ICE Russell 2000 Mini Future September 2017

Trading Metrics calculated at close of trading on 07-Sep-2017

Day Change Summary
	Previous	Current
	06-Sep-2017	07-Sep-2017	Change	Change %	Previous Week
Open	1,399.0	1,399.1	0.1	0.0%	1,375.2
High	1,407.8	1,404.5	-3.3	-0.2%	1,414.5
Low	1,397.9	1,393.3	-4.6	-0.3%	1,366.0
Close	1,401.6	1,398.1	-3.5	-0.2%	1,412.1
Range	9.9	11.2	1.3	13.1%	48.5
ATR	16.1	15.8	-0.4	-2.2%	0.0
Volume	85,735	149,215	63,480	74.0%	495,273

Daily Pivots for day following 07-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,432.3	1,426.3	1,404.3
R3	1,421.0	1,415.3	1,401.3
R2	1,409.8	1,409.8	1,400.3
R1	1,404.0	1,404.0	1,399.3	1,401.3
PP	1,398.8	1,398.8	1,398.8	1,397.3
S1	1,392.8	1,392.8	1,397.0	1,390.0
S2	1,387.5	1,387.5	1,396.0
S3	1,376.3	1,381.5	1,395.0
S4	1,365.0	1,370.3	1,392.0

Weekly Pivots for week ending 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,543.0	1,526.0	1,438.8
R3	1,494.5	1,477.5	1,425.5
R2	1,446.0	1,446.0	1,421.0
R1	1,429.0	1,429.0	1,416.5	1,437.5
PP	1,397.5	1,397.5	1,397.5	1,401.8
S1	1,380.5	1,380.5	1,407.8	1,389.0
S2	1,349.0	1,349.0	1,403.3
S3	1,300.5	1,332.0	1,398.8
S4	1,252.0	1,283.5	1,385.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,419.5	1,390.6	28.9	2.1%	14.8	1.1%	26%	False	False	114,105
10	1,419.5	1,363.1	56.4	4.0%	14.8	1.1%	62%	False	False	102,966
20	1,419.5	1,348.8	70.7	5.1%	16.8	1.2%	70%	False	False	111,777
40	1,452.3	1,348.8	103.5	7.4%	15.5	1.1%	48%	False	False	103,785
60	1,452.3	1,348.8	103.5	7.4%	16.3	1.2%	48%	False	False	110,879
80	1,452.3	1,344.3	108.0	7.7%	16.3	1.2%	50%	False	False	94,847
100	1,452.3	1,344.3	108.0	7.7%	14.3	1.0%	50%	False	False	75,898
120	1,452.3	1,332.3	120.0	8.6%	13.8	1.0%	55%	False	False	63,250

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	3.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,452.0
2.618	1,433.8
1.618	1,422.5
1.000	1,415.8
0.618	1,411.5
HIGH	1,404.5
0.618	1,400.3
0.500	1,399.0
0.382	1,397.5
LOW	1,393.3
0.618	1,386.5
1.000	1,382.0
1.618	1,375.3
2.618	1,364.0
4.250	1,345.8

Fisher Pivots for day following 07-Sep-2017
Pivot	1 day	3 day
R1	1,399.0	1,406.5
PP	1,398.8	1,403.8
S1	1,398.3	1,400.8

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

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