ICE Russell 2000 Mini Future March 2016

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

Day Change Summary
	Previous	Current
	15-Mar-2016	16-Mar-2016	Change	Change %	Previous Week
Open	1,082.9	1,067.2	-15.7	-1.4%	1,080.4
High	1,082.9	1,077.8	-5.1	-0.5%	1,095.3
Low	1,064.5	1,060.0	-4.5	-0.4%	1,052.1
Close	1,065.9	1,073.1	7.2	0.7%	1,086.8
Range	18.4	17.8	-0.6	-3.3%	43.2
ATR	20.9	20.7	-0.2	-1.1%	0.0
Volume	92,539	75,532	-17,007	-18.4%	614,996

Daily Pivots for day following 16-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,123.8	1,116.3	1,083.0
R3	1,106.0	1,098.5	1,078.0
R2	1,088.0	1,088.0	1,076.3
R1	1,080.5	1,080.5	1,074.8	1,084.3
PP	1,070.3	1,070.3	1,070.3	1,072.3
S1	1,062.8	1,062.8	1,071.5	1,066.5
S2	1,052.5	1,052.5	1,069.8
S3	1,034.8	1,045.0	1,068.3
S4	1,017.0	1,027.3	1,063.3

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,207.8	1,190.5	1,110.5
R3	1,164.5	1,147.3	1,098.8
R2	1,121.3	1,121.3	1,094.8
R1	1,104.0	1,104.0	1,090.8	1,112.8
PP	1,078.0	1,078.0	1,078.0	1,082.5
S1	1,060.8	1,060.8	1,082.8	1,069.5
S2	1,034.8	1,034.8	1,079.0
S3	991.8	1,017.8	1,075.0
S4	948.5	974.5	1,063.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,087.8	1,052.1	35.7	3.3%	20.5	1.9%	59%	False	False	119,415
10	1,095.3	1,052.1	43.2	4.0%	19.3	1.8%	49%	False	False	108,958
20	1,095.3	993.2	102.1	9.5%	18.0	1.7%	78%	False	False	99,985
40	1,095.3	936.2	159.1	14.8%	23.0	2.2%	86%	False	False	121,701
60	1,160.0	936.2	223.8	20.9%	24.0	2.2%	61%	False	False	121,420
80	1,202.4	936.2	266.2	24.8%	22.3	2.1%	51%	False	False	103,722
100	1,202.4	936.2	266.2	24.8%	20.0	1.9%	51%	False	False	83,081
120	1,202.4	936.2	266.2	24.8%	19.0	1.8%	51%	False	False	69,243

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,153.5
2.618	1,124.5
1.618	1,106.5
1.000	1,095.5
0.618	1,088.8
HIGH	1,077.8
0.618	1,071.0
0.500	1,069.0
0.382	1,066.8
LOW	1,060.0
0.618	1,049.0
1.000	1,042.3
1.618	1,031.3
2.618	1,013.5
4.250	984.3

Fisher Pivots for day following 16-Mar-2016
Pivot	1 day	3 day
R1	1,071.8	1,073.8
PP	1,070.3	1,073.5
S1	1,069.0	1,073.3

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

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