ICE Russell 2000 Mini Future September 2017

Trading Metrics calculated at close of trading on 31-Aug-2017

Day Change Summary
	Previous	Current
	30-Aug-2017	31-Aug-2017	Change	Change %	Previous Week
Open	1,384.2	1,391.8	7.6	0.5%	1,357.1
High	1,392.7	1,407.2	14.5	1.0%	1,380.8
Low	1,379.0	1,390.6	11.6	0.8%	1,348.9
Close	1,390.9	1,404.4	13.5	1.0%	1,375.7
Range	13.7	16.6	2.9	21.2%	31.9
ATR	16.3	16.3	0.0	0.2%	0.0
Volume	88,784	125,530	36,746	41.4%	458,385

Daily Pivots for day following 31-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,450.5	1,444.0	1,413.5
R3	1,434.0	1,427.5	1,409.0
R2	1,417.3	1,417.3	1,407.5
R1	1,410.8	1,410.8	1,406.0	1,414.0
PP	1,400.8	1,400.8	1,400.8	1,402.3
S1	1,394.3	1,394.3	1,403.0	1,397.5
S2	1,384.3	1,384.3	1,401.3
S3	1,367.5	1,377.8	1,399.8
S4	1,351.0	1,361.0	1,395.3

Weekly Pivots for week ending 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,464.3	1,451.8	1,393.3
R3	1,432.3	1,420.0	1,384.5
R2	1,400.3	1,400.3	1,381.5
R1	1,388.0	1,388.0	1,378.5	1,394.3
PP	1,368.5	1,368.5	1,368.5	1,371.5
S1	1,356.3	1,356.3	1,372.8	1,362.3
S2	1,336.5	1,336.5	1,369.8
S3	1,304.8	1,324.3	1,367.0
S4	1,272.8	1,292.3	1,358.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,407.2	1,366.0	41.2	2.9%	15.3	1.1%	93%	True	False	99,622
10	1,407.2	1,348.8	58.4	4.2%	14.5	1.0%	95%	True	False	100,693
20	1,426.8	1,348.8	78.0	5.6%	16.8	1.2%	71%	False	False	109,569
40	1,452.3	1,348.8	103.5	7.4%	15.8	1.1%	54%	False	False	102,943
60	1,452.3	1,348.8	103.5	7.4%	16.5	1.2%	54%	False	False	118,518
80	1,452.3	1,344.3	108.0	7.7%	15.8	1.1%	56%	False	False	89,308
100	1,452.3	1,343.1	109.2	7.8%	14.3	1.0%	56%	False	False	71,448
120	1,452.3	1,332.3	120.0	8.5%	13.3	0.9%	60%	False	False	59,542

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,477.8
2.618	1,450.8
1.618	1,434.0
1.000	1,423.8
0.618	1,417.5
HIGH	1,407.3
0.618	1,400.8
0.500	1,399.0
0.382	1,397.0
LOW	1,390.5
0.618	1,380.3
1.000	1,374.0
1.618	1,363.8
2.618	1,347.3
4.250	1,320.0

Fisher Pivots for day following 31-Aug-2017
Pivot	1 day	3 day
R1	1,402.5	1,398.8
PP	1,400.8	1,393.3
S1	1,399.0	1,387.8

Download as Excel Spreadsheet

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

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