ICE Russell 2000 Mini Future December 2017

Trading Metrics calculated at close of trading on 20-Nov-2017

Day Change Summary
	Previous	Current
	17-Nov-2017	20-Nov-2017	Change	Change %	Previous Week
Open	1,485.9	1,492.9	7.0	0.5%	1,474.9
High	1,498.8	1,504.4	5.6	0.4%	1,498.8
Low	1,480.1	1,486.3	6.2	0.4%	1,453.1
Close	1,492.9	1,504.0	11.1	0.7%	1,492.9
Range	18.7	18.1	-0.6	-3.2%	45.7
ATR	16.7	16.8	0.1	0.6%	0.0
Volume	27,389	23,360	-4,029	-14.7%	154,230

Daily Pivots for day following 20-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,552.5	1,546.3	1,514.0
R3	1,534.5	1,528.3	1,509.0
R2	1,516.3	1,516.3	1,507.3
R1	1,510.3	1,510.3	1,505.8	1,513.3
PP	1,498.3	1,498.3	1,498.3	1,499.8
S1	1,492.0	1,492.0	1,502.3	1,495.3
S2	1,480.3	1,480.3	1,500.8
S3	1,462.0	1,474.0	1,499.0
S4	1,444.0	1,455.8	1,494.0

Weekly Pivots for week ending 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,618.8	1,601.5	1,518.0
R3	1,573.0	1,555.8	1,505.5
R2	1,527.3	1,527.3	1,501.3
R1	1,510.0	1,510.0	1,497.0	1,518.8
PP	1,481.5	1,481.5	1,481.5	1,486.0
S1	1,464.5	1,464.5	1,488.8	1,473.0
S2	1,436.0	1,436.0	1,484.5
S3	1,390.3	1,418.8	1,480.3
S4	1,344.5	1,373.0	1,467.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,504.4	1,453.1	51.3	3.4%	18.5	1.2%	99%	True	False	30,447
10	1,504.4	1,453.1	51.3	3.4%	18.3	1.2%	99%	True	False	36,318
20	1,516.5	1,453.1	63.4	4.2%	17.8	1.2%	80%	False	False	36,892
40	1,518.0	1,451.3	66.7	4.4%	15.3	1.0%	79%	False	False	37,587
60	1,518.0	1,369.3	148.7	9.9%	14.3	0.9%	91%	False	False	36,333
80	1,518.0	1,349.1	168.9	11.2%	13.5	0.9%	92%	False	False	27,258
100	1,518.0	1,349.1	168.9	11.2%	12.3	0.8%	92%	False	False	21,815
120	1,518.0	1,349.1	168.9	11.2%	11.0	0.7%	92%	False	False	18,180

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	3.7
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,581.3
2.618	1,551.8
1.618	1,533.8
1.000	1,522.5
0.618	1,515.5
HIGH	1,504.5
0.618	1,497.5
0.500	1,495.3
0.382	1,493.3
LOW	1,486.3
0.618	1,475.0
1.000	1,468.3
1.618	1,457.0
2.618	1,439.0
4.250	1,409.5

Fisher Pivots for day following 20-Nov-2017
Pivot	1 day	3 day
R1	1,501.0	1,497.5
PP	1,498.3	1,491.3
S1	1,495.3	1,484.8

Download as Excel Spreadsheet

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

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