ICE Russell 2000 Mini Future September 2017

Trading Metrics calculated at close of trading on 13-Sep-2017

Day Change Summary
	Previous	Current
	12-Sep-2017	13-Sep-2017	Change	Change %	Previous Week
Open	1,414.1	1,423.8	9.7	0.7%	1,418.0
High	1,424.7	1,430.0	5.3	0.4%	1,419.5
Low	1,414.1	1,420.5	6.4	0.5%	1,393.0
Close	1,423.4	1,427.2	3.8	0.3%	1,403.0
Range	10.6	9.5	-1.1	-10.4%	26.5
ATR	15.2	14.8	-0.4	-2.7%	0.0
Volume	78,850	34,499	-44,351	-56.2%	470,093

Daily Pivots for day following 13-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,454.5	1,450.3	1,432.5
R3	1,445.0	1,440.8	1,429.8
R2	1,435.5	1,435.5	1,429.0
R1	1,431.3	1,431.3	1,428.0	1,433.3
PP	1,426.0	1,426.0	1,426.0	1,427.0
S1	1,421.8	1,421.8	1,426.3	1,423.8
S2	1,416.5	1,416.5	1,425.5
S3	1,407.0	1,412.3	1,424.5
S4	1,397.5	1,402.8	1,422.0

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,484.8	1,470.3	1,417.5
R3	1,458.3	1,443.8	1,410.3
R2	1,431.8	1,431.8	1,407.8
R1	1,417.3	1,417.3	1,405.5	1,411.3
PP	1,405.3	1,405.3	1,405.3	1,402.0
S1	1,390.8	1,390.8	1,400.5	1,384.8
S2	1,378.8	1,378.8	1,398.3
S3	1,352.3	1,364.3	1,395.8
S4	1,325.8	1,337.8	1,388.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,430.0	1,393.0	37.0	2.6%	11.3	0.8%	92%	True	False	87,027
10	1,430.0	1,379.0	51.0	3.6%	13.3	0.9%	95%	True	False	94,523
20	1,430.0	1,348.8	81.2	5.7%	14.8	1.0%	97%	True	False	99,613
40	1,452.3	1,348.8	103.5	7.3%	15.3	1.1%	76%	False	False	102,319
60	1,452.3	1,348.8	103.5	7.3%	15.8	1.1%	76%	False	False	105,769
80	1,452.3	1,348.8	103.5	7.3%	15.8	1.1%	76%	False	False	98,417
100	1,452.3	1,344.3	108.0	7.6%	14.3	1.0%	77%	False	False	78,757
120	1,452.3	1,339.5	112.8	7.9%	13.5	0.9%	78%	False	False	65,632

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	2.4
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	1,470.5
2.618	1,454.8
1.618	1,445.3
1.000	1,439.5
0.618	1,435.8
HIGH	1,430.0
0.618	1,426.3
0.500	1,425.3
0.382	1,424.3
LOW	1,420.5
0.618	1,414.8
1.000	1,411.0
1.618	1,405.3
2.618	1,395.8
4.250	1,380.0

Fisher Pivots for day following 13-Sep-2017
Pivot	1 day	3 day
R1	1,426.5	1,424.0
PP	1,426.0	1,421.0
S1	1,425.3	1,418.0

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

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