ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 11-Jan-2016

Day Change Summary
	Previous	Current
	08-Jan-2016	11-Jan-2016	Change	Change %	Previous Week
Open	1,059.8	1,046.0	-13.8	-1.3%	1,132.0
High	1,074.5	1,051.4	-23.1	-2.1%	1,136.6
Low	1,039.8	1,026.7	-13.1	-1.3%	1,039.8
Close	1,041.2	1,038.0	-3.2	-0.3%	1,041.2
Range	34.7	24.7	-10.0	-28.8%	96.8
ATR	21.3	21.5	0.2	1.1%	0.0
Volume	165,898	158,358	-7,540	-4.5%	722,957

Daily Pivots for day following 11-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,112.8	1,100.0	1,051.5
R3	1,088.0	1,075.5	1,044.8
R2	1,063.5	1,063.5	1,042.5
R1	1,050.8	1,050.8	1,040.3	1,044.8
PP	1,038.8	1,038.8	1,038.8	1,035.8
S1	1,026.0	1,026.0	1,035.8	1,020.0
S2	1,014.0	1,014.0	1,033.5
S3	989.3	1,001.3	1,031.3
S4	964.5	976.5	1,024.5

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,363.0	1,298.8	1,094.5
R3	1,266.3	1,202.0	1,067.8
R2	1,169.3	1,169.3	1,059.0
R1	1,105.3	1,105.3	1,050.0	1,089.0
PP	1,072.5	1,072.5	1,072.5	1,064.3
S1	1,008.5	1,008.5	1,032.3	992.0
S2	975.8	975.8	1,023.5
S3	879.0	911.8	1,014.5
S4	782.3	814.8	988.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,111.8	1,026.7	85.1	8.2%	26.8	2.6%	13%	False	True	146,194
10	1,160.0	1,026.7	133.3	12.8%	24.0	2.3%	8%	False	True	115,250
20	1,160.0	1,026.7	133.3	12.8%	22.0	2.1%	8%	False	True	121,331
40	1,202.4	1,026.7	175.7	16.9%	18.0	1.7%	6%	False	True	63,974
60	1,202.4	1,026.7	175.7	16.9%	15.5	1.5%	6%	False	True	42,811
80	1,202.4	1,026.7	175.7	16.9%	14.5	1.4%	6%	False	True	32,114
100	1,202.4	1,026.7	175.7	16.9%	11.5	1.1%	6%	False	True	25,691
120	1,226.1	1,026.7	199.4	19.2%	9.8	0.9%	6%	False	True	21,409

Crabel Price Patterns
NR	True
NR4	True
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	3.4
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,156.5
2.618	1,116.0
1.618	1,091.3
1.000	1,076.0
0.618	1,066.8
HIGH	1,051.5
0.618	1,042.0
0.500	1,039.0
0.382	1,036.3
LOW	1,026.8
0.618	1,011.5
1.000	1,002.0
1.618	986.8
2.618	962.0
4.250	921.8

Fisher Pivots for day following 11-Jan-2016
Pivot	1 day	3 day
R1	1,039.0	1,059.8
PP	1,038.8	1,052.5
S1	1,038.3	1,045.3

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

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