ICE Russell 2000 Mini Future March 2017

Trading Metrics calculated at close of trading on 17-Mar-2017

Day Change Summary
	Previous	Current
	16-Mar-2017	17-Mar-2017	Change	Change %	Previous Week
Open	1,383.2	1,384.4	1.2	0.1%	1,362.9
High	1,391.4	1,390.0	-1.4	-0.1%	1,391.4
Low	1,381.8	1,383.8	2.0	0.1%	1,351.7
Close	1,386.8	1,384.0	-2.9	-0.2%	1,384.0
Range	9.6	6.2	-3.4	-35.4%	39.7
ATR	17.7	16.9	-0.8	-4.6%	0.0
Volume	38,648	3,958	-34,690	-89.8%	440,794

Daily Pivots for day following 17-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,404.5	1,400.5	1,387.3
R3	1,398.3	1,394.3	1,385.8
R2	1,392.0	1,392.0	1,385.0
R1	1,388.0	1,388.0	1,384.5	1,387.0
PP	1,386.0	1,386.0	1,386.0	1,385.5
S1	1,381.8	1,381.8	1,383.5	1,380.8
S2	1,379.8	1,379.8	1,382.8
S3	1,373.5	1,375.8	1,382.3
S4	1,367.3	1,369.5	1,380.5

Weekly Pivots for week ending 17-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,494.8	1,479.0	1,405.8
R3	1,455.0	1,439.3	1,394.8
R2	1,415.5	1,415.5	1,391.3
R1	1,399.8	1,399.8	1,387.5	1,407.5
PP	1,375.8	1,375.8	1,375.8	1,379.5
S1	1,360.0	1,360.0	1,380.3	1,367.8
S2	1,336.0	1,336.0	1,376.8
S3	1,296.3	1,320.3	1,373.0
S4	1,256.5	1,280.5	1,362.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,391.4	1,351.7	39.7	2.9%	14.3	1.0%	81%	False	False	88,158
10	1,391.4	1,351.7	39.7	2.9%	15.0	1.1%	81%	False	False	136,138
20	1,415.9	1,351.7	64.2	4.6%	16.8	1.2%	50%	False	False	134,713
40	1,415.9	1,339.0	76.9	5.6%	17.5	1.3%	58%	False	False	134,153
60	1,415.9	1,339.0	76.9	5.6%	17.8	1.3%	58%	False	False	130,516
80	1,415.9	1,305.8	110.1	8.0%	17.8	1.3%	71%	False	False	119,128
100	1,415.9	1,122.9	293.0	21.2%	17.3	1.2%	89%	False	False	95,313
120	1,415.9	1,122.9	293.0	21.2%	15.3	1.1%	89%	False	False	79,428

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.2
Narrowest range in 76 trading days

Fibonacci Retracements and Extensions
4.250	1,416.3
2.618	1,406.3
1.618	1,400.0
1.000	1,396.3
0.618	1,393.8
HIGH	1,390.0
0.618	1,387.8
0.500	1,387.0
0.382	1,386.3
LOW	1,383.8
0.618	1,380.0
1.000	1,377.5
1.618	1,373.8
2.618	1,367.5
4.250	1,357.5

Fisher Pivots for day following 17-Mar-2017
Pivot	1 day	3 day
R1	1,387.0	1,382.0
PP	1,386.0	1,380.0
S1	1,385.0	1,378.0

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

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