ICE Russell 2000 Mini Future September 2017

Trading Metrics calculated at close of trading on 10-Aug-2017

Day Change Summary
	Previous	Current
	09-Aug-2017	10-Aug-2017	Change	Change %	Previous Week
Open	1,405.5	1,398.1	-7.4	-0.5%	1,430.0
High	1,406.4	1,398.2	-8.2	-0.6%	1,433.3
Low	1,391.0	1,365.6	-25.4	-1.8%	1,400.2
Close	1,397.1	1,369.6	-27.5	-2.0%	1,411.2
Range	15.4	32.6	17.2	111.7%	33.1
ATR	15.4	16.6	1.2	8.0%	0.0
Volume	144,820	174,722	29,902	20.6%	487,279

Daily Pivots for day following 10-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,475.5	1,455.3	1,387.5
R3	1,443.0	1,422.5	1,378.5
R2	1,410.5	1,410.5	1,375.5
R1	1,390.0	1,390.0	1,372.5	1,384.0
PP	1,377.8	1,377.8	1,377.8	1,374.8
S1	1,357.5	1,357.5	1,366.5	1,351.3
S2	1,345.3	1,345.3	1,363.5
S3	1,312.5	1,324.8	1,360.8
S4	1,280.0	1,292.3	1,351.8

Weekly Pivots for week ending 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,514.3	1,495.8	1,429.5
R3	1,481.0	1,462.8	1,420.3
R2	1,448.0	1,448.0	1,417.3
R1	1,429.5	1,429.5	1,414.3	1,422.3
PP	1,415.0	1,415.0	1,415.0	1,411.3
S1	1,396.5	1,396.5	1,408.3	1,389.3
S2	1,381.8	1,381.8	1,405.3
S3	1,348.8	1,363.5	1,402.0
S4	1,315.5	1,330.3	1,393.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,426.8	1,365.6	61.2	4.5%	18.0	1.3%	7%	False	True	115,113
10	1,433.3	1,365.6	67.7	4.9%	16.5	1.2%	6%	False	True	107,756
20	1,452.3	1,365.6	86.7	6.3%	15.0	1.1%	5%	False	True	100,074
40	1,452.3	1,365.6	86.7	6.3%	16.3	1.2%	5%	False	True	109,659
60	1,452.3	1,344.3	108.0	7.9%	16.0	1.2%	23%	False	False	92,113
80	1,452.3	1,344.3	108.0	7.9%	14.0	1.0%	23%	False	False	69,113
100	1,452.3	1,332.3	120.0	8.8%	13.3	1.0%	31%	False	False	55,291

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	3.2
Widest range in 100 trading days

Fibonacci Retracements and Extensions
4.250	1,536.8
2.618	1,483.5
1.618	1,451.0
1.000	1,430.8
0.618	1,418.3
HIGH	1,398.3
0.618	1,385.8
0.500	1,382.0
0.382	1,378.0
LOW	1,365.5
0.618	1,345.5
1.000	1,333.0
1.618	1,312.8
2.618	1,280.3
4.250	1,227.0

Fisher Pivots for day following 10-Aug-2017
Pivot	1 day	3 day
R1	1,382.0	1,396.3
PP	1,377.8	1,387.3
S1	1,373.8	1,378.5

Download as Excel Spreadsheet

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

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