ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 16-Feb-2016

Day Change Summary
	Previous	Current
	12-Feb-2016	16-Feb-2016	Change	Change %	Previous Week
Open	954.0	984.8	30.8	3.2%	986.1
High	971.5	994.7	23.2	2.4%	991.5
Low	949.6	975.7	26.1	2.7%	936.2
Close	968.4	991.0	22.6	2.3%	968.4
Range	21.9	19.0	-2.9	-13.2%	55.3
ATR	27.7	27.6	-0.1	-0.4%	0.0
Volume	127,516	104,772	-22,744	-17.8%	798,920

Daily Pivots for day following 16-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,044.3	1,036.5	1,001.5
R3	1,025.3	1,017.5	996.3
R2	1,006.3	1,006.3	994.5
R1	998.5	998.5	992.8	1,002.3
PP	987.3	987.3	987.3	989.0
S1	979.5	979.5	989.3	983.3
S2	968.3	968.3	987.5
S3	949.3	960.5	985.8
S4	930.3	941.5	980.5

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	994.7	936.2	58.5	5.9%	22.5	2.3%	94%	True	False	146,820
10	1,024.9	936.2	88.7	9.0%	26.3	2.7%	62%	False	False	147,039
20	1,035.8	936.2	99.6	10.1%	29.0	2.9%	55%	False	False	145,198
40	1,160.0	936.2	223.8	22.6%	27.0	2.7%	24%	False	False	132,384
60	1,202.4	936.2	266.2	26.9%	23.3	2.4%	21%	False	False	103,074
80	1,202.4	936.2	266.2	26.9%	20.3	2.1%	21%	False	False	77,431
100	1,202.4	936.2	266.2	26.9%	19.0	1.9%	21%	False	False	61,950
120	1,202.4	936.2	266.2	26.9%	15.8	1.6%	21%	False	False	51,625

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	6.5
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1,075.5
2.618	1,044.5
1.618	1,025.5
1.000	1,013.8
0.618	1,006.5
HIGH	994.8
0.618	987.5
0.500	985.3
0.382	983.0
LOW	975.8
0.618	964.0
1.000	956.8
1.618	945.0
2.618	926.0
4.250	895.0

Fisher Pivots for day following 16-Feb-2016
Pivot	1 day	3 day
R1	989.0	982.5
PP	987.3	974.0
S1	985.3	965.5

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

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