ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 21-Jan-2016

Day Change Summary
	Previous	Current
	20-Jan-2016	21-Jan-2016	Change	Change %	Previous Week
Open	988.5	1,002.5	14.0	1.4%	1,046.0
High	1,007.2	1,013.0	5.8	0.6%	1,053.6
Low	953.7	985.5	31.8	3.3%	978.2
Close	998.5	992.3	-6.2	-0.6%	1,005.9
Range	53.5	27.5	-26.0	-48.6%	75.4
ATR	29.1	29.0	-0.1	-0.4%	0.0
Volume	225,484	171,804	-53,680	-23.8%	880,335

Daily Pivots for day following 21-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,079.5	1,063.3	1,007.5
R3	1,052.0	1,035.8	999.8
R2	1,024.5	1,024.5	997.3
R1	1,008.3	1,008.3	994.8	1,002.8
PP	997.0	997.0	997.0	994.0
S1	980.8	980.8	989.8	975.3
S2	969.5	969.5	987.3
S3	942.0	953.3	984.8
S4	914.5	925.8	977.3

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	1,030.9	953.7	77.2	7.8%	40.0	4.0%	50%	False	False	184,752
10	1,092.8	953.7	139.1	14.0%	37.5	3.8%	28%	False	False	176,044
20	1,160.0	953.7	206.3	20.8%	28.5	2.9%	19%	False	False	130,043
40	1,202.4	953.7	248.7	25.1%	23.3	2.3%	16%	False	False	95,510
60	1,202.4	953.7	248.7	25.1%	19.3	1.9%	16%	False	False	63,956
80	1,202.4	953.7	248.7	25.1%	17.8	1.8%	16%	False	False	47,980
100	1,202.4	953.7	248.7	25.1%	14.5	1.5%	16%	False	False	38,384
120	1,220.5	953.7	266.8	26.9%	12.0	1.2%	14%	False	False	31,987

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	9.9
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,130.0
2.618	1,085.0
1.618	1,057.5
1.000	1,040.5
0.618	1,030.0
HIGH	1,013.0
0.618	1,002.5
0.500	999.3
0.382	996.0
LOW	985.5
0.618	968.5
1.000	958.0
1.618	941.0
2.618	913.5
4.250	868.5

Fisher Pivots for day following 21-Jan-2016
Pivot	1 day	3 day
R1	999.3	990.8
PP	997.0	989.3
S1	994.5	987.5

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

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