ICE Russell 2000 Mini Future September 2017

Trading Metrics calculated at close of trading on 18-Jul-2017

Day Change Summary
	Previous	Current
	17-Jul-2017	18-Jul-2017	Change	Change %	Previous Week
Open	1,427.1	1,431.6	4.5	0.3%	1,413.7
High	1,434.6	1,431.7	-2.9	-0.2%	1,433.5
Low	1,422.4	1,420.1	-2.3	-0.2%	1,399.9
Close	1,431.0	1,426.6	-4.4	-0.3%	1,428.6
Range	12.2	11.6	-0.6	-4.9%	33.6
ATR	16.5	16.2	-0.4	-2.1%	0.0
Volume	73,293	83,428	10,135	13.8%	496,256

Daily Pivots for day following 18-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,461.0	1,455.3	1,433.0
R3	1,449.3	1,443.8	1,429.8
R2	1,437.8	1,437.8	1,428.8
R1	1,432.3	1,432.3	1,427.8	1,429.3
PP	1,426.3	1,426.3	1,426.3	1,424.5
S1	1,420.5	1,420.5	1,425.5	1,417.5
S2	1,414.5	1,414.5	1,424.5
S3	1,403.0	1,409.0	1,423.5
S4	1,391.3	1,397.3	1,420.3

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	1,411.7	22.9	1.6%	14.3	1.0%	65%	False	False	92,067
10	1,434.6	1,398.1	36.5	2.6%	15.3	1.1%	78%	False	False	100,749
20	1,434.6	1,393.5	41.1	2.9%	17.0	1.2%	81%	False	False	112,667
40	1,434.6	1,351.0	83.6	5.9%	16.3	1.1%	90%	False	False	94,514
60	1,434.6	1,344.3	90.3	6.3%	13.8	1.0%	91%	False	False	63,049
80	1,434.6	1,339.5	95.1	6.7%	12.8	0.9%	92%	False	False	47,288

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	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.1
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,481.0
2.618	1,462.0
1.618	1,450.5
1.000	1,443.3
0.618	1,438.8
HIGH	1,431.8
0.618	1,427.3
0.500	1,426.0
0.382	1,424.5
LOW	1,420.0
0.618	1,413.0
1.000	1,408.5
1.618	1,401.3
2.618	1,389.8
4.250	1,370.8

Fisher Pivots for day following 18-Jul-2017
Pivot	1 day	3 day
R1	1,426.3	1,427.3
PP	1,426.3	1,427.0
S1	1,426.0	1,426.8

Download as Excel Spreadsheet

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

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