ICE Russell 2000 Mini Future September 2017

Trading Metrics calculated at close of trading on 15-Sep-2017

Day Change Summary
	Previous	Current
	14-Sep-2017	15-Sep-2017	Change	Change %	Previous Week
Open	1,426.4	1,424.9	-1.5	-0.1%	1,405.8
High	1,429.1	1,427.5	-1.6	-0.1%	1,430.0
Low	1,421.8	1,422.2	0.4	0.0%	1,405.8
Close	1,427.3	1,427.0	-0.3	0.0%	1,427.0
Range	7.3	5.3	-2.0	-27.4%	24.2
ATR	14.2	13.6	-0.6	-4.5%	0.0
Volume	31,099	378	-30,721	-98.8%	205,529

Daily Pivots for day following 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,441.5	1,439.5	1,430.0
R3	1,436.3	1,434.3	1,428.5
R2	1,430.8	1,430.8	1,428.0
R1	1,429.0	1,429.0	1,427.5	1,430.0
PP	1,425.5	1,425.5	1,425.5	1,426.0
S1	1,423.8	1,423.8	1,426.5	1,424.5
S2	1,420.3	1,420.3	1,426.0
S3	1,415.0	1,418.3	1,425.5
S4	1,409.8	1,413.0	1,424.0

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,493.5	1,484.5	1,440.3
R3	1,469.3	1,460.3	1,433.8
R2	1,445.3	1,445.3	1,431.5
R1	1,436.0	1,436.0	1,429.3	1,440.5
PP	1,421.0	1,421.0	1,421.0	1,423.3
S1	1,412.0	1,412.0	1,424.8	1,416.5
S2	1,396.8	1,396.8	1,422.5
S3	1,372.5	1,387.8	1,420.3
S4	1,348.3	1,363.5	1,413.8

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	1,405.8	24.2	1.7%	8.8	0.6%	88%	False	False	41,105
10	1,430.0	1,393.0	37.0	2.6%	11.5	0.8%	92%	False	False	76,239
20	1,430.0	1,348.8	81.2	5.7%	13.0	0.9%	96%	False	False	88,466
40	1,452.3	1,348.8	103.5	7.3%	15.0	1.0%	76%	False	False	98,545
60	1,452.3	1,348.8	103.5	7.3%	15.5	1.1%	76%	False	False	102,651
80	1,452.3	1,348.8	103.5	7.3%	15.8	1.1%	76%	False	False	98,809
100	1,452.3	1,344.3	108.0	7.6%	14.5	1.0%	77%	False	False	79,071
120	1,452.3	1,339.5	112.8	7.9%	13.5	0.9%	78%	False	False	65,894

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.3
Narrowest range in 77 trading days

Fibonacci Retracements and Extensions
4.250	1,450.0
2.618	1,441.5
1.618	1,436.0
1.000	1,432.8
0.618	1,430.8
HIGH	1,427.5
0.618	1,425.5
0.500	1,424.8
0.382	1,424.3
LOW	1,422.3
0.618	1,419.0
1.000	1,417.0
1.618	1,413.5
2.618	1,408.3
4.250	1,399.8

Fisher Pivots for day following 15-Sep-2017
Pivot	1 day	3 day
R1	1,426.3	1,426.5
PP	1,425.5	1,425.8
S1	1,424.8	1,425.3

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

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