ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 24-Dec-2015

Day Change Summary
	Previous	Current
	23-Dec-2015	24-Dec-2015	Change	Change %	Previous Week
Open	1,133.8	1,147.2	13.4	1.2%	1,119.2
High	1,149.4	1,156.2	6.8	0.6%	1,150.6
Low	1,132.2	1,144.4	12.2	1.1%	1,101.6
Close	1,145.9	1,146.2	0.3	0.0%	1,113.8
Range	17.2	11.8	-5.4	-31.4%	49.0
ATR	18.0	17.5	-0.4	-2.5%	0.0
Volume	70,064	30,649	-39,415	-56.3%	826,307

Daily Pivots for day following 24-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,184.3	1,177.0	1,152.8
R3	1,172.5	1,165.3	1,149.5
R2	1,160.8	1,160.8	1,148.3
R1	1,153.5	1,153.5	1,147.3	1,151.3
PP	1,149.0	1,149.0	1,149.0	1,147.8
S1	1,141.8	1,141.8	1,145.0	1,139.5
S2	1,137.3	1,137.3	1,144.0
S3	1,125.3	1,129.8	1,143.0
S4	1,113.5	1,118.0	1,139.8

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,269.0	1,240.5	1,140.8
R3	1,220.0	1,191.5	1,127.3
R2	1,171.0	1,171.0	1,122.8
R1	1,142.5	1,142.5	1,118.3	1,132.3
PP	1,122.0	1,122.0	1,122.0	1,117.0
S1	1,093.5	1,093.5	1,109.3	1,083.3
S2	1,073.0	1,073.0	1,104.8
S3	1,024.0	1,044.5	1,100.3
S4	975.0	995.5	1,086.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,156.2	1,112.9	43.3	3.8%	15.5	1.3%	77%	True	False	78,529
10	1,156.2	1,101.6	54.6	4.8%	20.0	1.7%	82%	True	False	127,412
20	1,202.4	1,101.6	100.8	8.8%	18.8	1.6%	44%	False	False	69,893
40	1,202.4	1,101.6	100.8	8.8%	14.5	1.3%	44%	False	False	35,386
60	1,202.4	1,071.0	131.4	11.5%	14.0	1.2%	57%	False	False	23,607
80	1,202.4	1,065.5	136.9	11.9%	11.5	1.0%	59%	False	False	17,708
100	1,213.2	1,065.5	147.7	12.9%	9.3	0.8%	55%	False	False	14,166
120	1,261.5	1,065.5	196.0	17.1%	7.8	0.7%	41%	False	False	11,805

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	4.1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,206.3
2.618	1,187.0
1.618	1,175.3
1.000	1,168.0
0.618	1,163.5
HIGH	1,156.3
0.618	1,151.8
0.500	1,150.3
0.382	1,149.0
LOW	1,144.5
0.618	1,137.0
1.000	1,132.5
1.618	1,125.3
2.618	1,113.5
4.250	1,094.3

Fisher Pivots for day following 24-Dec-2015
Pivot	1 day	3 day
R1	1,150.3	1,143.0
PP	1,149.0	1,139.8
S1	1,147.5	1,136.5

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

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