ICE Russell 2000 Mini Future September 2017

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

Day Change Summary
	Previous	Current
	16-Aug-2017	17-Aug-2017	Change	Change %	Previous Week
Open	1,381.0	1,379.5	-1.5	-0.1%	1,411.7
High	1,391.9	1,385.0	-6.9	-0.5%	1,426.8
Low	1,379.9	1,351.2	-28.7	-2.1%	1,363.6
Close	1,382.5	1,354.8	-27.7	-2.0%	1,372.0
Range	12.0	33.8	21.8	181.7%	63.2
ATR	16.6	17.8	1.2	7.4%	0.0
Volume	92,006	162,413	70,407	76.5%	643,723

Daily Pivots for day following 17-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,465.0	1,443.8	1,373.5
R3	1,431.3	1,410.0	1,364.0
R2	1,397.5	1,397.5	1,361.0
R1	1,376.3	1,376.3	1,358.0	1,370.0
PP	1,363.8	1,363.8	1,363.8	1,360.5
S1	1,342.3	1,342.3	1,351.8	1,336.0
S2	1,329.8	1,329.8	1,348.5
S3	1,296.0	1,308.5	1,345.5
S4	1,262.3	1,274.8	1,336.3

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,577.0	1,537.8	1,406.8
R3	1,513.8	1,474.5	1,389.5
R2	1,450.8	1,450.8	1,383.5
R1	1,411.3	1,411.3	1,377.8	1,399.5
PP	1,387.5	1,387.5	1,387.5	1,381.5
S1	1,348.3	1,348.3	1,366.3	1,336.3
S2	1,324.3	1,324.3	1,360.5
S3	1,261.0	1,285.0	1,354.5
S4	1,197.8	1,221.8	1,337.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,400.3	1,351.2	49.1	3.6%	19.8	1.5%	7%	False	True	121,778
10	1,426.8	1,351.2	75.6	5.6%	19.0	1.4%	5%	False	True	118,445
20	1,452.3	1,351.2	101.1	7.5%	17.0	1.2%	4%	False	True	108,623
40	1,452.3	1,351.2	101.1	7.5%	16.8	1.2%	4%	False	True	109,743
60	1,452.3	1,351.0	101.3	7.5%	16.5	1.2%	4%	False	False	102,257
80	1,452.3	1,344.3	108.0	8.0%	14.8	1.1%	10%	False	False	76,722
100	1,452.3	1,339.5	112.8	8.3%	13.5	1.0%	14%	False	False	61,380

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 105 trading days

Fibonacci Retracements and Extensions
4.250	1,528.8
2.618	1,473.5
1.618	1,439.8
1.000	1,418.8
0.618	1,406.0
HIGH	1,385.0
0.618	1,372.0
0.500	1,368.0
0.382	1,364.0
LOW	1,351.3
0.618	1,330.3
1.000	1,317.5
1.618	1,296.5
2.618	1,262.8
4.250	1,207.5

Fisher Pivots for day following 17-Aug-2017
Pivot	1 day	3 day
R1	1,368.0	1,375.8
PP	1,363.8	1,368.8
S1	1,359.3	1,361.8

Download as Excel Spreadsheet

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

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