ICE Russell 2000 Mini Future March 2017

Trading Metrics calculated at close of trading on 24-Feb-2017

Day Change Summary
	Previous	Current
	23-Feb-2017	24-Feb-2017	Change	Change %	Previous Week
Open	1,402.2	1,392.7	-9.5	-0.7%	1,400.5
High	1,407.6	1,394.4	-13.2	-0.9%	1,410.6
Low	1,383.8	1,379.8	-4.0	-0.3%	1,379.8
Close	1,394.3	1,393.7	-0.6	0.0%	1,393.7
Range	23.8	14.6	-9.2	-38.7%	30.8
ATR	17.7	17.5	-0.2	-1.3%	0.0
Volume	136,751	112,386	-24,365	-17.8%	443,132

Daily Pivots for day following 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,433.0	1,428.0	1,401.8
R3	1,418.5	1,413.5	1,397.8
R2	1,404.0	1,404.0	1,396.5
R1	1,398.8	1,398.8	1,395.0	1,401.3
PP	1,389.3	1,389.3	1,389.3	1,390.5
S1	1,384.3	1,384.3	1,392.3	1,386.8
S2	1,374.8	1,374.8	1,391.0
S3	1,360.0	1,369.5	1,389.8
S4	1,345.5	1,355.0	1,385.8

Weekly Pivots for week ending 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,487.0	1,471.3	1,410.8
R3	1,456.3	1,440.5	1,402.3
R2	1,425.5	1,425.5	1,399.3
R1	1,409.5	1,409.5	1,396.5	1,402.3
PP	1,394.8	1,394.8	1,394.8	1,391.0
S1	1,378.8	1,378.8	1,391.0	1,371.3
S2	1,364.0	1,364.0	1,388.0
S3	1,333.0	1,348.0	1,385.3
S4	1,302.3	1,317.3	1,376.8

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	1,379.8	30.8	2.2%	15.5	1.1%	45%	False	True	110,670
10	1,410.6	1,375.3	35.3	2.5%	15.5	1.1%	52%	False	False	114,532
20	1,410.6	1,339.7	70.9	5.1%	17.8	1.3%	76%	False	False	129,314
40	1,410.6	1,339.0	71.6	5.1%	18.3	1.3%	76%	False	False	131,809
60	1,410.6	1,305.8	104.8	7.5%	18.3	1.3%	84%	False	False	123,147
80	1,410.6	1,122.9	287.7	20.6%	17.8	1.3%	94%	False	False	92,379
100	1,410.6	1,122.9	287.7	20.6%	15.5	1.1%	94%	False	False	73,904
120	1,410.6	1,122.9	287.7	20.6%	13.5	1.0%	94%	False	False	61,587

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	3.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,456.5
2.618	1,432.5
1.618	1,418.0
1.000	1,409.0
0.618	1,403.5
HIGH	1,394.5
0.618	1,388.8
0.500	1,387.0
0.382	1,385.5
LOW	1,379.8
0.618	1,370.8
1.000	1,365.3
1.618	1,356.3
2.618	1,341.5
4.250	1,317.8

Fisher Pivots for day following 24-Feb-2017
Pivot	1 day	3 day
R1	1,391.5	1,395.0
PP	1,389.3	1,394.5
S1	1,387.0	1,394.3

Download as Excel Spreadsheet

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

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