ICE Russell 2000 Mini Future September 2017

Trading Metrics calculated at close of trading on 27-Jun-2017

Day Change Summary
	Previous	Current
	26-Jun-2017	27-Jun-2017	Change	Change %	Previous Week
Open	1,411.3	1,415.2	3.9	0.3%	1,410.0
High	1,419.9	1,421.0	1.1	0.1%	1,421.4
Low	1,406.6	1,402.2	-4.4	-0.3%	1,393.5
Close	1,414.4	1,404.9	-9.5	-0.7%	1,412.6
Range	13.3	18.8	5.5	41.4%	27.9
ATR	15.8	16.0	0.2	1.4%	0.0
Volume	115,227	133,728	18,501	16.1%	554,249

Daily Pivots for day following 27-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,465.8	1,454.3	1,415.3
R3	1,447.0	1,435.3	1,410.0
R2	1,428.3	1,428.3	1,408.3
R1	1,416.5	1,416.5	1,406.5	1,413.0
PP	1,409.3	1,409.3	1,409.3	1,407.5
S1	1,397.8	1,397.8	1,403.3	1,394.3
S2	1,390.5	1,390.5	1,401.5
S3	1,371.8	1,379.0	1,399.8
S4	1,353.0	1,360.3	1,394.5

Weekly Pivots for week ending 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,492.8	1,480.8	1,428.0
R3	1,465.0	1,452.8	1,420.3
R2	1,437.0	1,437.0	1,417.8
R1	1,424.8	1,424.8	1,415.3	1,431.0
PP	1,409.3	1,409.3	1,409.3	1,412.3
S1	1,397.0	1,397.0	1,410.0	1,403.0
S2	1,381.3	1,381.3	1,407.5
S3	1,353.3	1,369.0	1,405.0
S4	1,325.5	1,341.3	1,397.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,421.0	1,393.5	27.5	2.0%	16.3	1.2%	41%	True	False	119,537
10	1,429.7	1,393.5	36.2	2.6%	16.5	1.2%	31%	False	False	129,326
20	1,434.6	1,351.0	83.6	6.0%	17.8	1.3%	64%	False	False	111,382
40	1,434.6	1,344.3	90.3	6.4%	13.3	0.9%	67%	False	False	55,754
60	1,434.6	1,339.5	95.1	6.8%	12.3	0.9%	69%	False	False	37,174
80	1,434.6	1,332.3	102.3	7.3%	10.8	0.8%	71%	False	False	27,882

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.9
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,501.0
2.618	1,470.3
1.618	1,451.5
1.000	1,439.8
0.618	1,432.5
HIGH	1,421.0
0.618	1,413.8
0.500	1,411.5
0.382	1,409.5
LOW	1,402.3
0.618	1,390.5
1.000	1,383.5
1.618	1,371.8
2.618	1,353.0
4.250	1,322.3

Fisher Pivots for day following 27-Jun-2017
Pivot	1 day	3 day
R1	1,411.5	1,410.8
PP	1,409.3	1,408.8
S1	1,407.3	1,406.8

Download as Excel Spreadsheet

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

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