ICE Russell 2000 Mini Future March 2017

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

Day Change Summary
	Previous	Current
	16-Feb-2017	17-Feb-2017	Change	Change %	Previous Week
Open	1,403.6	1,397.1	-6.5	-0.5%	1,389.4
High	1,405.9	1,399.7	-6.2	-0.4%	1,406.6
Low	1,389.5	1,385.5	-4.0	-0.3%	1,383.7
Close	1,399.0	1,397.6	-1.4	-0.1%	1,397.6
Range	16.4	14.2	-2.2	-13.4%	22.9
ATR	18.4	18.1	-0.3	-1.6%	0.0
Volume	124,872	110,219	-14,653	-11.7%	571,046

Daily Pivots for day following 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,436.8	1,431.5	1,405.5
R3	1,422.8	1,417.3	1,401.5
R2	1,408.5	1,408.5	1,400.3
R1	1,403.0	1,403.0	1,399.0	1,405.8
PP	1,394.3	1,394.3	1,394.3	1,395.5
S1	1,388.8	1,388.8	1,396.3	1,391.5
S2	1,380.0	1,380.0	1,395.0
S3	1,365.8	1,374.8	1,393.8
S4	1,351.8	1,360.5	1,389.8

Weekly Pivots for week ending 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,464.8	1,454.0	1,410.3
R3	1,441.8	1,431.3	1,404.0
R2	1,418.8	1,418.8	1,401.8
R1	1,408.3	1,408.3	1,399.8	1,413.5
PP	1,396.0	1,396.0	1,396.0	1,398.5
S1	1,385.3	1,385.3	1,395.5	1,390.8
S2	1,373.0	1,373.0	1,393.5
S3	1,350.3	1,362.5	1,391.3
S4	1,327.3	1,339.5	1,385.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,406.6	1,383.7	22.9	1.6%	15.5	1.1%	61%	False	False	114,209
10	1,406.6	1,346.1	60.5	4.3%	17.0	1.2%	85%	False	False	127,525
20	1,406.6	1,339.0	67.6	4.8%	18.3	1.3%	87%	False	False	132,230
40	1,406.6	1,339.0	67.6	4.8%	18.3	1.3%	87%	False	False	128,647
60	1,406.6	1,305.8	100.8	7.2%	18.0	1.3%	91%	False	False	115,766
80	1,406.6	1,122.9	283.7	20.3%	17.3	1.2%	97%	False	False	86,841
100	1,406.6	1,122.9	283.7	20.3%	15.0	1.1%	97%	False	False	69,473
120	1,406.6	1,122.9	283.7	20.3%	13.0	0.9%	97%	False	False	57,894

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.9
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,460.0
2.618	1,437.0
1.618	1,422.8
1.000	1,414.0
0.618	1,408.5
HIGH	1,399.8
0.618	1,394.3
0.500	1,392.5
0.382	1,391.0
LOW	1,385.5
0.618	1,376.8
1.000	1,371.3
1.618	1,362.5
2.618	1,348.3
4.250	1,325.3

Fisher Pivots for day following 17-Feb-2017
Pivot	1 day	3 day
R1	1,396.0	1,397.0
PP	1,394.3	1,396.5
S1	1,392.5	1,396.0

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

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