ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 20-Jan-2016

Day Change Summary
	Previous	Current
	19-Jan-2016	20-Jan-2016	Change	Change %	Previous Week
Open	1,009.9	988.5	-21.4	-2.1%	1,046.0
High	1,021.5	1,007.2	-14.3	-1.4%	1,053.6
Low	980.6	953.7	-26.9	-2.7%	978.2
Close	990.1	998.5	8.4	0.8%	1,005.9
Range	40.9	53.5	12.6	30.8%	75.4
ATR	27.2	29.1	1.9	6.9%	0.0
Volume	150,043	225,484	75,441	50.3%	880,335

Daily Pivots for day following 20-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,147.0	1,126.3	1,028.0
R3	1,093.5	1,072.8	1,013.3
R2	1,040.0	1,040.0	1,008.3
R1	1,019.3	1,019.3	1,003.5	1,029.5
PP	986.5	986.5	986.5	991.8
S1	965.8	965.8	993.5	976.0
S2	933.0	933.0	988.8
S3	879.5	912.3	983.8
S4	826.0	858.8	969.0

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	1,047.7	953.7	94.0	9.4%	44.3	4.4%	48%	False	True	188,626
10	1,109.1	953.7	155.4	15.6%	37.3	3.7%	29%	False	True	172,258
20	1,160.0	953.7	206.3	20.7%	27.8	2.8%	22%	False	True	125,748
40	1,202.4	953.7	248.7	24.9%	22.8	2.3%	18%	False	True	91,318
60	1,202.4	953.7	248.7	24.9%	18.8	1.9%	18%	False	True	61,092
80	1,202.4	953.7	248.7	24.9%	17.5	1.8%	18%	False	True	45,833
100	1,202.4	953.7	248.7	24.9%	14.0	1.4%	18%	False	True	36,666
120	1,220.5	953.7	266.8	26.7%	11.8	1.2%	17%	False	True	30,555

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	8.9
Widest range in 160 trading days

Fibonacci Retracements and Extensions
4.250	1,234.5
2.618	1,147.3
1.618	1,093.8
1.000	1,060.8
0.618	1,040.3
HIGH	1,007.3
0.618	986.8
0.500	980.5
0.382	974.3
LOW	953.8
0.618	920.8
1.000	900.3
1.618	867.3
2.618	813.8
4.250	726.3

Fisher Pivots for day following 20-Jan-2016
Pivot	1 day	3 day
R1	992.5	994.8
PP	986.5	991.3
S1	980.5	987.5

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

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