ICE Russell 2000 Mini Future September 2017

Trading Metrics calculated at close of trading on 17-Jul-2017

Day Change Summary
	Previous	Current
	14-Jul-2017	17-Jul-2017	Change	Change %	Previous Week
Open	1,426.0	1,427.1	1.1	0.1%	1,413.7
High	1,433.5	1,434.6	1.1	0.1%	1,433.5
Low	1,420.7	1,422.4	1.7	0.1%	1,399.9
Close	1,428.6	1,431.0	2.4	0.2%	1,428.6
Range	12.8	12.2	-0.6	-4.7%	33.6
ATR	16.9	16.5	-0.3	-2.0%	0.0
Volume	98,721	73,293	-25,428	-25.8%	496,256

Daily Pivots for day following 17-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,466.0	1,460.8	1,437.8
R3	1,453.8	1,448.5	1,434.3
R2	1,441.5	1,441.5	1,433.3
R1	1,436.3	1,436.3	1,432.0	1,439.0
PP	1,429.3	1,429.3	1,429.3	1,430.8
S1	1,424.0	1,424.0	1,430.0	1,426.8
S2	1,417.3	1,417.3	1,428.8
S3	1,405.0	1,411.8	1,427.8
S4	1,392.8	1,399.8	1,424.3

Weekly Pivots for week ending 14-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,521.5	1,508.8	1,447.0
R3	1,487.8	1,475.0	1,437.8
R2	1,454.3	1,454.3	1,434.8
R1	1,441.5	1,441.5	1,431.8	1,447.8
PP	1,420.8	1,420.8	1,420.8	1,424.0
S1	1,407.8	1,407.8	1,425.5	1,414.3
S2	1,387.0	1,387.0	1,422.5
S3	1,353.5	1,374.3	1,419.3
S4	1,319.8	1,340.8	1,410.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,434.6	1,399.9	34.7	2.4%	14.8	1.0%	90%	True	False	94,720
10	1,434.6	1,398.1	36.5	2.6%	16.0	1.1%	90%	True	False	100,289
20	1,434.6	1,393.5	41.1	2.9%	17.0	1.2%	91%	True	False	113,619
40	1,434.6	1,351.0	83.6	5.8%	16.3	1.1%	96%	True	False	92,430
60	1,434.6	1,344.3	90.3	6.3%	13.8	1.0%	96%	True	False	61,659
80	1,434.6	1,339.5	95.1	6.6%	12.8	0.9%	96%	True	False	46,245

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.1
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,486.5
2.618	1,466.5
1.618	1,454.3
1.000	1,446.8
0.618	1,442.3
HIGH	1,434.5
0.618	1,430.0
0.500	1,428.5
0.382	1,427.0
LOW	1,422.5
0.618	1,414.8
1.000	1,410.3
1.618	1,402.8
2.618	1,390.5
4.250	1,370.5

Fisher Pivots for day following 17-Jul-2017
Pivot	1 day	3 day
R1	1,430.3	1,428.8
PP	1,429.3	1,426.5
S1	1,428.5	1,424.3

Download as Excel Spreadsheet

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

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