ICE Russell 2000 Mini Future March 2017

Trading Metrics calculated at close of trading on 22-Feb-2017

Day Change Summary
	Previous	Current
	21-Feb-2017	22-Feb-2017	Change	Change %	Previous Week
Open	1,400.5	1,407.6	7.1	0.5%	1,389.4
High	1,410.6	1,410.3	-0.3	0.0%	1,406.6
Low	1,396.8	1,399.5	2.7	0.2%	1,383.7
Close	1,407.2	1,402.7	-4.5	-0.3%	1,397.6
Range	13.8	10.8	-3.0	-21.7%	22.9
ATR	17.8	17.3	-0.5	-2.8%	0.0
Volume	102,278	91,717	-10,561	-10.3%	571,046

Daily Pivots for day following 22-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,436.5	1,430.5	1,408.8
R3	1,425.8	1,419.8	1,405.8
R2	1,415.0	1,415.0	1,404.8
R1	1,408.8	1,408.8	1,403.8	1,406.5
PP	1,404.3	1,404.3	1,404.3	1,403.0
S1	1,398.0	1,398.0	1,401.8	1,395.8
S2	1,393.3	1,393.3	1,400.8
S3	1,382.5	1,387.3	1,399.8
S4	1,371.8	1,376.5	1,396.8

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	1,410.6	1,385.5	25.1	1.8%	15.0	1.1%	69%	False	False	110,084
10	1,410.6	1,346.1	64.5	4.6%	16.0	1.1%	88%	False	False	121,301
20	1,410.6	1,339.7	70.9	5.1%	17.5	1.2%	89%	False	False	129,025
40	1,410.6	1,339.0	71.6	5.1%	18.0	1.3%	89%	False	False	128,576
60	1,410.6	1,305.8	104.8	7.5%	18.0	1.3%	92%	False	False	118,997
80	1,410.6	1,122.9	287.7	20.5%	17.5	1.2%	97%	False	False	89,265
100	1,410.6	1,122.9	287.7	20.5%	15.3	1.1%	97%	False	False	71,413
120	1,410.6	1,122.9	287.7	20.5%	13.3	0.9%	97%	False	False	59,511

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	3.6
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	1,456.3
2.618	1,438.5
1.618	1,427.8
1.000	1,421.0
0.618	1,417.0
HIGH	1,410.3
0.618	1,406.3
0.500	1,405.0
0.382	1,403.8
LOW	1,399.5
0.618	1,392.8
1.000	1,388.8
1.618	1,382.0
2.618	1,371.3
4.250	1,353.5

Fisher Pivots for day following 22-Feb-2017
Pivot	1 day	3 day
R1	1,405.0	1,401.3
PP	1,404.3	1,399.5
S1	1,403.5	1,398.0

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

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