ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 01-Dec-2015

Day Change Summary
	Previous	Current
	30-Nov-2015	01-Dec-2015	Change	Change %	Previous Week
Open	1,197.4	1,197.4	0.0	0.0%	1,166.0
High	1,202.4	1,199.3	-3.1	-0.3%	1,199.4
Low	1,190.8	1,188.7	-2.1	-0.2%	1,165.7
Close	1,191.0	1,199.3	8.3	0.7%	1,195.8
Range	11.6	10.6	-1.0	-8.6%	33.7
ATR	13.0	12.8	-0.2	-1.3%	0.0
Volume	2,435	3,345	910	37.4%	4,905

Daily Pivots for day following 01-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,227.5	1,224.0	1,205.3
R3	1,217.0	1,213.5	1,202.3
R2	1,206.3	1,206.3	1,201.3
R1	1,202.8	1,202.8	1,200.3	1,204.5
PP	1,195.8	1,195.8	1,195.8	1,196.8
S1	1,192.3	1,192.3	1,198.3	1,194.0
S2	1,185.3	1,185.3	1,197.3
S3	1,174.5	1,181.8	1,196.5
S4	1,164.0	1,171.0	1,193.5

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,288.0	1,275.8	1,214.3
R3	1,254.3	1,242.0	1,205.0
R2	1,220.8	1,220.8	1,202.0
R1	1,208.3	1,208.3	1,199.0	1,214.5
PP	1,187.0	1,187.0	1,187.0	1,190.0
S1	1,174.5	1,174.5	1,192.8	1,180.8
S2	1,153.3	1,153.3	1,189.5
S3	1,119.5	1,140.8	1,186.5
S4	1,085.8	1,107.3	1,177.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,202.4	1,181.3	21.1	1.8%	9.3	0.8%	85%	False	False	1,276
10	1,202.4	1,145.7	56.7	4.7%	10.3	0.9%	95%	False	False	1,438
20	1,202.4	1,135.8	66.6	5.6%	10.3	0.9%	95%	False	False	1,126
40	1,202.4	1,125.3	77.1	6.4%	10.8	0.9%	96%	False	False	607
60	1,202.4	1,065.5	136.9	11.4%	9.5	0.8%	98%	False	False	410
80	1,213.2	1,065.5	147.7	12.3%	7.3	0.6%	91%	False	False	307
100	1,261.5	1,065.5	196.0	16.3%	5.8	0.5%	68%	False	False	246
120	1,282.5	1,065.5	217.0	18.1%	4.8	0.4%	62%	False	False	205

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,244.3
2.618	1,227.0
1.618	1,216.5
1.000	1,210.0
0.618	1,205.8
HIGH	1,199.3
0.618	1,195.3
0.500	1,194.0
0.382	1,192.8
LOW	1,188.8
0.618	1,182.3
1.000	1,178.0
1.618	1,171.5
2.618	1,161.0
4.250	1,143.8

Fisher Pivots for day following 01-Dec-2015
Pivot	1 day	3 day
R1	1,197.5	1,198.0
PP	1,195.8	1,196.8
S1	1,194.0	1,195.5

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

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