ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 26-Nov-2015

Day Change Summary
	Previous	Current
	25-Nov-2015	26-Nov-2015	Change	Change %	Previous Week
Open	1,183.0	1,197.0	14.0	1.2%	1,137.7
High	1,191.9	1,199.4	7.5	0.6%	1,170.4
Low	1,181.3	1,191.9	10.6	0.9%	1,135.8
Close	1,191.9	1,191.9	0.0	0.0%	1,167.9
Range	10.6	7.5	-3.1	-29.2%	34.6
ATR	14.0	13.6	-0.5	-3.3%	0.0
Volume	535	6	-529	-98.9%	3,751

Daily Pivots for day following 26-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,217.0	1,212.0	1,196.0
R3	1,209.5	1,204.5	1,194.0
R2	1,202.0	1,202.0	1,193.3
R1	1,197.0	1,197.0	1,192.5	1,195.8
PP	1,194.5	1,194.5	1,194.5	1,193.8
S1	1,189.5	1,189.5	1,191.3	1,188.3
S2	1,187.0	1,187.0	1,190.5
S3	1,179.5	1,182.0	1,189.8
S4	1,172.0	1,174.5	1,187.8

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,261.8	1,249.5	1,187.0
R3	1,227.3	1,214.8	1,177.5
R2	1,192.8	1,192.8	1,174.3
R1	1,180.3	1,180.3	1,171.0	1,186.5
PP	1,158.0	1,158.0	1,158.0	1,161.0
S1	1,145.8	1,145.8	1,164.8	1,151.8
S2	1,123.5	1,123.5	1,161.5
S3	1,088.8	1,111.0	1,158.5
S4	1,054.3	1,076.5	1,148.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,199.4	1,165.7	33.7	2.8%	10.0	0.8%	78%	True	False	1,473
10	1,199.4	1,135.8	63.6	5.3%	11.0	0.9%	88%	True	False	860
20	1,199.4	1,135.8	63.6	5.3%	10.5	0.9%	88%	True	False	878
40	1,199.4	1,071.0	128.4	10.8%	11.8	1.0%	94%	True	False	464
60	1,199.4	1,065.5	133.9	11.2%	9.0	0.8%	94%	True	False	313
80	1,213.2	1,065.5	147.7	12.4%	6.8	0.6%	86%	False	False	234
100	1,261.5	1,065.5	196.0	16.4%	5.5	0.5%	64%	False	False	187
120	1,282.5	1,065.5	217.0	18.2%	4.5	0.4%	58%	False	False	156

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	1.2
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,231.3
2.618	1,219.0
1.618	1,211.5
1.000	1,207.0
0.618	1,204.0
HIGH	1,199.5
0.618	1,196.5
0.500	1,195.8
0.382	1,194.8
LOW	1,192.0
0.618	1,187.3
1.000	1,184.5
1.618	1,179.8
2.618	1,172.3
4.250	1,160.0

Fisher Pivots for day following 26-Nov-2015
Pivot	1 day	3 day
R1	1,195.8	1,188.8
PP	1,194.5	1,185.8
S1	1,193.3	1,182.5

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

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