ICE Russell 2000 Mini Future September 2017

Trading Metrics calculated at close of trading on 12-Jul-2017

Day Change Summary
	Previous	Current
	11-Jul-2017	12-Jul-2017	Change	Change %	Previous Week
Open	1,409.0	1,413.7	4.7	0.3%	1,411.1
High	1,414.1	1,433.0	18.9	1.3%	1,429.9
Low	1,399.9	1,411.7	11.8	0.8%	1,398.1
Close	1,413.1	1,422.0	8.9	0.6%	1,414.2
Range	14.2	21.3	7.1	50.0%	31.8
ATR	17.2	17.5	0.3	1.7%	0.0
Volume	96,693	115,781	19,088	19.7%	433,342

Daily Pivots for day following 12-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,486.3	1,475.3	1,433.8
R3	1,464.8	1,454.0	1,427.8
R2	1,443.5	1,443.5	1,426.0
R1	1,432.8	1,432.8	1,424.0	1,438.3
PP	1,422.3	1,422.3	1,422.3	1,425.0
S1	1,411.5	1,411.5	1,420.0	1,416.8
S2	1,401.0	1,401.0	1,418.0
S3	1,379.8	1,390.3	1,416.3
S4	1,358.3	1,368.8	1,410.3

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	1,433.0	1,398.1	34.9	2.5%	18.3	1.3%	68%	True	False	109,718
10	1,433.0	1,398.1	34.9	2.5%	19.3	1.4%	68%	True	False	120,806
20	1,433.0	1,393.5	39.5	2.8%	18.0	1.3%	72%	True	False	125,066
40	1,434.6	1,344.3	90.3	6.4%	16.8	1.2%	86%	False	False	85,908
60	1,434.6	1,344.3	90.3	6.4%	13.5	0.9%	86%	False	False	57,307
80	1,434.6	1,332.3	102.3	7.2%	13.0	0.9%	88%	False	False	42,982

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	2.6
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,523.5
2.618	1,488.8
1.618	1,467.5
1.000	1,454.3
0.618	1,446.3
HIGH	1,433.0
0.618	1,424.8
0.500	1,422.3
0.382	1,419.8
LOW	1,411.8
0.618	1,398.5
1.000	1,390.5
1.618	1,377.3
2.618	1,356.0
4.250	1,321.3

Fisher Pivots for day following 12-Jul-2017
Pivot	1 day	3 day
R1	1,422.3	1,420.3
PP	1,422.3	1,418.3
S1	1,422.0	1,416.5

Download as Excel Spreadsheet

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

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