ICE Russell 2000 Mini Future June 2016

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Trading Metrics calculated at close of trading on 03-Feb-2016
Day Change Summary Previous Current 02-Feb-2016 03-Feb-2016 Change Change % Previous Week Open 1,018.0 1,003.7 -14.3 -1.4% 989.9 High 1,018.0 1,003.7 -14.3 -1.4% 1,026.4 Low 1,002.4 1,002.6 0.2 0.0% 989.9 Close 1,002.4 1,002.6 0.2 0.0% 1,026.4 Range 15.6 1.1 -14.5 -92.9% 36.5 ATR 17.1 16.0 -1.1 -6.6% 0.0 Volume 2 2 0 0.0% 3
Daily Pivots for day following 03-Feb-2016 Classic Woodie Camarilla DeMark R4 1,006.3 1,005.5 1,003.3 R3 1,005.3 1,004.5 1,003.0 R2 1,004.0 1,004.0 1,002.8 R1 1,003.3 1,003.3 1,002.8 1,003.3 PP 1,003.0 1,003.0 1,003.0 1,003.0 S1 1,002.3 1,002.3 1,002.5 1,002.0 S2 1,001.8 1,001.8 1,002.5 S3 1,000.8 1,001.3 1,002.3 S4 999.8 1,000.0 1,002.0	Weekly Pivots for week ending 29-Jan-2016 Classic Woodie Camarilla DeMark R4 1,123.8 1,111.5 1,046.5 R3 1,087.3 1,075.0 1,036.5 R2 1,050.8 1,050.8 1,033.0 R1 1,038.5 1,038.5 1,029.8 1,044.8 PP 1,014.3 1,014.3 1,014.3 1,017.3 S1 1,002.0 1,002.0 1,023.0 1,008.3 S2 977.8 977.8 1,019.8 S3 941.3 965.5 1,016.3 S4 904.8 929.0 1,006.3
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,028.0 992.2 35.8 3.6% 10.0 1.0% 29% False False 1 10 1,028.0 987.6 40.4 4.0% 7.5 0.8% 37% False False 5 20 1,080.0 952.0 128.0 12.8% 9.3 0.9% 40% False False 5
Crabel Price Patterns NR True NR4 True NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1,008.5 2.618 1,006.5 1.618 1,005.5 1.000 1,004.8 0.618 1,004.5 HIGH 1,003.8 0.618 1,003.3 0.500 1,003.3 0.382 1,003.0 LOW 1,002.5 0.618 1,002.0 1.000 1,001.5 1.618 1,000.8 2.618 999.8 4.250 998.0
Fisher Pivots for day following 03-Feb-2016 Pivot 1 day 3 day R1 1,003.3 1,015.3 PP 1,003.0 1,011.0 S1 1,002.8 1,006.8

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