ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 12-Feb-2016

Day Change Summary
	Previous	Current
	11-Feb-2016	12-Feb-2016	Change	Change %	Previous Week
Open	953.6	954.0	0.4	0.0%	986.1
High	958.5	971.5	13.0	1.4%	991.5
Low	936.2	949.6	13.4	1.4%	936.2
Close	950.7	968.4	17.7	1.9%	968.4
Range	22.3	21.9	-0.4	-1.8%	55.3
ATR	28.1	27.7	-0.4	-1.6%	0.0
Volume	190,611	127,516	-63,095	-33.1%	798,920

Daily Pivots for day following 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,028.8	1,020.5	980.5
R3	1,007.0	998.8	974.5
R2	985.0	985.0	972.5
R1	976.8	976.8	970.5	981.0
PP	963.3	963.3	963.3	965.3
S1	954.8	954.8	966.5	959.0
S2	941.3	941.3	964.5
S3	919.3	933.0	962.5
S4	897.5	911.0	956.3

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,131.3	1,105.3	998.8
R3	1,076.0	1,049.8	983.5
R2	1,020.8	1,020.8	978.5
R1	994.5	994.5	973.5	980.0
PP	965.3	965.3	965.3	958.0
S1	939.3	939.3	963.3	924.8
S2	910.0	910.0	958.3
S3	854.8	884.0	953.3
S4	799.5	828.8	938.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	991.5	936.2	55.3	5.7%	26.5	2.7%	58%	False	False	159,784
10	1,034.9	936.2	98.7	10.2%	26.3	2.7%	33%	False	False	147,995
20	1,035.8	936.2	99.6	10.3%	30.0	3.1%	32%	False	False	149,524
40	1,160.0	936.2	223.8	23.1%	27.0	2.8%	14%	False	False	133,297
60	1,202.4	936.2	266.2	27.5%	23.5	2.4%	12%	False	False	101,334
80	1,202.4	936.2	266.2	27.5%	20.5	2.1%	12%	False	False	76,122
100	1,202.4	936.2	266.2	27.5%	18.8	1.9%	12%	False	False	60,903
120	1,202.4	936.2	266.2	27.5%	15.8	1.6%	12%	False	False	50,752

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,064.5
2.618	1,028.8
1.618	1,007.0
1.000	993.5
0.618	985.0
HIGH	971.5
0.618	963.3
0.500	960.5
0.382	958.0
LOW	949.5
0.618	936.0
1.000	927.8
1.618	914.3
2.618	892.3
4.250	856.5

Fisher Pivots for day following 12-Feb-2016
Pivot	1 day	3 day
R1	965.8	965.5
PP	963.3	962.5
S1	960.5	959.5

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

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