ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 15-Jan-2016

Day Change Summary
	Previous	Current
	14-Jan-2016	15-Jan-2016	Change	Change %	Previous Week
Open	1,009.2	1,020.1	10.9	1.1%	1,046.0
High	1,030.9	1,021.1	-9.8	-1.0%	1,053.6
Low	995.4	978.2	-17.2	-1.7%	978.2
Close	1,020.5	1,005.9	-14.6	-1.4%	1,005.9
Range	35.5	42.9	7.4	20.8%	75.4
ATR	24.9	26.1	1.3	5.2%	0.0
Volume	185,124	191,305	6,181	3.3%	880,335

Daily Pivots for day following 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,130.5	1,111.0	1,029.5
R3	1,087.5	1,068.3	1,017.8
R2	1,044.8	1,044.8	1,013.8
R1	1,025.3	1,025.3	1,009.8	1,013.5
PP	1,001.8	1,001.8	1,001.8	995.8
S1	982.3	982.3	1,002.0	970.5
S2	958.8	958.8	998.0
S3	916.0	939.5	994.0
S4	873.0	896.5	982.3

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,238.8	1,197.8	1,047.3
R3	1,163.3	1,122.3	1,026.8
R2	1,088.0	1,088.0	1,019.8
R1	1,047.0	1,047.0	1,012.8	1,029.8
PP	1,012.5	1,012.5	1,012.5	1,004.0
S1	971.5	971.5	999.0	954.3
S2	937.3	937.3	992.0
S3	861.8	896.3	985.3
S4	786.3	820.8	964.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,053.6	978.2	75.4	7.5%	36.5	3.6%	37%	False	True	176,067
10	1,136.6	978.2	158.4	15.7%	33.3	3.3%	17%	False	True	160,329
20	1,160.0	978.2	181.8	18.1%	25.0	2.5%	15%	False	True	119,571
40	1,202.4	978.2	224.2	22.3%	20.5	2.0%	12%	False	True	82,013
60	1,202.4	978.2	224.2	22.3%	17.5	1.7%	12%	False	True	54,843
80	1,202.4	978.2	224.2	22.3%	16.3	1.6%	12%	False	True	41,139
100	1,202.4	978.2	224.2	22.3%	13.3	1.3%	12%	False	True	32,911
120	1,226.1	978.2	247.9	24.6%	11.0	1.1%	11%	False	True	27,426

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	6.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,203.5
2.618	1,133.5
1.618	1,090.5
1.000	1,064.0
0.618	1,047.5
HIGH	1,021.0
0.618	1,004.8
0.500	999.8
0.382	994.5
LOW	978.3
0.618	951.8
1.000	935.3
1.618	908.8
2.618	866.0
4.250	796.0

Fisher Pivots for day following 15-Jan-2016
Pivot	1 day	3 day
R1	1,003.8	1,013.0
PP	1,001.8	1,010.5
S1	999.8	1,008.3

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

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