ICE Russell 2000 Mini Future December 2017

Trading Metrics calculated at close of trading on 29-Nov-2017

Day Change Summary
	Previous	Current
	28-Nov-2017	29-Nov-2017	Change	Change %	Previous Week
Open	1,511.9	1,535.6	23.7	1.6%	1,492.9
High	1,538.1	1,550.6	12.5	0.8%	1,526.2
Low	1,511.3	1,534.5	23.2	1.5%	1,486.3
Close	1,536.2	1,541.2	5.0	0.3%	1,518.8
Range	26.8	16.1	-10.7	-39.9%	39.9
ATR	17.6	17.5	-0.1	-0.6%	0.0
Volume	33,263	40,797	7,534	22.6%	86,809

Daily Pivots for day following 29-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,590.5	1,582.0	1,550.0
R3	1,574.3	1,565.8	1,545.8
R2	1,558.3	1,558.3	1,544.3
R1	1,549.8	1,549.8	1,542.8	1,554.0
PP	1,542.0	1,542.0	1,542.0	1,544.3
S1	1,533.5	1,533.5	1,539.8	1,537.8
S2	1,526.0	1,526.0	1,538.3
S3	1,510.0	1,517.5	1,536.8
S4	1,493.8	1,501.5	1,532.3

Weekly Pivots for week ending 24-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,630.3	1,614.3	1,540.8
R3	1,590.3	1,574.5	1,529.8
R2	1,550.3	1,550.3	1,526.0
R1	1,534.5	1,534.5	1,522.5	1,542.5
PP	1,510.5	1,510.5	1,510.5	1,514.5
S1	1,494.8	1,494.8	1,515.3	1,502.5
S2	1,470.5	1,470.5	1,511.5
S3	1,430.8	1,454.8	1,507.8
S4	1,390.8	1,414.8	1,496.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,550.6	1,496.0	54.6	3.5%	18.8	1.2%	83%	True	False	25,792
10	1,550.6	1,453.1	97.5	6.3%	19.5	1.3%	90%	True	False	28,120
20	1,550.6	1,453.1	97.5	6.3%	18.5	1.2%	90%	True	False	33,680
40	1,550.6	1,453.1	97.5	6.3%	15.8	1.0%	90%	True	False	33,962
60	1,550.6	1,392.3	158.3	10.3%	14.5	0.9%	94%	True	False	38,918
80	1,550.6	1,349.1	201.5	13.1%	14.3	0.9%	95%	True	False	29,246
100	1,550.6	1,349.1	201.5	13.1%	13.0	0.8%	95%	True	False	23,405
120	1,550.6	1,349.1	201.5	13.1%	11.8	0.8%	95%	True	False	19,506

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 2 trading days

Fibonacci Retracements and Extensions
4.250	1,619.0
2.618	1,592.8
1.618	1,576.8
1.000	1,566.8
0.618	1,560.5
HIGH	1,550.5
0.618	1,544.5
0.500	1,542.5
0.382	1,540.8
LOW	1,534.5
0.618	1,524.5
1.000	1,518.5
1.618	1,508.5
2.618	1,492.3
4.250	1,466.0

Fisher Pivots for day following 29-Nov-2017
Pivot	1 day	3 day
R1	1,542.5	1,537.8
PP	1,542.0	1,534.3
S1	1,541.8	1,531.0

Download as Excel Spreadsheet

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

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