ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 13-Jan-2016

Day Change Summary
	Previous	Current
	12-Jan-2016	13-Jan-2016	Change	Change %	Previous Week
Open	1,039.3	1,041.0	1.7	0.2%	1,132.0
High	1,053.6	1,047.7	-5.9	-0.6%	1,136.6
Low	1,022.8	999.7	-23.1	-2.3%	1,039.8
Close	1,036.8	1,006.9	-29.9	-2.9%	1,041.2
Range	30.8	48.0	17.2	55.8%	96.8
ATR	22.2	24.0	1.8	8.3%	0.0
Volume	154,372	191,176	36,804	23.8%	722,957

Daily Pivots for day following 13-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,162.0	1,132.5	1,033.3
R3	1,114.0	1,084.5	1,020.0
R2	1,066.0	1,066.0	1,015.8
R1	1,036.5	1,036.5	1,011.3	1,027.3
PP	1,018.0	1,018.0	1,018.0	1,013.5
S1	988.5	988.5	1,002.5	979.3
S2	970.0	970.0	998.0
S3	922.0	940.5	993.8
S4	874.0	892.5	980.5

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	1,092.8	999.7	93.1	9.2%	34.8	3.5%	8%	False	True	167,336
10	1,160.0	999.7	160.3	15.9%	28.8	2.9%	4%	False	True	137,715
20	1,160.0	999.7	160.3	15.9%	23.3	2.3%	4%	False	True	117,498
40	1,202.4	999.7	202.7	20.1%	19.5	1.9%	4%	False	True	72,612
60	1,202.4	999.7	202.7	20.1%	16.8	1.7%	4%	False	True	48,570
80	1,202.4	999.7	202.7	20.1%	15.5	1.5%	4%	False	True	36,433
100	1,202.4	999.7	202.7	20.1%	12.5	1.2%	4%	False	True	29,147
120	1,226.1	999.7	226.4	22.5%	10.3	1.0%	3%	False	True	24,289

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.3
Widest range in 156 trading days

Fibonacci Retracements and Extensions
4.250	1,251.8
2.618	1,173.3
1.618	1,125.3
1.000	1,095.8
0.618	1,077.3
HIGH	1,047.8
0.618	1,029.3
0.500	1,023.8
0.382	1,018.0
LOW	999.8
0.618	970.0
1.000	951.8
1.618	922.0
2.618	874.0
4.250	795.8

Fisher Pivots for day following 13-Jan-2016
Pivot	1 day	3 day
R1	1,023.8	1,026.8
PP	1,018.0	1,020.0
S1	1,012.5	1,013.5

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

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