ICE Russell 2000 Mini Future September 2017

Trading Metrics calculated at close of trading on 21-Aug-2017

Day Change Summary
	Previous	Current
	18-Aug-2017	21-Aug-2017	Change	Change %	Previous Week
Open	1,352.4	1,357.1	4.7	0.3%	1,373.1
High	1,362.1	1,361.0	-1.1	-0.1%	1,400.3
Low	1,348.8	1,348.9	0.1	0.0%	1,348.8
Close	1,357.2	1,355.2	-2.0	-0.1%	1,357.2
Range	13.3	12.1	-1.2	-9.0%	51.5
ATR	17.5	17.1	-0.4	-2.2%	0.0
Volume	140,048	91,733	-48,315	-34.5%	607,132

Daily Pivots for day following 21-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,391.3	1,385.3	1,361.8
R3	1,379.3	1,373.3	1,358.5
R2	1,367.3	1,367.3	1,357.5
R1	1,361.3	1,361.3	1,356.3	1,358.0
PP	1,355.0	1,355.0	1,355.0	1,353.5
S1	1,349.0	1,349.0	1,354.0	1,346.0
S2	1,343.0	1,343.0	1,353.0
S3	1,330.8	1,337.0	1,351.8
S4	1,318.8	1,324.8	1,348.5

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,523.3	1,491.8	1,385.5
R3	1,471.8	1,440.3	1,371.3
R2	1,420.3	1,420.3	1,366.8
R1	1,388.8	1,388.8	1,362.0	1,378.8
PP	1,368.8	1,368.8	1,368.8	1,363.8
S1	1,337.3	1,337.3	1,352.5	1,327.3
S2	1,317.3	1,317.3	1,347.8
S3	1,265.8	1,285.8	1,343.0
S4	1,214.3	1,234.3	1,329.0

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	1,348.8	51.5	3.8%	18.0	1.3%	12%	False	False	116,441
10	1,426.8	1,348.8	78.0	5.8%	19.3	1.4%	8%	False	False	128,031
20	1,452.3	1,348.8	103.5	7.6%	17.0	1.3%	6%	False	False	111,709
40	1,452.3	1,348.8	103.5	7.6%	16.5	1.2%	6%	False	False	109,707
60	1,452.3	1,348.8	103.5	7.6%	16.5	1.2%	6%	False	False	106,118
80	1,452.3	1,344.3	108.0	8.0%	14.8	1.1%	10%	False	False	79,619
100	1,452.3	1,339.5	112.8	8.3%	13.8	1.0%	14%	False	False	63,697

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,412.5
2.618	1,392.8
1.618	1,380.5
1.000	1,373.0
0.618	1,368.5
HIGH	1,361.0
0.618	1,356.5
0.500	1,355.0
0.382	1,353.5
LOW	1,349.0
0.618	1,341.5
1.000	1,336.8
1.618	1,329.3
2.618	1,317.3
4.250	1,297.5

Fisher Pivots for day following 21-Aug-2017
Pivot	1 day	3 day
R1	1,355.0	1,367.0
PP	1,355.0	1,363.0
S1	1,355.0	1,359.0

Download as Excel Spreadsheet

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

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