ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 28-Jan-2016

Day Change Summary
	Previous	Current
	27-Jan-2016	28-Jan-2016	Change	Change %	Previous Week
Open	1,008.6	998.3	-10.3	-1.0%	1,009.9
High	1,019.6	1,013.1	-6.5	-0.6%	1,021.5
Low	994.0	995.8	1.8	0.2%	953.7
Close	998.5	997.2	-1.3	-0.1%	1,015.8
Range	25.6	17.3	-8.3	-32.4%	67.8
ATR	29.0	28.2	-0.8	-2.9%	0.0
Volume	141,164	146,527	5,363	3.8%	678,531

Daily Pivots for day following 28-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,054.0	1,042.8	1,006.8
R3	1,036.8	1,025.5	1,002.0
R2	1,019.3	1,019.3	1,000.3
R1	1,008.3	1,008.3	998.8	1,005.3
PP	1,002.0	1,002.0	1,002.0	1,000.5
S1	991.0	991.0	995.5	987.8
S2	984.8	984.8	994.0
S3	967.5	973.8	992.5
S4	950.3	956.3	987.8

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	983.3	36.7	3.7%	26.8	2.7%	38%	False	False	127,841
10	1,030.9	953.7	77.2	7.7%	33.5	3.4%	56%	False	False	156,296
20	1,160.0	953.7	206.3	20.7%	31.3	3.1%	21%	False	False	147,006
40	1,200.0	953.7	246.3	24.7%	25.3	2.5%	18%	False	False	111,409
60	1,202.4	953.7	248.7	24.9%	20.3	2.0%	17%	False	False	74,606
80	1,202.4	953.7	248.7	24.9%	18.0	1.8%	17%	False	False	55,966
100	1,202.4	953.7	248.7	24.9%	15.8	1.6%	17%	False	False	44,776
120	1,213.2	953.7	259.5	26.0%	13.0	1.3%	17%	False	False	37,313

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	8.6
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1,086.5
2.618	1,058.5
1.618	1,041.0
1.000	1,030.5
0.618	1,023.8
HIGH	1,013.0
0.618	1,006.5
0.500	1,004.5
0.382	1,002.5
LOW	995.8
0.618	985.0
1.000	978.5
1.618	967.8
2.618	950.5
4.250	922.3

Fisher Pivots for day following 28-Jan-2016
Pivot	1 day	3 day
R1	1,004.5	1,001.5
PP	1,002.0	1,000.0
S1	999.5	998.5

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

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