ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 18-Nov-2015

Day Change Summary
	Previous	Current
	17-Nov-2015	18-Nov-2015	Change	Change %	Previous Week
Open	1,148.0	1,145.7	-2.3	-0.2%	1,183.6
High	1,160.0	1,166.4	6.4	0.6%	1,183.6
Low	1,145.0	1,145.7	0.7	0.1%	1,135.8
Close	1,146.0	1,165.4	19.4	1.7%	1,138.0
Range	15.0	20.7	5.7	38.0%	47.8
ATR	14.6	15.0	0.4	3.0%	0.0
Volume	24	363	339	1,412.5%	6,260

Daily Pivots for day following 18-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,221.3	1,214.0	1,176.8
R3	1,200.5	1,193.3	1,171.0
R2	1,179.8	1,179.8	1,169.3
R1	1,172.8	1,172.8	1,167.3	1,176.3
PP	1,159.3	1,159.3	1,159.3	1,161.0
S1	1,152.0	1,152.0	1,163.5	1,155.5
S2	1,138.5	1,138.5	1,161.5
S3	1,117.8	1,131.3	1,159.8
S4	1,097.0	1,110.5	1,154.0

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,295.8	1,264.8	1,164.3
R3	1,248.0	1,217.0	1,151.3
R2	1,200.3	1,200.3	1,146.8
R1	1,169.3	1,169.3	1,142.5	1,160.8
PP	1,152.5	1,152.5	1,152.5	1,148.3
S1	1,121.3	1,121.3	1,133.5	1,113.0
S2	1,104.8	1,104.8	1,129.3
S3	1,056.8	1,073.5	1,124.8
S4	1,009.0	1,025.8	1,111.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,166.4	1,135.8	30.6	2.6%	14.3	1.2%	97%	True	False	1,026
10	1,194.0	1,135.8	58.2	5.0%	11.5	1.0%	51%	False	False	820
20	1,194.0	1,134.0	60.0	5.1%	11.3	1.0%	52%	False	False	502
40	1,194.0	1,065.5	128.5	11.0%	12.3	1.0%	78%	False	False	264
60	1,194.0	1,065.5	128.5	11.0%	8.3	0.7%	78%	False	False	176
80	1,226.1	1,065.5	160.6	13.8%	6.3	0.5%	62%	False	False	132
100	1,261.5	1,065.5	196.0	16.8%	5.0	0.4%	51%	False	False	105

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	0.8
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1,254.5
2.618	1,220.5
1.618	1,200.0
1.000	1,187.0
0.618	1,179.3
HIGH	1,166.5
0.618	1,158.5
0.500	1,156.0
0.382	1,153.5
LOW	1,145.8
0.618	1,133.0
1.000	1,125.0
1.618	1,112.3
2.618	1,091.5
4.250	1,057.8

Fisher Pivots for day following 18-Nov-2015
Pivot	1 day	3 day
R1	1,162.3	1,160.8
PP	1,159.3	1,155.8
S1	1,156.0	1,151.0

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

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