ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 26-Jan-2016

Day Change Summary
	Previous	Current
	25-Jan-2016	26-Jan-2016	Change	Change %	Previous Week
Open	1,014.7	992.4	-22.3	-2.2%	1,009.9
High	1,017.7	1,017.9	0.2	0.0%	1,021.5
Low	992.0	983.3	-8.7	-0.9%	953.7
Close	994.6	1,014.1	19.5	2.0%	1,015.8
Range	25.7	34.6	8.9	34.6%	67.8
ATR	28.9	29.3	0.4	1.4%	0.0
Volume	107,259	113,058	5,799	5.4%	678,531

Daily Pivots for day following 26-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,109.0	1,096.0	1,033.3
R3	1,074.3	1,061.5	1,023.5
R2	1,039.8	1,039.8	1,020.5
R1	1,027.0	1,027.0	1,017.3	1,033.3
PP	1,005.0	1,005.0	1,005.0	1,008.3
S1	992.3	992.3	1,011.0	998.8
S2	970.5	970.5	1,007.8
S3	936.0	957.8	1,004.5
S4	901.3	923.0	995.0

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	1,020.0	953.7	66.3	6.5%	34.5	3.4%	91%	False	False	149,761
10	1,053.6	953.7	99.9	9.9%	37.0	3.7%	60%	False	False	162,082
20	1,160.0	953.7	206.3	20.3%	30.5	3.0%	29%	False	False	138,666
40	1,202.4	953.7	248.7	24.5%	24.5	2.4%	24%	False	False	104,279
60	1,202.4	953.7	248.7	24.5%	20.0	2.0%	24%	False	False	69,812
80	1,202.4	953.7	248.7	24.5%	18.0	1.8%	24%	False	False	52,372
100	1,202.4	953.7	248.7	24.5%	15.3	1.5%	24%	False	False	41,899
120	1,213.2	953.7	259.5	25.6%	12.8	1.3%	23%	False	False	34,916

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.4
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,165.0
2.618	1,108.5
1.618	1,074.0
1.000	1,052.5
0.618	1,039.3
HIGH	1,018.0
0.618	1,004.8
0.500	1,000.5
0.382	996.5
LOW	983.3
0.618	962.0
1.000	948.8
1.618	927.3
2.618	892.8
4.250	836.3

Fisher Pivots for day following 26-Jan-2016
Pivot	1 day	3 day
R1	1,009.5	1,010.0
PP	1,005.0	1,005.8
S1	1,000.5	1,001.8

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

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