ICE Russell 2000 Mini Future September 2017

Trading Metrics calculated at close of trading on 22-Aug-2017

Day Change Summary
	Previous	Current
	21-Aug-2017	22-Aug-2017	Change	Change %	Previous Week
Open	1,357.1	1,356.3	-0.8	-0.1%	1,373.1
High	1,361.0	1,372.0	11.0	0.8%	1,400.3
Low	1,348.9	1,356.3	7.4	0.5%	1,348.8
Close	1,355.2	1,370.7	15.5	1.1%	1,357.2
Range	12.1	15.7	3.6	29.8%	51.5
ATR	17.1	17.1	0.0	-0.1%	0.0
Volume	91,733	103,901	12,168	13.3%	607,132

Daily Pivots for day following 22-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,413.5	1,407.8	1,379.3
R3	1,397.8	1,392.0	1,375.0
R2	1,382.0	1,382.0	1,373.5
R1	1,376.3	1,376.3	1,372.3	1,379.3
PP	1,366.3	1,366.3	1,366.3	1,367.8
S1	1,360.8	1,360.8	1,369.3	1,363.5
S2	1,350.8	1,350.8	1,367.8
S3	1,335.0	1,345.0	1,366.5
S4	1,319.3	1,329.3	1,362.0

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,523.3	1,491.8	1,385.5
R3	1,471.8	1,440.3	1,371.3
R2	1,420.3	1,420.3	1,366.8
R1	1,388.8	1,388.8	1,362.0	1,378.8
PP	1,368.8	1,368.8	1,368.8	1,363.8
S1	1,337.3	1,337.3	1,352.5	1,327.3
S2	1,317.3	1,317.3	1,347.8
S3	1,265.8	1,285.8	1,343.0
S4	1,214.3	1,234.3	1,329.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,391.9	1,348.8	43.1	3.1%	17.5	1.3%	51%	False	False	118,020
10	1,406.4	1,348.8	57.6	4.2%	18.8	1.4%	38%	False	False	126,411
20	1,452.3	1,348.8	103.5	7.6%	17.0	1.2%	21%	False	False	111,964
40	1,452.3	1,348.8	103.5	7.6%	16.5	1.2%	21%	False	False	109,424
60	1,452.3	1,348.8	103.5	7.6%	16.8	1.2%	21%	False	False	107,849
80	1,452.3	1,344.3	108.0	7.9%	14.8	1.1%	24%	False	False	80,918
100	1,452.3	1,339.5	112.8	8.2%	13.8	1.0%	28%	False	False	64,736
120	1,452.3	1,332.3	120.0	8.8%	12.5	0.9%	32%	False	False	53,948

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	2.5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,438.8
2.618	1,413.0
1.618	1,397.5
1.000	1,387.8
0.618	1,381.8
HIGH	1,372.0
0.618	1,366.0
0.500	1,364.3
0.382	1,362.3
LOW	1,356.3
0.618	1,346.5
1.000	1,340.5
1.618	1,331.0
2.618	1,315.3
4.250	1,289.5

Fisher Pivots for day following 22-Aug-2017
Pivot	1 day	3 day
R1	1,368.5	1,367.3
PP	1,366.3	1,363.8
S1	1,364.3	1,360.5

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

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