ICE Russell 2000 Mini Future September 2017

Trading Metrics calculated at close of trading on 03-Jul-2017

Day Change Summary
	Previous	Current
	30-Jun-2017	03-Jul-2017	Change	Change %	Previous Week
Open	1,416.9	1,411.1	-5.8	-0.4%	1,411.3
High	1,421.4	1,429.9	8.5	0.6%	1,432.2
Low	1,411.4	1,411.0	-0.4	0.0%	1,401.0
Close	1,414.3	1,424.6	10.3	0.7%	1,414.3
Range	10.0	18.9	8.9	89.0%	31.2
ATR	17.4	17.5	0.1	0.6%	0.0
Volume	138,099	78,828	-59,271	-42.9%	715,259

Daily Pivots for day following 03-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,478.5	1,470.5	1,435.0
R3	1,459.8	1,451.5	1,429.8
R2	1,440.8	1,440.8	1,428.0
R1	1,432.8	1,432.8	1,426.3	1,436.8
PP	1,421.8	1,421.8	1,421.8	1,423.8
S1	1,413.8	1,413.8	1,422.8	1,417.8
S2	1,403.0	1,403.0	1,421.3
S3	1,384.0	1,394.8	1,419.5
S4	1,365.3	1,376.0	1,414.3

Weekly Pivots for week ending 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,509.5	1,493.0	1,431.5
R3	1,478.3	1,461.8	1,423.0
R2	1,447.0	1,447.0	1,420.0
R1	1,430.8	1,430.8	1,417.3	1,438.8
PP	1,415.8	1,415.8	1,415.8	1,420.0
S1	1,399.5	1,399.5	1,411.5	1,407.8
S2	1,384.8	1,384.8	1,408.5
S3	1,353.5	1,368.3	1,405.8
S4	1,322.3	1,337.0	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	1,432.2	1,401.0	31.2	2.2%	21.8	1.5%	76%	False	False	135,772
10	1,432.2	1,393.5	38.7	2.7%	19.0	1.3%	80%	False	False	124,585
20	1,434.6	1,383.3	51.3	3.6%	18.0	1.3%	81%	False	False	138,512
40	1,434.6	1,344.3	90.3	6.3%	15.3	1.1%	89%	False	False	69,383
60	1,434.6	1,343.1	91.5	6.4%	12.8	0.9%	89%	False	False	46,258
80	1,434.6	1,332.3	102.3	7.2%	11.8	0.8%	90%	False	False	34,696

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,510.3
2.618	1,479.5
1.618	1,460.5
1.000	1,448.8
0.618	1,441.5
HIGH	1,430.0
0.618	1,422.8
0.500	1,420.5
0.382	1,418.3
LOW	1,411.0
0.618	1,399.3
1.000	1,392.0
1.618	1,380.5
2.618	1,361.5
4.250	1,330.8

Fisher Pivots for day following 03-Jul-2017
Pivot	1 day	3 day
R1	1,423.3	1,422.0
PP	1,421.8	1,419.3
S1	1,420.5	1,416.5

Download as Excel Spreadsheet

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

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