ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 23-Feb-2016

Day Change Summary
	Previous	Current
	22-Feb-2016	23-Feb-2016	Change	Change %	Previous Week
Open	1,006.9	1,014.2	7.3	0.7%	984.8
High	1,024.0	1,018.7	-5.3	-0.5%	1,016.6
Low	1,005.3	1,007.7	2.4	0.2%	975.7
Close	1,017.0	1,009.8	-7.2	-0.7%	1,008.5
Range	18.7	11.0	-7.7	-41.2%	40.9
ATR	25.5	24.5	-1.0	-4.1%	0.0
Volume	82,325	85,508	3,183	3.9%	404,044

Daily Pivots for day following 23-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,045.0	1,038.5	1,015.8
R3	1,034.0	1,027.5	1,012.8
R2	1,023.0	1,023.0	1,011.8
R1	1,016.5	1,016.5	1,010.8	1,014.3
PP	1,012.0	1,012.0	1,012.0	1,011.0
S1	1,005.5	1,005.5	1,008.8	1,003.3
S2	1,001.0	1,001.0	1,007.8
S3	990.0	994.5	1,006.8
S4	979.0	983.5	1,003.8

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,123.0	1,106.8	1,031.0
R3	1,082.0	1,065.8	1,019.8
R2	1,041.3	1,041.3	1,016.0
R1	1,024.8	1,024.8	1,012.3	1,033.0
PP	1,000.3	1,000.3	1,000.3	1,004.3
S1	984.0	984.0	1,004.8	992.0
S2	959.3	959.3	1,001.0
S3	918.5	943.0	997.3
S4	877.5	902.3	986.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,024.0	986.3	37.7	3.7%	18.0	1.8%	62%	False	False	93,421
10	1,024.0	936.2	87.8	8.7%	20.3	2.0%	84%	False	False	120,120
20	1,035.8	936.2	99.6	9.9%	24.5	2.4%	74%	False	False	129,263
40	1,160.0	936.2	223.8	22.2%	27.0	2.7%	33%	False	False	131,904
60	1,202.4	936.2	266.2	26.4%	24.0	2.4%	28%	False	False	110,723
80	1,202.4	936.2	266.2	26.4%	20.8	2.1%	28%	False	False	83,262
100	1,202.4	936.2	266.2	26.4%	19.3	1.9%	28%	False	False	66,620
120	1,202.4	936.2	266.2	26.4%	16.5	1.6%	28%	False	False	55,518

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.9
Narrowest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	1,065.5
2.618	1,047.5
1.618	1,036.5
1.000	1,029.8
0.618	1,025.5
HIGH	1,018.8
0.618	1,014.5
0.500	1,013.3
0.382	1,012.0
LOW	1,007.8
0.618	1,001.0
1.000	996.8
1.618	990.0
2.618	979.0
4.250	961.0

Fisher Pivots for day following 23-Feb-2016
Pivot	1 day	3 day
R1	1,013.3	1,009.8
PP	1,012.0	1,009.5
S1	1,011.0	1,009.3

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

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