ICE Russell 2000 Mini Future March 2017

Trading Metrics calculated at close of trading on 07-Mar-2017

Day Change Summary
	Previous	Current
	06-Mar-2017	07-Mar-2017	Change	Change %	Previous Week
Open	1,389.8	1,381.8	-8.0	-0.6%	1,392.3
High	1,390.2	1,384.7	-5.5	-0.4%	1,415.9
Low	1,376.4	1,372.6	-3.8	-0.3%	1,381.4
Close	1,382.8	1,373.3	-9.5	-0.7%	1,391.2
Range	13.8	12.1	-1.7	-12.3%	34.5
ATR	18.6	18.1	-0.5	-2.5%	0.0
Volume	116,319	125,643	9,324	8.0%	779,533

Daily Pivots for day following 07-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,413.3	1,405.3	1,380.0
R3	1,401.0	1,393.3	1,376.8
R2	1,389.0	1,389.0	1,375.5
R1	1,381.3	1,381.3	1,374.5	1,379.0
PP	1,376.8	1,376.8	1,376.8	1,375.8
S1	1,369.0	1,369.0	1,372.3	1,367.0
S2	1,364.8	1,364.8	1,371.0
S3	1,352.8	1,357.0	1,370.0
S4	1,340.5	1,344.8	1,366.8

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	1,372.6	43.3	3.2%	18.8	1.4%	2%	False	True	142,785
10	1,415.9	1,372.6	43.3	3.2%	18.5	1.3%	2%	False	True	136,234
20	1,415.9	1,346.1	69.8	5.1%	17.5	1.3%	39%	False	False	131,073
40	1,415.9	1,339.0	76.9	5.6%	18.3	1.3%	45%	False	False	136,097
60	1,415.9	1,339.0	76.9	5.6%	18.5	1.3%	45%	False	False	139,281
80	1,415.9	1,237.5	178.4	13.0%	17.5	1.3%	76%	False	False	105,140
100	1,415.9	1,122.9	293.0	21.3%	16.3	1.2%	85%	False	False	84,119
120	1,415.9	1,122.9	293.0	21.3%	14.5	1.1%	85%	False	False	70,100

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	2.7
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1,436.0
2.618	1,416.5
1.618	1,404.3
1.000	1,396.8
0.618	1,392.3
HIGH	1,384.8
0.618	1,380.0
0.500	1,378.8
0.382	1,377.3
LOW	1,372.5
0.618	1,365.0
1.000	1,360.5
1.618	1,353.0
2.618	1,341.0
4.250	1,321.3

Fisher Pivots for day following 07-Mar-2017
Pivot	1 day	3 day
R1	1,378.8	1,386.8
PP	1,376.8	1,382.3
S1	1,375.0	1,377.8

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

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