ICE Russell 2000 Mini Future December 2015

Trading Metrics calculated at close of trading on 15-Dec-2015

Day Change Summary
	Previous	Current
	14-Dec-2015	15-Dec-2015	Change	Change %	Previous Week
Open	1,123.2	1,114.2	-9.0	-0.8%	1,185.0
High	1,130.4	1,134.1	3.7	0.3%	1,187.2
Low	1,107.0	1,112.0	5.0	0.5%	1,118.3
Close	1,112.6	1,133.7	21.1	1.9%	1,123.2
Range	23.4	22.1	-1.3	-5.6%	68.9
ATR	20.5	20.6	0.1	0.5%	0.0
Volume	130,408	116,006	-14,402	-11.0%	675,393

Daily Pivots for day following 15-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,193.0	1,185.5	1,145.8
R3	1,170.8	1,163.3	1,139.8
R2	1,148.8	1,148.8	1,137.8
R1	1,141.3	1,141.3	1,135.8	1,145.0
PP	1,126.5	1,126.5	1,126.5	1,128.5
S1	1,119.0	1,119.0	1,131.8	1,122.8
S2	1,104.5	1,104.5	1,129.8
S3	1,082.5	1,097.0	1,127.5
S4	1,060.3	1,075.0	1,121.5

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	1,166.0	1,107.0	59.0	5.2%	23.8	2.1%	45%	False	False	136,802
10	1,206.8	1,107.0	99.8	8.8%	23.5	2.1%	27%	False	False	124,344
20	1,208.0	1,107.0	101.0	8.9%	19.3	1.7%	26%	False	False	102,658
40	1,208.0	1,107.0	101.0	8.9%	19.5	1.7%	26%	False	False	103,272
60	1,208.0	1,073.2	134.8	11.9%	21.0	1.9%	45%	False	False	104,842
80	1,208.0	1,073.2	134.8	11.9%	21.8	1.9%	45%	False	False	92,093
100	1,237.6	1,073.2	164.4	14.5%	20.0	1.8%	37%	False	False	73,708
120	1,264.7	1,073.2	191.5	16.9%	17.3	1.5%	32%	False	False	61,424

Crabel Price Patterns
NR	True
NR4	False
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	4.2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,228.0
2.618	1,192.0
1.618	1,169.8
1.000	1,156.3
0.618	1,147.8
HIGH	1,134.0
0.618	1,125.8
0.500	1,123.0
0.382	1,120.5
LOW	1,112.0
0.618	1,098.3
1.000	1,090.0
1.618	1,076.3
2.618	1,054.3
4.250	1,018.0

Fisher Pivots for day following 15-Dec-2015
Pivot	1 day	3 day
R1	1,130.3	1,132.3
PP	1,126.5	1,130.8
S1	1,123.0	1,129.3

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

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