ICE Russell 2000 Mini Future March 2018

Trading Metrics calculated at close of trading on 05-Feb-2018

Day Change Summary
	Previous	Current
	02-Feb-2018	05-Feb-2018	Change	Change %	Previous Week
Open	1,580.8	1,543.7	-37.1	-2.3%	1,608.8
High	1,580.8	1,548.2	-32.6	-2.1%	1,612.8
Low	1,542.6	1,450.2	-92.4	-6.0%	1,542.6
Close	1,544.6	1,461.8	-82.8	-5.4%	1,544.6
Range	38.2	98.0	59.8	156.5%	70.2
ATR	20.0	25.6	5.6	27.8%	0.0
Volume	39,948	62,900	22,952	57.5%	138,020

Daily Pivots for day following 05-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,780.8	1,719.3	1,515.8
R3	1,682.8	1,621.3	1,488.8
R2	1,584.8	1,584.8	1,479.8
R1	1,523.3	1,523.3	1,470.8	1,505.0
PP	1,486.8	1,486.8	1,486.8	1,477.5
S1	1,425.3	1,425.3	1,452.8	1,407.0
S2	1,388.8	1,388.8	1,443.8
S3	1,290.8	1,327.3	1,434.8
S4	1,192.8	1,229.3	1,408.0

Weekly Pivots for week ending 02-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,777.3	1,731.3	1,583.3
R3	1,707.0	1,661.0	1,564.0
R2	1,636.8	1,636.8	1,557.5
R1	1,590.8	1,590.8	1,551.0	1,578.8
PP	1,566.8	1,566.8	1,566.8	1,560.8
S1	1,520.5	1,520.5	1,538.3	1,508.5
S2	1,496.5	1,496.5	1,531.8
S3	1,426.3	1,450.3	1,525.3
S4	1,356.0	1,380.3	1,506.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,599.4	1,450.2	149.2	10.2%	40.3	2.8%	8%	False	True	36,259
10	1,619.2	1,450.2	169.0	11.6%	28.5	1.9%	7%	False	True	28,258
20	1,619.2	1,450.2	169.0	11.6%	24.8	1.7%	7%	False	True	23,787
40	1,619.2	1,450.2	169.0	11.6%	20.3	1.4%	7%	False	True	21,383
60	1,619.2	1,450.2	169.0	11.6%	17.3	1.2%	7%	False	True	14,318
80	1,619.2	1,450.2	169.0	11.6%	13.8	0.9%	7%	False	True	10,740
100	1,619.2	1,425.6	193.6	13.2%	11.8	0.8%	19%	False	False	8,593

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	4.9
Widest range in 114 trading days

Fibonacci Retracements and Extensions
4.250	1,964.8
2.618	1,804.8
1.618	1,706.8
1.000	1,646.3
0.618	1,608.8
HIGH	1,548.3
0.618	1,510.8
0.500	1,499.3
0.382	1,487.8
LOW	1,450.3
0.618	1,389.8
1.000	1,352.3
1.618	1,291.8
2.618	1,193.8
4.250	1,033.8

Fisher Pivots for day following 05-Feb-2018
Pivot	1 day	3 day
R1	1,499.3	1,517.5
PP	1,486.8	1,499.0
S1	1,474.3	1,480.5

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

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