ICE Russell 2000 Mini Future September 2017

Trading Metrics calculated at close of trading on 30-Aug-2017

Day Change Summary
	Previous	Current
	29-Aug-2017	30-Aug-2017	Change	Change %	Previous Week
Open	1,373.0	1,384.2	11.2	0.8%	1,357.1
High	1,386.2	1,392.7	6.5	0.5%	1,380.8
Low	1,368.4	1,379.0	10.6	0.8%	1,348.9
Close	1,382.8	1,390.9	8.1	0.6%	1,375.7
Range	17.8	13.7	-4.1	-23.0%	31.9
ATR	16.5	16.3	-0.2	-1.2%	0.0
Volume	110,079	88,784	-21,295	-19.3%	458,385

Daily Pivots for day following 30-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,428.8	1,423.5	1,398.5
R3	1,415.0	1,409.8	1,394.8
R2	1,401.3	1,401.3	1,393.5
R1	1,396.0	1,396.0	1,392.3	1,398.8
PP	1,387.5	1,387.5	1,387.5	1,388.8
S1	1,382.3	1,382.3	1,389.8	1,385.0
S2	1,373.8	1,373.8	1,388.5
S3	1,360.3	1,368.8	1,387.3
S4	1,346.5	1,355.0	1,383.3

Weekly Pivots for week ending 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,464.3	1,451.8	1,393.3
R3	1,432.3	1,420.0	1,384.5
R2	1,400.3	1,400.3	1,381.5
R1	1,388.0	1,388.0	1,378.5	1,394.3
PP	1,368.5	1,368.5	1,368.5	1,371.5
S1	1,356.3	1,356.3	1,372.8	1,362.3
S2	1,336.5	1,336.5	1,369.8
S3	1,304.8	1,324.3	1,367.0
S4	1,272.8	1,292.3	1,358.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,392.7	1,363.1	29.6	2.1%	14.8	1.1%	94%	True	False	91,827
10	1,392.7	1,348.8	43.9	3.2%	16.3	1.2%	96%	True	False	104,381
20	1,426.8	1,348.8	78.0	5.6%	16.8	1.2%	54%	False	False	108,116
40	1,452.3	1,348.8	103.5	7.4%	15.8	1.1%	41%	False	False	103,237
60	1,452.3	1,348.8	103.5	7.4%	16.5	1.2%	41%	False	False	116,830
80	1,452.3	1,344.3	108.0	7.8%	15.5	1.1%	43%	False	False	87,739
100	1,452.3	1,343.1	109.2	7.9%	14.0	1.0%	44%	False	False	70,193
120	1,452.3	1,332.3	120.0	8.6%	13.3	1.0%	49%	False	False	58,496

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	3.9
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,451.0
2.618	1,428.5
1.618	1,414.8
1.000	1,406.5
0.618	1,401.3
HIGH	1,392.8
0.618	1,387.5
0.500	1,385.8
0.382	1,384.3
LOW	1,379.0
0.618	1,370.5
1.000	1,365.3
1.618	1,356.8
2.618	1,343.3
4.250	1,320.8

Fisher Pivots for day following 30-Aug-2017
Pivot	1 day	3 day
R1	1,389.3	1,387.0
PP	1,387.5	1,383.3
S1	1,385.8	1,379.3

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

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