ICE Russell 2000 Mini Future September 2017

Trading Metrics calculated at close of trading on 27-Jul-2017

Day Change Summary
	Previous	Current
	26-Jul-2017	27-Jul-2017	Change	Change %	Previous Week
Open	1,449.6	1,443.9	-5.7	-0.4%	1,427.1
High	1,452.3	1,447.1	-5.2	-0.4%	1,445.4
Low	1,439.8	1,424.7	-15.1	-1.0%	1,420.1
Close	1,441.4	1,430.7	-10.7	-0.7%	1,435.3
Range	12.5	22.4	9.9	79.2%	25.3
ATR	15.0	15.5	0.5	3.6%	0.0
Volume	81,468	135,680	54,212	66.5%	428,894

Daily Pivots for day following 27-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,501.3	1,488.5	1,443.0
R3	1,479.0	1,466.0	1,436.8
R2	1,456.5	1,456.5	1,434.8
R1	1,443.8	1,443.8	1,432.8	1,439.0
PP	1,434.3	1,434.3	1,434.3	1,431.8
S1	1,421.3	1,421.3	1,428.8	1,416.5
S2	1,411.8	1,411.8	1,426.5
S3	1,389.3	1,398.8	1,424.5
S4	1,367.0	1,376.5	1,418.5

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,509.5	1,497.8	1,449.3
R3	1,484.3	1,472.5	1,442.3
R2	1,459.0	1,459.0	1,440.0
R1	1,447.0	1,447.0	1,437.5	1,453.0
PP	1,433.5	1,433.5	1,433.5	1,436.5
S1	1,421.8	1,421.8	1,433.0	1,427.8
S2	1,408.3	1,408.3	1,430.8
S3	1,383.0	1,396.5	1,428.3
S4	1,357.8	1,371.3	1,421.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,452.3	1,424.7	27.6	1.9%	14.8	1.0%	22%	False	True	97,202
10	1,452.3	1,420.1	32.2	2.3%	13.5	0.9%	33%	False	False	92,392
20	1,452.3	1,398.1	54.2	3.8%	15.5	1.1%	60%	False	False	103,588
40	1,452.3	1,368.7	83.6	5.8%	16.8	1.2%	74%	False	False	111,212
60	1,452.3	1,344.3	108.0	7.5%	14.5	1.0%	80%	False	False	74,188
80	1,452.3	1,339.5	112.8	7.9%	13.3	0.9%	81%	False	False	55,644
100	1,452.3	1,332.3	120.0	8.4%	12.0	0.8%	82%	False	False	44,516

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.7
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1,542.3
2.618	1,505.8
1.618	1,483.3
1.000	1,469.5
0.618	1,461.0
HIGH	1,447.0
0.618	1,438.5
0.500	1,436.0
0.382	1,433.3
LOW	1,424.8
0.618	1,410.8
1.000	1,402.3
1.618	1,388.5
2.618	1,366.0
4.250	1,329.5

Fisher Pivots for day following 27-Jul-2017
Pivot	1 day	3 day
R1	1,436.0	1,438.5
PP	1,434.3	1,436.0
S1	1,432.5	1,433.3

Download as Excel Spreadsheet

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

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