ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 05-Feb-2016

Day Change Summary
	Previous	Current
	04-Feb-2016	05-Feb-2016	Change	Change %	Previous Week
Open	1,006.4	1,007.8	1.4	0.1%	1,030.5
High	1,023.8	1,014.3	-9.5	-0.9%	1,034.9
Low	997.5	983.2	-14.3	-1.4%	983.2
Close	1,010.1	985.4	-24.7	-2.4%	985.4
Range	26.3	31.1	4.8	18.3%	51.7
ATR	28.1	28.3	0.2	0.8%	0.0
Volume	144,721	141,985	-2,736	-1.9%	681,035

Daily Pivots for day following 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,087.5	1,067.5	1,002.5
R3	1,056.5	1,036.5	994.0
R2	1,025.5	1,025.5	991.0
R1	1,005.5	1,005.5	988.3	999.8
PP	994.3	994.3	994.3	991.5
S1	974.3	974.3	982.5	968.8
S2	963.3	963.3	979.8
S3	932.0	943.3	976.8
S4	901.0	912.0	968.3

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,156.3	1,122.5	1,013.8
R3	1,104.5	1,070.8	999.5
R2	1,052.8	1,052.8	995.0
R1	1,019.3	1,019.3	990.3	1,010.3
PP	1,001.3	1,001.3	1,001.3	996.8
S1	967.5	967.5	980.8	958.5
S2	949.5	949.5	976.0
S3	897.8	915.8	971.3
S4	846.0	864.0	957.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,034.9	983.2	51.7	5.2%	26.3	2.7%	4%	False	True	136,207
10	1,035.8	983.2	52.6	5.3%	27.5	2.8%	4%	False	True	132,173
20	1,074.5	953.7	120.8	12.3%	32.3	3.3%	26%	False	False	152,325
40	1,160.7	953.7	207.0	21.0%	26.5	2.7%	15%	False	False	131,431
60	1,202.4	953.7	248.7	25.2%	22.3	2.3%	13%	False	False	88,122
80	1,202.4	953.7	248.7	25.2%	19.3	2.0%	13%	False	False	66,137
100	1,202.4	953.7	248.7	25.2%	17.5	1.8%	13%	False	False	52,913
120	1,202.4	953.7	248.7	25.2%	14.5	1.5%	13%	False	False	44,094

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	6.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,146.5
2.618	1,095.8
1.618	1,064.5
1.000	1,045.5
0.618	1,033.5
HIGH	1,014.3
0.618	1,002.5
0.500	998.8
0.382	995.0
LOW	983.3
0.618	964.0
1.000	952.0
1.618	933.0
2.618	901.8
4.250	851.0

Fisher Pivots for day following 05-Feb-2016
Pivot	1 day	3 day
R1	998.8	1,003.5
PP	994.3	997.5
S1	989.8	991.5

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

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