ICE Russell 2000 Mini Future March 2018

Trading Metrics calculated at close of trading on 28-Feb-2018

Day Change Summary
	Previous	Current
	27-Feb-2018	28-Feb-2018	Change	Change %	Previous Week
Open	1,560.2	1,540.9	-19.3	-1.2%	1,540.0
High	1,567.5	1,544.6	-22.9	-1.5%	1,557.5
Low	1,535.1	1,508.4	-26.7	-1.7%	1,516.7
Close	1,538.3	1,511.4	-26.9	-1.7%	1,550.9
Range	32.4	36.2	3.8	11.7%	40.8
ATR	30.9	31.2	0.4	1.2%	0.0
Volume	13,958	18,301	4,343	31.1%	64,069

Daily Pivots for day following 28-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,630.0	1,607.0	1,531.3
R3	1,593.8	1,570.8	1,521.3
R2	1,557.8	1,557.8	1,518.0
R1	1,534.5	1,534.5	1,514.8	1,528.0
PP	1,521.5	1,521.5	1,521.5	1,518.3
S1	1,498.3	1,498.3	1,508.0	1,491.8
S2	1,485.3	1,485.3	1,504.8
S3	1,449.0	1,462.3	1,501.5
S4	1,412.8	1,426.0	1,491.5

Weekly Pivots for week ending 23-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,664.0	1,648.3	1,573.3
R3	1,623.3	1,607.5	1,562.0
R2	1,582.5	1,582.5	1,558.5
R1	1,566.8	1,566.8	1,554.8	1,574.5
PP	1,541.8	1,541.8	1,541.8	1,545.8
S1	1,526.0	1,526.0	1,547.3	1,533.8
S2	1,501.0	1,501.0	1,543.5
S3	1,460.0	1,485.0	1,539.8
S4	1,419.3	1,444.3	1,528.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,567.5	1,508.4	59.1	3.9%	28.5	1.9%	5%	False	True	13,552
10	1,567.5	1,470.1	97.4	6.4%	29.8	2.0%	42%	False	False	18,128
20	1,596.7	1,411.8	184.9	12.2%	38.8	2.6%	54%	False	False	28,120
40	1,619.2	1,411.8	207.4	13.7%	28.5	1.9%	48%	False	False	23,879
60	1,619.2	1,411.8	207.4	13.7%	25.3	1.7%	48%	False	False	21,154
80	1,619.2	1,411.8	207.4	13.7%	20.5	1.4%	48%	False	False	15,873
100	1,619.2	1,411.8	207.4	13.7%	17.0	1.1%	48%	False	False	12,700
120	1,619.2	1,401.3	217.9	14.4%	14.8	1.0%	51%	False	False	10,584

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	9.6
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1,698.5
2.618	1,639.3
1.618	1,603.3
1.000	1,580.8
0.618	1,567.0
HIGH	1,544.5
0.618	1,530.8
0.500	1,526.5
0.382	1,522.3
LOW	1,508.5
0.618	1,486.0
1.000	1,472.3
1.618	1,449.8
2.618	1,413.8
4.250	1,354.5

Fisher Pivots for day following 28-Feb-2018
Pivot	1 day	3 day
R1	1,526.5	1,538.0
PP	1,521.5	1,529.0
S1	1,516.5	1,520.3

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

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