ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 09-Feb-2016

Day Change Summary
	Previous	Current
	08-Feb-2016	09-Feb-2016	Change	Change %	Previous Week
Open	986.1	966.9	-19.2	-1.9%	1,030.5
High	991.5	974.8	-16.7	-1.7%	1,034.9
Low	952.9	953.2	0.3	0.0%	983.2
Close	970.0	960.6	-9.4	-1.0%	985.4
Range	38.6	21.6	-17.0	-44.0%	51.7
ATR	29.1	28.5	-0.5	-1.8%	0.0
Volume	169,589	156,304	-13,285	-7.8%	681,035

Daily Pivots for day following 09-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,027.8	1,015.8	972.5
R3	1,006.0	994.3	966.5
R2	984.5	984.5	964.5
R1	972.5	972.5	962.5	967.8
PP	962.8	962.8	962.8	960.5
S1	951.0	951.0	958.5	946.0
S2	941.3	941.3	956.8
S3	919.8	929.3	954.8
S4	898.0	907.8	948.8

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	1,023.8	952.9	70.9	7.4%	29.8	3.1%	11%	False	False	154,826
10	1,035.8	952.9	82.9	8.6%	27.5	2.9%	9%	False	False	142,731
20	1,053.6	952.9	100.7	10.5%	32.3	3.4%	8%	False	False	152,406
40	1,160.0	952.9	207.1	21.6%	27.0	2.8%	4%	False	False	136,869
60	1,202.4	952.9	249.5	26.0%	22.8	2.4%	3%	False	False	93,451
80	1,202.4	952.9	249.5	26.0%	19.8	2.1%	3%	False	False	70,210
100	1,202.4	952.9	249.5	26.0%	18.0	1.9%	3%	False	False	56,172
120	1,202.4	952.9	249.5	26.0%	15.0	1.6%	3%	False	False	46,810

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	6.1
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,066.5
2.618	1,031.3
1.618	1,009.8
1.000	996.5
0.618	988.3
HIGH	974.8
0.618	966.5
0.500	964.0
0.382	961.5
LOW	953.3
0.618	939.8
1.000	931.5
1.618	918.3
2.618	896.8
4.250	861.5

Fisher Pivots for day following 09-Feb-2016
Pivot	1 day	3 day
R1	964.0	983.5
PP	962.8	976.0
S1	961.8	968.3

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

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