ICE Russell 2000 Mini Future March 2017

Trading Metrics calculated at close of trading on 16-Mar-2017

Day Change Summary
	Previous	Current
	15-Mar-2017	16-Mar-2017	Change	Change %	Previous Week
Open	1,364.9	1,383.2	18.3	1.3%	1,389.8
High	1,386.4	1,391.4	5.0	0.4%	1,390.2
Low	1,364.4	1,381.8	17.4	1.3%	1,354.6
Close	1,383.6	1,386.8	3.2	0.2%	1,363.5
Range	22.0	9.6	-12.4	-56.4%	35.6
ATR	18.3	17.7	-0.6	-3.4%	0.0
Volume	92,512	38,648	-53,864	-58.2%	920,589

Daily Pivots for day following 16-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,415.5	1,410.8	1,392.0
R3	1,405.8	1,401.3	1,389.5
R2	1,396.3	1,396.3	1,388.5
R1	1,391.5	1,391.5	1,387.8	1,394.0
PP	1,386.8	1,386.8	1,386.8	1,387.8
S1	1,382.0	1,382.0	1,386.0	1,384.3
S2	1,377.0	1,377.0	1,385.0
S3	1,367.5	1,372.3	1,384.3
S4	1,357.8	1,362.8	1,381.5

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	1,391.4	1,351.7	39.7	2.9%	16.5	1.2%	88%	True	False	127,955
10	1,401.1	1,351.7	49.4	3.6%	16.0	1.1%	71%	False	False	150,083
20	1,415.9	1,351.7	64.2	4.6%	17.3	1.3%	55%	False	False	140,759
40	1,415.9	1,339.0	76.9	5.5%	18.0	1.3%	62%	False	False	137,728
60	1,415.9	1,339.0	76.9	5.5%	18.0	1.3%	62%	False	False	132,131
80	1,415.9	1,305.8	110.1	7.9%	17.8	1.3%	74%	False	False	119,079
100	1,415.9	1,122.9	293.0	21.1%	17.3	1.2%	90%	False	False	95,274
120	1,415.9	1,122.9	293.0	21.1%	15.3	1.1%	90%	False	False	79,395

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	3.7
Narrowest range in 70 trading days

Fibonacci Retracements and Extensions
4.250	1,432.3
2.618	1,416.5
1.618	1,407.0
1.000	1,401.0
0.618	1,397.3
HIGH	1,391.5
0.618	1,387.8
0.500	1,386.5
0.382	1,385.5
LOW	1,381.8
0.618	1,375.8
1.000	1,372.3
1.618	1,366.3
2.618	1,356.8
4.250	1,341.0

Fisher Pivots for day following 16-Mar-2017
Pivot	1 day	3 day
R1	1,386.8	1,381.8
PP	1,386.8	1,376.8
S1	1,386.5	1,371.5

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

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