ICE Russell 2000 Mini Future September 2017

Trading Metrics calculated at close of trading on 11-Jul-2017

Day Change Summary
	Previous	Current
	10-Jul-2017	11-Jul-2017	Change	Change %	Previous Week
Open	1,413.7	1,409.0	-4.7	-0.3%	1,411.1
High	1,419.6	1,414.1	-5.5	-0.4%	1,429.9
Low	1,403.6	1,399.9	-3.7	-0.3%	1,398.1
Close	1,408.7	1,413.1	4.4	0.3%	1,414.2
Range	16.0	14.2	-1.8	-11.3%	31.8
ATR	17.4	17.2	-0.2	-1.3%	0.0
Volume	95,948	96,693	745	0.8%	433,342

Daily Pivots for day following 11-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,451.8	1,446.5	1,421.0
R3	1,437.5	1,432.3	1,417.0
R2	1,423.3	1,423.3	1,415.8
R1	1,418.3	1,418.3	1,414.5	1,420.8
PP	1,409.0	1,409.0	1,409.0	1,410.3
S1	1,404.0	1,404.0	1,411.8	1,406.5
S2	1,394.8	1,394.8	1,410.5
S3	1,380.8	1,389.8	1,409.3
S4	1,366.5	1,375.5	1,405.3

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,509.5	1,493.8	1,431.8
R3	1,477.8	1,461.8	1,423.0
R2	1,445.8	1,445.8	1,420.0
R1	1,430.0	1,430.0	1,417.0	1,438.0
PP	1,414.0	1,414.0	1,414.0	1,418.0
S1	1,398.3	1,398.3	1,411.3	1,406.3
S2	1,382.3	1,382.3	1,408.3
S3	1,350.5	1,366.5	1,405.5
S4	1,318.8	1,334.8	1,396.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,422.9	1,398.1	24.8	1.8%	16.3	1.2%	60%	False	False	109,431
10	1,432.2	1,398.1	34.1	2.4%	19.0	1.3%	44%	False	False	122,601
20	1,432.2	1,393.5	38.7	2.7%	17.3	1.2%	51%	False	False	130,073
40	1,434.6	1,344.3	90.3	6.4%	16.8	1.2%	76%	False	False	83,015
60	1,434.6	1,344.3	90.3	6.4%	13.3	0.9%	76%	False	False	55,377
80	1,434.6	1,332.3	102.3	7.2%	12.8	0.9%	79%	False	False	41,535

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	2.9
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,474.5
2.618	1,451.3
1.618	1,437.0
1.000	1,428.3
0.618	1,423.0
HIGH	1,414.0
0.618	1,408.8
0.500	1,407.0
0.382	1,405.3
LOW	1,400.0
0.618	1,391.0
1.000	1,385.8
1.618	1,377.0
2.618	1,362.8
4.250	1,339.5

Fisher Pivots for day following 11-Jul-2017
Pivot	1 day	3 day
R1	1,411.0	1,412.0
PP	1,409.0	1,410.8
S1	1,407.0	1,409.5

Download as Excel Spreadsheet

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

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