ICE Russell 2000 Mini Future March 2018

Trading Metrics calculated at close of trading on 16-Feb-2018

Day Change Summary
	Previous	Current
	15-Feb-2018	16-Feb-2018	Change	Change %	Previous Week
Open	1,522.5	1,541.2	18.7	1.2%	1,478.5
High	1,542.3	1,552.1	9.8	0.6%	1,552.1
Low	1,514.7	1,533.8	19.1	1.3%	1,463.8
Close	1,540.3	1,543.9	3.6	0.2%	1,543.9
Range	27.6	18.3	-9.3	-33.7%	88.3
ATR	34.2	33.0	-1.1	-3.3%	0.0
Volume	21,687	22,018	331	1.5%	126,894

Daily Pivots for day following 16-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,598.3	1,589.3	1,554.0
R3	1,579.8	1,571.0	1,549.0
R2	1,561.5	1,561.5	1,547.3
R1	1,552.8	1,552.8	1,545.5	1,557.3
PP	1,543.3	1,543.3	1,543.3	1,545.5
S1	1,534.5	1,534.5	1,542.3	1,538.8
S2	1,525.0	1,525.0	1,540.5
S3	1,506.8	1,516.3	1,538.8
S4	1,488.3	1,497.8	1,533.8

Weekly Pivots for week ending 16-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,784.8	1,752.8	1,592.5
R3	1,696.5	1,664.3	1,568.3
R2	1,608.3	1,608.3	1,560.0
R1	1,576.0	1,576.0	1,552.0	1,592.3
PP	1,520.0	1,520.0	1,520.0	1,528.0
S1	1,487.8	1,487.8	1,535.8	1,503.8
S2	1,431.8	1,431.8	1,527.8
S3	1,343.3	1,399.5	1,519.5
S4	1,255.0	1,311.3	1,495.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,552.1	1,463.8	88.3	5.7%	31.3	2.0%	91%	True	False	25,378
10	1,552.1	1,411.8	140.3	9.1%	49.3	3.2%	94%	True	False	36,906
20	1,619.2	1,411.8	207.4	13.4%	34.8	2.3%	64%	False	False	30,103
40	1,619.2	1,411.8	207.4	13.4%	25.8	1.7%	64%	False	False	23,691
60	1,619.2	1,411.8	207.4	13.4%	23.0	1.5%	64%	False	False	19,417
80	1,619.2	1,411.8	207.4	13.4%	18.5	1.2%	64%	False	False	14,567
100	1,619.2	1,411.8	207.4	13.4%	15.8	1.0%	64%	False	False	11,654
120	1,619.2	1,388.7	230.5	14.9%	13.3	0.9%	67%	False	False	9,712

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	16.6
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1,630.0
2.618	1,600.0
1.618	1,581.8
1.000	1,570.5
0.618	1,563.5
HIGH	1,552.0
0.618	1,545.0
0.500	1,543.0
0.382	1,540.8
LOW	1,533.8
0.618	1,522.5
1.000	1,515.5
1.618	1,504.3
2.618	1,486.0
4.250	1,456.0

Fisher Pivots for day following 16-Feb-2018
Pivot	1 day	3 day
R1	1,543.5	1,533.0
PP	1,543.3	1,522.0
S1	1,543.0	1,511.0

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

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