ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 12-Jan-2016

Day Change Summary
	Previous	Current
	11-Jan-2016	12-Jan-2016	Change	Change %	Previous Week
Open	1,046.0	1,039.3	-6.7	-0.6%	1,132.0
High	1,051.4	1,053.6	2.2	0.2%	1,136.6
Low	1,026.7	1,022.8	-3.9	-0.4%	1,039.8
Close	1,038.0	1,036.8	-1.2	-0.1%	1,041.2
Range	24.7	30.8	6.1	24.7%	96.8
ATR	21.5	22.2	0.7	3.1%	0.0
Volume	158,358	154,372	-3,986	-2.5%	722,957

Daily Pivots for day following 12-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,130.3	1,114.3	1,053.8
R3	1,099.3	1,083.5	1,045.3
R2	1,068.5	1,068.5	1,042.5
R1	1,052.8	1,052.8	1,039.5	1,045.3
PP	1,037.8	1,037.8	1,037.8	1,034.0
S1	1,021.8	1,021.8	1,034.0	1,014.5
S2	1,007.0	1,007.0	1,031.3
S3	976.3	991.0	1,028.3
S4	945.3	960.3	1,019.8

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	1,109.1	1,022.8	86.3	8.3%	30.3	2.9%	16%	False	True	155,891
10	1,160.0	1,022.8	137.2	13.2%	25.8	2.5%	10%	False	True	124,720
20	1,160.0	1,022.8	137.2	13.2%	22.0	2.1%	10%	False	True	119,906
40	1,202.4	1,022.8	179.6	17.3%	18.8	1.8%	8%	False	True	67,833
60	1,202.4	1,022.8	179.6	17.3%	16.0	1.5%	8%	False	True	45,384
80	1,202.4	1,022.8	179.6	17.3%	14.8	1.4%	8%	False	True	34,044
100	1,202.4	1,022.8	179.6	17.3%	12.0	1.1%	8%	False	True	27,235
120	1,226.1	1,022.8	203.3	19.6%	10.0	1.0%	7%	False	True	22,696

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,184.5
2.618	1,134.3
1.618	1,103.5
1.000	1,084.5
0.618	1,072.8
HIGH	1,053.5
0.618	1,041.8
0.500	1,038.3
0.382	1,034.5
LOW	1,022.8
0.618	1,003.8
1.000	992.0
1.618	973.0
2.618	942.3
4.250	892.0

Fisher Pivots for day following 12-Jan-2016
Pivot	1 day	3 day
R1	1,038.3	1,048.8
PP	1,037.8	1,044.8
S1	1,037.3	1,040.8

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

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