ICE Russell 2000 Mini Future March 2016

Trading Metrics calculated at close of trading on 04-Mar-2016

Day Change Summary
	Previous	Current
	03-Mar-2016	04-Mar-2016	Change	Change %	Previous Week
Open	1,063.4	1,073.4	10.0	0.9%	1,033.3
High	1,075.8	1,087.5	11.7	1.1%	1,087.5
Low	1,063.3	1,070.8	7.5	0.7%	1,026.1
Close	1,074.3	1,080.4	6.1	0.6%	1,080.4
Range	12.5	16.7	4.2	33.6%	61.4
ATR	21.5	21.2	-0.3	-1.6%	0.0
Volume	85,354	105,575	20,221	23.7%	466,413

Daily Pivots for day following 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,129.8	1,121.8	1,089.5
R3	1,113.0	1,105.0	1,085.0
R2	1,096.3	1,096.3	1,083.5
R1	1,088.3	1,088.3	1,082.0	1,092.3
PP	1,079.5	1,079.5	1,079.5	1,081.5
S1	1,071.8	1,071.8	1,078.8	1,075.5
S2	1,062.8	1,062.8	1,077.3
S3	1,046.3	1,055.0	1,075.8
S4	1,029.5	1,038.3	1,071.3

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,248.8	1,226.0	1,114.3
R3	1,187.5	1,164.8	1,097.3
R2	1,126.0	1,126.0	1,091.8
R1	1,103.3	1,103.3	1,086.0	1,114.8
PP	1,064.8	1,064.8	1,064.8	1,070.5
S1	1,041.8	1,041.8	1,074.8	1,053.3
S2	1,003.3	1,003.3	1,069.3
S3	941.8	980.5	1,063.5
S4	880.5	919.0	1,046.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,087.5	1,026.1	61.4	5.7%	18.0	1.7%	88%	True	False	93,282
10	1,087.5	993.2	94.3	8.7%	16.3	1.5%	92%	True	False	91,619
20	1,087.5	936.2	151.3	14.0%	20.3	1.9%	95%	True	False	113,057
40	1,092.8	936.2	156.6	14.5%	26.3	2.4%	92%	False	False	133,313
60	1,160.7	936.2	224.5	20.8%	24.3	2.2%	64%	False	False	123,007
80	1,202.4	936.2	266.2	24.6%	21.5	2.0%	54%	False	False	92,581
100	1,202.4	936.2	266.2	24.6%	19.5	1.8%	54%	False	False	74,101
120	1,202.4	936.2	266.2	24.6%	17.8	1.6%	54%	False	False	61,754

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	4.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,158.5
2.618	1,131.3
1.618	1,114.5
1.000	1,104.3
0.618	1,097.8
HIGH	1,087.5
0.618	1,081.0
0.500	1,079.3
0.382	1,077.3
LOW	1,070.8
0.618	1,060.5
1.000	1,054.0
1.618	1,043.8
2.618	1,027.0
4.250	999.8

Fisher Pivots for day following 04-Mar-2016
Pivot	1 day	3 day
R1	1,080.0	1,076.5
PP	1,079.5	1,072.5
S1	1,079.3	1,068.8

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

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