,137.3
PP	1,131.0	1,131.0	1,131.0	1,127.8
S1	1,110.5	1,110.5	1,120.3	1,104.3
S2	1,097.8	1,097.8	1,117.3
S3	1,064.8	1,077.5	1,114.0
S4	1,031.8	1,044.3	1,105.0

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,349.5	1,305.3	1,161.0
R3	1,280.8	1,236.5	1,142.3
R2	1,211.8	1,211.8	1,135.8
R1	1,167.5	1,167.5	1,129.5	1,155.3
PP	1,143.0	1,143.0	1,143.0	1,136.8
S1	1,098.5	1,098.5	1,117.0	1,086.3
S2	1,074.0	1,074.0	1,110.5
S3	1,005.0	1,029.8	1,104.3
S4	936.3	960.8	1,085.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,187.2	1,118.3	68.9	6.1%	23.8	2.1%	7%	False	True	135,078
10	1,208.0	1,118.3	89.7	8.0%	21.3	1.9%	5%	False	True	117,570
20	1,208.0	1,118.3	89.7	8.0%	19.3	1.7%	5%	False	True	100,969
40	1,208.0	1,118.3	89.7	8.0%	19.3	1.7%	5%	False	True	101,045
60	1,208.0	1,073.2	134.8	12.0%	21.0	1.9%	37%	False	False	104,519
80	1,208.0	1,073.2	134.8	12.0%	21.8	1.9%	37%	False	False	89,022
100	1,254.5	1,073.2	181.3	16.1%	20.0	1.8%	28%	False	False	71,244
120	1,275.7	1,073.2	202.5	18.0%	16.8	1.5%	25%	False	False	59,370

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.1
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,292.0
2.618	1,238.0
1.618	1,205.0
1.000	1,184.5
0.618	1,171.8
HIGH	1,151.5
0.618	1,138.8
0.500	1,134.8
0.382	1,131.0
LOW	1,118.3
0.618	1,097.8
1.000	1,085.3
1.618	1,064.8
2.618	1,031.8
4.250	977.5

Fisher Pivots for day following 11-Dec-2015
Pivot	1 day	3 day
R1	1,134.8	1,142.3
PP	1,131.0	1,135.8
S1	1,127.0	1,129.5

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

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