ICE Russell 2000 Mini Future March 2017

Trading Metrics calculated at close of trading on 03-Mar-2017

Day Change Summary
	Previous	Current
	02-Mar-2017	03-Mar-2017	Change	Change %	Previous Week
Open	1,411.9	1,391.5	-20.4	-1.4%	1,392.3
High	1,413.2	1,401.1	-12.1	-0.9%	1,415.9
Low	1,392.0	1,385.5	-6.5	-0.5%	1,381.4
Close	1,393.6	1,391.2	-2.4	-0.2%	1,391.2
Range	21.2	15.6	-5.6	-26.4%	34.5
ATR	19.2	18.9	-0.3	-1.3%	0.0
Volume	146,214	143,407	-2,807	-1.9%	779,533

Daily Pivots for day following 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,439.5	1,431.0	1,399.8
R3	1,423.8	1,415.3	1,395.5
R2	1,408.3	1,408.3	1,394.0
R1	1,399.8	1,399.8	1,392.8	1,396.3
PP	1,392.5	1,392.5	1,392.5	1,390.8
S1	1,384.0	1,384.0	1,389.8	1,380.5
S2	1,377.0	1,377.0	1,388.3
S3	1,361.5	1,368.5	1,387.0
S4	1,345.8	1,353.0	1,382.5

Weekly Pivots for week ending 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,499.8	1,480.0	1,410.3
R3	1,465.3	1,445.5	1,400.8
R2	1,430.8	1,430.8	1,397.5
R1	1,411.0	1,411.0	1,394.3	1,403.5
PP	1,396.3	1,396.3	1,396.3	1,392.5
S1	1,376.5	1,376.5	1,388.0	1,369.0
S2	1,361.8	1,361.8	1,385.0
S3	1,327.3	1,342.0	1,381.8
S4	1,292.8	1,307.5	1,372.3

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	1,381.4	34.5	2.5%	22.0	1.6%	28%	False	False	155,906
10	1,415.9	1,379.8	36.1	2.6%	18.8	1.3%	32%	False	False	133,288
20	1,415.9	1,346.1	69.8	5.0%	18.5	1.3%	65%	False	False	131,688
40	1,415.9	1,339.0	76.9	5.5%	18.5	1.3%	68%	False	False	136,289
60	1,415.9	1,330.0	85.9	6.2%	18.8	1.3%	71%	False	False	136,100
80	1,415.9	1,122.9	293.0	21.1%	18.5	1.3%	92%	False	False	102,122
100	1,415.9	1,122.9	293.0	21.1%	16.3	1.2%	92%	False	False	81,700
120	1,415.9	1,122.9	293.0	21.1%	14.3	1.0%	92%	False	False	68,083

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	3.0
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,467.5
2.618	1,442.0
1.618	1,426.3
1.000	1,416.8
0.618	1,410.8
HIGH	1,401.0
0.618	1,395.3
0.500	1,393.3
0.382	1,391.5
LOW	1,385.5
0.618	1,375.8
1.000	1,370.0
1.618	1,360.3
2.618	1,344.8
4.250	1,319.3

Fisher Pivots for day following 03-Mar-2017
Pivot	1 day	3 day
R1	1,393.3	1,400.5
PP	1,392.5	1,397.5
S1	1,392.0	1,394.3

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

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