ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 29-Feb-2016

Day Change Summary
	Previous	Current
	26-Feb-2016	29-Feb-2016	Change	Change %	Previous Week
Open	1,030.5	1,033.3	2.8	0.3%	1,006.9
High	1,035.5	1,044.5	9.0	0.9%	1,035.5
Low	1,035.5	1,026.1	-9.4	-0.9%	993.2
Close	1,035.5	1,031.7	-3.8	-0.4%	1,035.5
Range	0.0	18.4	18.4		42.3
ATR	22.8	22.5	-0.3	-1.4%	0.0
Volume	83,772	89,990	6,218	7.4%	449,780

Daily Pivots for day following 29-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,089.3	1,079.0	1,041.8
R3	1,071.0	1,060.5	1,036.8
R2	1,052.5	1,052.5	1,035.0
R1	1,042.0	1,042.0	1,033.5	1,038.0
PP	1,034.0	1,034.0	1,034.0	1,032.0
S1	1,023.8	1,023.8	1,030.0	1,019.8
S2	1,015.8	1,015.8	1,028.3
S3	997.3	1,005.3	1,026.8
S4	979.0	987.0	1,021.5

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,148.3	1,134.3	1,058.8
R3	1,106.0	1,092.0	1,047.3
R2	1,063.8	1,063.8	1,043.3
R1	1,049.5	1,049.5	1,039.5	1,056.8
PP	1,021.5	1,021.5	1,021.5	1,025.0
S1	1,007.3	1,007.3	1,031.5	1,014.3
S2	979.0	979.0	1,027.8
S3	936.8	965.0	1,023.8
S4	894.5	922.8	1,012.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,044.5	993.2	51.3	5.0%	14.8	1.4%	75%	True	False	91,489
10	1,044.5	975.7	68.8	6.7%	17.3	1.7%	81%	True	False	94,381
20	1,044.5	936.2	108.3	10.5%	21.8	2.1%	88%	True	False	121,188
40	1,144.7	936.2	208.5	20.2%	27.0	2.6%	46%	False	False	135,936
60	1,200.0	936.2	263.8	25.6%	24.5	2.4%	36%	False	False	116,825
80	1,202.4	936.2	266.2	25.8%	21.0	2.0%	36%	False	False	87,900
100	1,202.4	936.2	266.2	25.8%	19.0	1.8%	36%	False	False	70,338
120	1,202.4	936.2	266.2	25.8%	17.0	1.7%	36%	False	False	58,617

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,122.8
2.618	1,092.8
1.618	1,074.3
1.000	1,063.0
0.618	1,055.8
HIGH	1,044.5
0.618	1,037.5
0.500	1,035.3
0.382	1,033.3
LOW	1,026.0
0.618	1,014.8
1.000	1,007.8
1.618	996.3
2.618	978.0
4.250	948.0

Fisher Pivots for day following 29-Feb-2016
Pivot	1 day	3 day
R1	1,035.3	1,031.3
PP	1,034.0	1,031.0
S1	1,033.0	1,030.5

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

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