ICE Russell 2000 Mini Future March 2017

Trading Metrics calculated at close of trading on 28-Feb-2017

Day Change Summary
	Previous	Current
	27-Feb-2017	28-Feb-2017	Change	Change %	Previous Week
Open	1,392.3	1,403.5	11.2	0.8%	1,400.5
High	1,407.0	1,405.8	-1.2	-0.1%	1,410.6
Low	1,388.9	1,381.4	-7.5	-0.5%	1,379.8
Close	1,406.3	1,385.0	-21.3	-1.5%	1,393.7
Range	18.1	24.4	6.3	34.8%	30.8
ATR	17.6	18.1	0.5	3.0%	0.0
Volume	127,313	180,257	52,944	41.6%	443,132

Daily Pivots for day following 28-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,464.0	1,448.8	1,398.5
R3	1,439.5	1,424.5	1,391.8
R2	1,415.3	1,415.3	1,389.5
R1	1,400.0	1,400.0	1,387.3	1,395.5
PP	1,390.8	1,390.8	1,390.8	1,388.5
S1	1,375.8	1,375.8	1,382.8	1,371.0
S2	1,366.3	1,366.3	1,380.5
S3	1,342.0	1,351.3	1,378.3
S4	1,317.5	1,326.8	1,371.5

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	1,410.3	1,379.8	30.5	2.2%	18.3	1.3%	17%	False	False	129,684
10	1,410.6	1,379.8	30.8	2.2%	17.0	1.2%	17%	False	False	121,723
20	1,410.6	1,342.3	68.3	4.9%	18.0	1.3%	63%	False	False	129,905
40	1,410.6	1,339.0	71.6	5.2%	18.5	1.3%	64%	False	False	134,762
60	1,410.6	1,305.8	104.8	7.6%	18.8	1.3%	76%	False	False	128,267
80	1,410.6	1,122.9	287.7	20.8%	18.0	1.3%	91%	False	False	96,223
100	1,410.6	1,122.9	287.7	20.8%	15.8	1.1%	91%	False	False	76,980
120	1,410.6	1,122.9	287.7	20.8%	14.0	1.0%	91%	False	False	64,150

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.1
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1,509.5
2.618	1,469.8
1.618	1,445.3
1.000	1,430.3
0.618	1,421.0
HIGH	1,405.8
0.618	1,396.5
0.500	1,393.5
0.382	1,390.8
LOW	1,381.5
0.618	1,366.3
1.000	1,357.0
1.618	1,342.0
2.618	1,317.5
4.250	1,277.8

Fisher Pivots for day following 28-Feb-2017
Pivot	1 day	3 day
R1	1,393.5	1,393.5
PP	1,390.8	1,390.5
S1	1,387.8	1,387.8

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

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