ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 25-Jan-2016

Day Change Summary
	Previous	Current
	22-Jan-2016	25-Jan-2016	Change	Change %	Previous Week
Open	994.1	1,014.7	20.6	2.1%	1,009.9
High	1,020.0	1,017.7	-2.3	-0.2%	1,021.5
Low	989.1	992.0	2.9	0.3%	953.7
Close	1,015.8	994.6	-21.2	-2.1%	1,015.8
Range	30.9	25.7	-5.2	-16.8%	67.8
ATR	29.1	28.9	-0.2	-0.8%	0.0
Volume	131,200	107,259	-23,941	-18.2%	678,531

Daily Pivots for day following 25-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,078.5	1,062.3	1,008.8
R3	1,052.8	1,036.5	1,001.8
R2	1,027.3	1,027.3	999.3
R1	1,010.8	1,010.8	997.0	1,006.3
PP	1,001.5	1,001.5	1,001.5	999.0
S1	985.3	985.3	992.3	980.5
S2	975.8	975.8	990.0
S3	950.0	959.5	987.5
S4	924.3	933.8	980.5

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,200.5	1,176.0	1,053.0
R3	1,132.5	1,108.0	1,034.5
R2	1,064.8	1,064.8	1,028.3
R1	1,040.3	1,040.3	1,022.0	1,052.5
PP	997.0	997.0	997.0	1,003.0
S1	972.5	972.5	1,009.5	984.8
S2	929.3	929.3	1,003.3
S3	861.5	904.8	997.3
S4	793.5	837.0	978.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,021.5	953.7	67.8	6.8%	35.8	3.6%	60%	False	False	157,158
10	1,053.6	953.7	99.9	10.0%	36.0	3.6%	41%	False	False	166,612
20	1,160.0	953.7	206.3	20.7%	29.5	3.0%	20%	False	False	134,545
40	1,202.4	953.7	248.7	25.0%	24.0	2.4%	16%	False	False	101,453
60	1,202.4	953.7	248.7	25.0%	19.5	2.0%	16%	False	False	67,928
80	1,202.4	953.7	248.7	25.0%	18.0	1.8%	16%	False	False	50,959
100	1,202.4	953.7	248.7	25.0%	15.0	1.5%	16%	False	False	40,769
120	1,213.2	953.7	259.5	26.1%	12.5	1.3%	16%	False	False	33,974

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.0
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1,127.0
2.618	1,085.0
1.618	1,059.3
1.000	1,043.5
0.618	1,033.5
HIGH	1,017.8
0.618	1,008.0
0.500	1,004.8
0.382	1,001.8
LOW	992.0
0.618	976.0
1.000	966.3
1.618	950.5
2.618	924.8
4.250	882.8

Fisher Pivots for day following 25-Jan-2016
Pivot	1 day	3 day
R1	1,004.8	1,002.8
PP	1,001.5	1,000.0
S1	998.0	997.3

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

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