ICE Russell 2000 Mini Future December 2017

Trading Metrics calculated at close of trading on 14-Nov-2017

Day Change Summary
	Previous	Current
	13-Nov-2017	14-Nov-2017	Change	Change %	Previous Week
Open	1,474.9	1,473.2	-1.7	-0.1%	1,493.3
High	1,477.7	1,474.4	-3.3	-0.2%	1,503.3
Low	1,463.2	1,464.3	1.1	0.1%	1,461.5
Close	1,473.7	1,470.6	-3.1	-0.2%	1,474.3
Range	14.5	10.1	-4.4	-30.3%	41.8
ATR	15.9	15.5	-0.4	-2.6%	0.0
Volume	25,353	30,124	4,771	18.8%	217,714

Daily Pivots for day following 14-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,500.0	1,495.5	1,476.3
R3	1,490.0	1,485.3	1,473.5
R2	1,479.8	1,479.8	1,472.5
R1	1,475.3	1,475.3	1,471.5	1,472.5
PP	1,469.8	1,469.8	1,469.8	1,468.5
S1	1,465.3	1,465.3	1,469.8	1,462.5
S2	1,459.8	1,459.8	1,468.8
S3	1,449.5	1,455.0	1,467.8
S4	1,439.5	1,445.0	1,465.0

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,605.0	1,581.5	1,497.3
R3	1,563.3	1,539.8	1,485.8
R2	1,521.5	1,521.5	1,482.0
R1	1,498.0	1,498.0	1,478.3	1,488.8
PP	1,479.8	1,479.8	1,479.8	1,475.3
S1	1,456.0	1,456.0	1,470.5	1,447.0
S2	1,438.0	1,438.0	1,466.8
S3	1,396.0	1,414.3	1,462.8
S4	1,354.3	1,372.5	1,451.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,485.4	1,461.5	23.9	1.6%	14.8	1.0%	38%	False	False	40,522
10	1,516.5	1,461.5	55.0	3.7%	17.5	1.2%	17%	False	False	39,240
20	1,516.5	1,461.5	55.0	3.7%	16.5	1.1%	17%	False	False	37,524
40	1,518.0	1,438.5	79.5	5.4%	14.5	1.0%	40%	False	False	39,881
60	1,518.0	1,359.8	158.2	10.8%	13.3	0.9%	70%	False	False	34,301
80	1,518.0	1,349.1	168.9	11.5%	12.8	0.9%	72%	False	False	25,732
100	1,518.0	1,349.1	168.9	11.5%	12.0	0.8%	72%	False	False	20,595
120	1,518.0	1,349.1	168.9	11.5%	10.3	0.7%	72%	False	False	17,163

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,517.3
2.618	1,500.8
1.618	1,490.8
1.000	1,484.5
0.618	1,480.8
HIGH	1,474.5
0.618	1,470.5
0.500	1,469.3
0.382	1,468.3
LOW	1,464.3
0.618	1,458.0
1.000	1,454.3
1.618	1,448.0
2.618	1,437.8
4.250	1,421.5

Fisher Pivots for day following 14-Nov-2017
Pivot	1 day	3 day
R1	1,470.3	1,471.5
PP	1,469.8	1,471.3
S1	1,469.3	1,471.0

Download as Excel Spreadsheet

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

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