ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 31-Dec-2015

Day Change Summary
	Previous	Current
	30-Dec-2015	31-Dec-2015	Change	Change %	Previous Week
Open	1,159.0	1,144.2	-14.8	-1.3%	1,115.8
High	1,160.0	1,144.7	-15.3	-1.3%	1,156.2
Low	1,142.4	1,128.1	-14.3	-1.3%	1,114.0
Close	1,143.0	1,131.5	-11.5	-1.0%	1,146.2
Range	17.6	16.6	-1.0	-5.7%	42.2
ATR	17.3	17.2	0.0	-0.3%	0.0
Volume	59,116	91,178	32,062	54.2%	264,959

Daily Pivots for day following 31-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1,184.5	1,174.8	1,140.8
R3	1,168.0	1,158.0	1,136.0
R2	1,151.3	1,151.3	1,134.5
R1	1,141.5	1,141.5	1,133.0	1,138.0
PP	1,134.8	1,134.8	1,134.8	1,133.0
S1	1,124.8	1,124.8	1,130.0	1,121.5
S2	1,118.3	1,118.3	1,128.5
S3	1,101.5	1,108.3	1,127.0
S4	1,085.0	1,091.8	1,122.3

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	1,128.1	31.9	2.8%	15.3	1.4%	11%	False	True	60,366
10	1,160.0	1,112.9	47.1	4.2%	16.8	1.5%	39%	False	False	78,813
20	1,194.0	1,101.6	92.4	8.2%	19.8	1.7%	32%	False	False	83,149
40	1,202.4	1,101.6	100.8	8.9%	15.3	1.3%	30%	False	False	42,136
60	1,202.4	1,101.6	100.8	8.9%	13.8	1.2%	30%	False	False	28,124
80	1,202.4	1,065.5	136.9	12.1%	12.3	1.1%	48%	False	False	21,097
100	1,213.2	1,065.5	147.7	13.1%	9.8	0.9%	45%	False	False	16,878
120	1,261.5	1,065.5	196.0	17.3%	8.3	0.7%	34%	False	False	14,065

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	3.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,215.3
2.618	1,188.3
1.618	1,171.5
1.000	1,161.3
0.618	1,155.0
HIGH	1,144.8
0.618	1,138.3
0.500	1,136.5
0.382	1,134.5
LOW	1,128.0
0.618	1,117.8
1.000	1,111.5
1.618	1,101.3
2.618	1,084.8
4.250	1,057.5

Fisher Pivots for day following 31-Dec-2015
Pivot	1 day	3 day
R1	1,136.5	1,144.0
PP	1,134.8	1,139.8
S1	1,133.3	1,135.8

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

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