ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 19-Jan-2016

Day Change Summary
	Previous	Current
	15-Jan-2016	19-Jan-2016	Change	Change %	Previous Week
Open	1,020.1	1,009.9	-10.2	-1.0%	1,046.0
High	1,021.1	1,021.5	0.4	0.0%	1,053.6
Low	978.2	980.6	2.4	0.2%	978.2
Close	1,005.9	990.1	-15.8	-1.6%	1,005.9
Range	42.9	40.9	-2.0	-4.7%	75.4
ATR	26.1	27.2	1.1	4.0%	0.0
Volume	191,305	150,043	-41,262	-21.6%	880,335

Daily Pivots for day following 19-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,120.0	1,096.0	1,012.5
R3	1,079.3	1,055.0	1,001.3
R2	1,038.3	1,038.3	997.5
R1	1,014.3	1,014.3	993.8	1,005.8
PP	997.5	997.5	997.5	993.3
S1	973.3	973.3	986.3	965.0
S2	956.5	956.5	982.5
S3	915.5	932.5	978.8
S4	874.8	891.5	967.5

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	7.6%	39.5	4.0%	16%	False	False	174,404
10	1,111.8	978.2	133.6	13.5%	33.3	3.3%	9%	False	False	160,299
20	1,160.0	978.2	181.8	18.4%	25.8	2.6%	7%	False	False	120,858
40	1,202.4	978.2	224.2	22.6%	21.5	2.2%	5%	False	False	85,744
60	1,202.4	978.2	224.2	22.6%	18.0	1.8%	5%	False	False	57,335
80	1,202.4	978.2	224.2	22.6%	17.0	1.7%	5%	False	False	43,014
100	1,202.4	978.2	224.2	22.6%	13.5	1.4%	5%	False	False	34,411
120	1,226.1	978.2	247.9	25.0%	11.3	1.1%	5%	False	False	28,676

Crabel Price Patterns
NR	True
NR4	False
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	7.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,195.3
2.618	1,128.5
1.618	1,087.8
1.000	1,062.5
0.618	1,046.8
HIGH	1,021.5
0.618	1,006.0
0.500	1,001.0
0.382	996.3
LOW	980.5
0.618	955.3
1.000	939.8
1.618	914.5
2.618	873.5
4.250	806.8

Fisher Pivots for day following 19-Jan-2016
Pivot	1 day	3 day
R1	1,001.0	1,004.5
PP	997.5	999.8
S1	993.8	995.0

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

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