ICE Russell 2000 Mini Future March 2017

Trading Metrics calculated at close of trading on 01-Mar-2017

Day Change Summary
	Previous	Current
	28-Feb-2017	01-Mar-2017	Change	Change %	Previous Week
Open	1,403.5	1,386.1	-17.4	-1.2%	1,400.5
High	1,405.8	1,415.9	10.1	0.7%	1,410.6
Low	1,381.4	1,385.3	3.9	0.3%	1,379.8
Close	1,385.0	1,412.4	27.4	2.0%	1,393.7
Range	24.4	30.6	6.2	25.4%	30.8
ATR	18.1	19.0	0.9	5.1%	0.0
Volume	180,257	182,342	2,085	1.2%	443,132

Daily Pivots for day following 01-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,496.3	1,485.0	1,429.3
R3	1,465.8	1,454.3	1,420.8
R2	1,435.3	1,435.3	1,418.0
R1	1,423.8	1,423.8	1,415.3	1,429.5
PP	1,404.5	1,404.5	1,404.5	1,407.5
S1	1,393.3	1,393.3	1,409.5	1,398.8
S2	1,374.0	1,374.0	1,406.8
S3	1,343.3	1,362.5	1,404.0
S4	1,312.8	1,332.0	1,395.5

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	1,415.9	1,379.8	36.1	2.6%	22.3	1.6%	90%	True	False	147,809
10	1,415.9	1,379.8	36.1	2.6%	18.8	1.3%	90%	True	False	128,947
20	1,415.9	1,346.1	69.8	4.9%	18.5	1.3%	95%	True	False	131,989
40	1,415.9	1,339.0	76.9	5.4%	18.8	1.3%	95%	True	False	136,577
60	1,415.9	1,307.4	108.5	7.7%	18.8	1.3%	97%	True	False	131,302
80	1,415.9	1,122.9	293.0	20.7%	18.3	1.3%	99%	True	False	98,503
100	1,415.9	1,122.9	293.0	20.7%	16.3	1.1%	99%	True	False	78,804
120	1,415.9	1,122.9	293.0	20.7%	14.0	1.0%	99%	True	False	65,670

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	3.5
Widest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	1,546.0
2.618	1,496.0
1.618	1,465.5
1.000	1,446.5
0.618	1,434.8
HIGH	1,416.0
0.618	1,404.3
0.500	1,400.5
0.382	1,397.0
LOW	1,385.3
0.618	1,366.5
1.000	1,354.8
1.618	1,335.8
2.618	1,305.3
4.250	1,255.3

Fisher Pivots for day following 01-Mar-2017
Pivot	1 day	3 day
R1	1,408.5	1,407.8
PP	1,404.5	1,403.3
S1	1,400.5	1,398.8

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

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