ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 29-Dec-2015

Day Change Summary
	Previous	Current
	28-Dec-2015	29-Dec-2015	Change	Change %	Previous Week
Open	1,145.5	1,143.7	-1.8	-0.2%	1,115.8
High	1,147.6	1,160.0	12.4	1.1%	1,156.2
Low	1,133.7	1,143.1	9.4	0.8%	1,114.0
Close	1,143.2	1,159.6	16.4	1.4%	1,146.2
Range	13.9	16.9	3.0	21.6%	42.2
ATR	17.3	17.3	0.0	-0.2%	0.0
Volume	59,668	61,223	1,555	2.6%	264,959

Daily Pivots for day following 29-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,205.0	1,199.3	1,169.0
R3	1,188.0	1,182.3	1,164.3
R2	1,171.3	1,171.3	1,162.8
R1	1,165.3	1,165.3	1,161.3	1,168.3
PP	1,154.3	1,154.3	1,154.3	1,155.8
S1	1,148.5	1,148.5	1,158.0	1,151.3
S2	1,137.3	1,137.3	1,156.5
S3	1,120.5	1,131.5	1,155.0
S4	1,103.5	1,114.8	1,150.3

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,265.5	1,248.0	1,169.5
R3	1,223.3	1,205.8	1,157.8
R2	1,181.0	1,181.0	1,154.0
R1	1,163.5	1,163.5	1,150.0	1,172.3
PP	1,138.8	1,138.8	1,138.8	1,143.3
S1	1,121.5	1,121.5	1,142.3	1,130.0
S2	1,096.5	1,096.5	1,138.5
S3	1,054.5	1,079.3	1,134.5
S4	1,012.3	1,037.0	1,123.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,160.0	1,116.9	43.1	3.7%	16.0	1.4%	99%	True	False	59,992
10	1,160.0	1,107.0	53.0	4.6%	17.5	1.5%	99%	True	False	97,280
20	1,200.0	1,101.6	98.4	8.5%	19.3	1.7%	59%	False	False	75,813
40	1,202.4	1,101.6	100.8	8.7%	14.8	1.3%	58%	False	False	38,406
60	1,202.4	1,101.6	100.8	8.7%	13.5	1.2%	58%	False	False	25,620
80	1,202.4	1,065.5	136.9	11.8%	12.0	1.0%	69%	False	False	19,219
100	1,213.2	1,065.5	147.7	12.7%	9.5	0.8%	64%	False	False	15,375
120	1,261.5	1,065.5	196.0	16.9%	8.0	0.7%	48%	False	False	12,812

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3.5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,231.8
2.618	1,204.3
1.618	1,187.3
1.000	1,177.0
0.618	1,170.5
HIGH	1,160.0
0.618	1,153.5
0.500	1,151.5
0.382	1,149.5
LOW	1,143.0
0.618	1,132.8
1.000	1,126.3
1.618	1,115.8
2.618	1,098.8
4.250	1,071.3

Fisher Pivots for day following 29-Dec-2015
Pivot	1 day	3 day
R1	1,157.0	1,155.3
PP	1,154.3	1,151.0
S1	1,151.5	1,146.8

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

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