ICE Russell 2000 Mini Future March 2017

Trading Metrics calculated at close of trading on 13-Mar-2017

Day Change Summary
	Previous	Current
	10-Mar-2017	13-Mar-2017	Change	Change %	Previous Week
Open	1,361.6	1,362.9	1.3	0.1%	1,389.8
High	1,371.9	1,374.2	2.3	0.2%	1,390.2
Low	1,354.6	1,359.0	4.4	0.3%	1,354.6
Close	1,363.5	1,370.4	6.9	0.5%	1,363.5
Range	17.3	15.2	-2.1	-12.1%	35.6
ATR	18.0	17.8	-0.2	-1.1%	0.0
Volume	202,942	156,079	-46,863	-23.1%	920,589

Daily Pivots for day following 13-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,413.5	1,407.3	1,378.8
R3	1,398.3	1,392.0	1,374.5
R2	1,383.0	1,383.0	1,373.3
R1	1,376.8	1,376.8	1,371.8	1,380.0
PP	1,367.8	1,367.8	1,367.8	1,369.5
S1	1,361.5	1,361.5	1,369.0	1,364.8
S2	1,352.8	1,352.8	1,367.5
S3	1,337.5	1,346.3	1,366.3
S4	1,322.3	1,331.3	1,362.0

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,476.3	1,455.5	1,383.0
R3	1,440.8	1,419.8	1,373.3
R2	1,405.0	1,405.0	1,370.0
R1	1,384.3	1,384.3	1,366.8	1,376.8
PP	1,369.5	1,369.5	1,369.5	1,365.8
S1	1,348.8	1,348.8	1,360.3	1,341.3
S2	1,333.8	1,333.8	1,357.0
S3	1,298.3	1,313.0	1,353.8
S4	1,262.8	1,277.5	1,344.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,384.7	1,354.6	30.1	2.2%	16.0	1.2%	52%	False	False	192,069
10	1,415.9	1,354.6	61.3	4.5%	18.5	1.4%	26%	False	False	172,888
20	1,415.9	1,354.6	61.3	4.5%	17.3	1.3%	26%	False	False	143,518
40	1,415.9	1,339.0	76.9	5.6%	18.0	1.3%	41%	False	False	140,904
60	1,415.9	1,339.0	76.9	5.6%	18.3	1.3%	41%	False	False	137,466
80	1,415.9	1,292.4	123.5	9.0%	17.5	1.3%	63%	False	False	115,571
100	1,415.9	1,122.9	293.0	21.4%	16.8	1.2%	84%	False	False	92,466
120	1,415.9	1,122.9	293.0	21.4%	15.0	1.1%	84%	False	False	77,055

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.9
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,438.8
2.618	1,414.0
1.618	1,398.8
1.000	1,389.5
0.618	1,383.5
HIGH	1,374.3
0.618	1,368.5
0.500	1,366.5
0.382	1,364.8
LOW	1,359.0
0.618	1,349.5
1.000	1,343.8
1.618	1,334.5
2.618	1,319.3
4.250	1,294.5

Fisher Pivots for day following 13-Mar-2017
Pivot	1 day	3 day
R1	1,369.3	1,368.5
PP	1,367.8	1,366.5
S1	1,366.5	1,364.5

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

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