ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 05-Jan-2016

Day Change Summary
	Previous	Current
	04-Jan-2016	05-Jan-2016	Change	Change %	Previous Week
Open	1,132.0	1,109.0	-23.0	-2.0%	1,145.5
High	1,136.6	1,111.8	-24.8	-2.2%	1,160.0
Low	1,094.5	1,099.1	4.6	0.4%	1,128.1
Close	1,106.0	1,107.9	1.9	0.2%	1,131.5
Range	42.1	12.7	-29.4	-69.8%	31.9
ATR	19.0	18.6	-0.5	-2.4%	0.0
Volume	150,345	105,887	-44,458	-29.6%	271,185

Daily Pivots for day following 05-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,144.3	1,138.8	1,115.0
R3	1,131.8	1,126.3	1,111.5
R2	1,119.0	1,119.0	1,110.3
R1	1,113.5	1,113.5	1,109.0	1,109.8
PP	1,106.3	1,106.3	1,106.3	1,104.5
S1	1,100.8	1,100.8	1,106.8	1,097.3
S2	1,093.5	1,093.5	1,105.5
S3	1,080.8	1,088.0	1,104.5
S4	1,068.3	1,075.3	1,101.0

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,235.5	1,215.5	1,149.0
R3	1,203.8	1,183.5	1,140.3
R2	1,171.8	1,171.8	1,137.3
R1	1,151.8	1,151.8	1,134.5	1,145.8
PP	1,139.8	1,139.8	1,139.8	1,137.0
S1	1,119.8	1,119.8	1,128.5	1,113.8
S2	1,108.0	1,108.0	1,125.8
S3	1,076.0	1,087.8	1,122.8
S4	1,044.3	1,056.0	1,114.0

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	1,094.5	65.5	5.9%	21.3	1.9%	20%	False	False	93,549
10	1,160.0	1,094.5	65.5	5.9%	18.0	1.6%	20%	False	False	79,237
20	1,182.0	1,094.5	87.5	7.9%	20.0	1.8%	15%	False	False	95,862
40	1,202.4	1,094.5	107.9	9.7%	16.3	1.5%	12%	False	False	48,503
60	1,202.4	1,094.5	107.9	9.7%	14.3	1.3%	12%	False	False	32,395
80	1,202.4	1,065.5	136.9	12.4%	13.0	1.2%	31%	False	False	24,300
100	1,213.2	1,065.5	147.7	13.3%	10.5	0.9%	29%	False	False	19,440
120	1,249.4	1,065.5	183.9	16.6%	8.8	0.8%	23%	False	False	16,200

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.5
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,165.8
2.618	1,145.0
1.618	1,132.3
1.000	1,124.5
0.618	1,119.8
HIGH	1,111.8
0.618	1,107.0
0.500	1,105.5
0.382	1,104.0
LOW	1,099.0
0.618	1,091.3
1.000	1,086.5
1.618	1,078.5
2.618	1,065.8
4.250	1,045.0

Fisher Pivots for day following 05-Jan-2016
Pivot	1 day	3 day
R1	1,107.0	1,119.5
PP	1,106.3	1,115.8
S1	1,105.5	1,111.8

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

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