ICE Russell 2000 Mini Future September 2016

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Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary Previous Current 11-Jan-2016 12-Jan-2016 Change Change % Previous Week Open 1,035.0 1,030.4 -4.6 -0.4% 1,101.8 High 1,035.0 1,030.4 -4.6 -0.4% 1,103.7 Low 1,031.6 1,030.4 -1.2 -0.1% 1,033.9 Close 1,031.6 1,030.4 -1.2 -0.1% 1,033.9 Range 3.4 0.0 -3.4 -100.0% 69.8 ATR 13.9 13.0 -0.9 -6.5% 0.0 Volume 1 0 -1 -100.0% 0
Daily Pivots for day following 12-Jan-2016 Classic Woodie Camarilla DeMark R4 1,030.5 1,030.5 1,030.5 R3 1,030.5 1,030.5 1,030.5 R2 1,030.5 1,030.5 1,030.5 R1 1,030.5 1,030.5 1,030.5 1,030.5 PP 1,030.5 1,030.5 1,030.5 1,030.5 S1 1,030.5 1,030.5 1,030.5 1,030.5 S2 1,030.5 1,030.5 1,030.5 S3 1,030.5 1,030.5 1,030.5 S4 1,030.5 1,030.5 1,030.5	Weekly Pivots for week ending 08-Jan-2016 Classic Woodie Camarilla DeMark R4 1,266.5 1,220.0 1,072.3 R3 1,196.8 1,150.3 1,053.0 R2 1,127.0 1,127.0 1,046.8 R1 1,080.5 1,080.5 1,040.3 1,068.8 PP 1,057.3 1,057.3 1,057.3 1,051.3 S1 1,010.8 1,010.8 1,027.5 999.0 S2 987.3 987.3 1,021.0 S3 917.5 940.8 1,014.8 S4 847.8 871.0 995.5
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,087.0 1,030.4 56.6 5.5% 0.8 0.1% 0% False True 10 1,155.4 1,030.4 125.0 12.1% 0.3 0.0% 0% False True 20 1,155.4 1,030.4 125.0 12.1% 0.3 0.0% 0% False True
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 False 8BNR False Bear Hook False Bull Hook False Stretch 0.0 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,030.5 2.618 1,030.5 1.618 1,030.5 1.000 1,030.5 0.618 1,030.5 HIGH 1,030.5 0.618 1,030.5 0.500 1,030.5 0.382 1,030.5 LOW 1,030.5 0.618 1,030.5 1.000 1,030.5 1.618 1,030.5 2.618 1,030.5 4.250 1,030.5
Fisher Pivots for day following 12-Jan-2016 Pivot 1 day 3 day R1 1,030.5 1,032.8 PP 1,030.5 1,032.0 S1 1,030.5 1,031.3

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