ICE Russell 2000 Mini Future December 2016

Trading Metrics calculated at close of trading on 21-Nov-2016

Day Change Summary
	Previous	Current
	18-Nov-2016	21-Nov-2016	Change	Change %	Previous Week
Open	1,309.0	1,315.7	6.7	0.5%	1,282.7
High	1,316.6	1,325.9	9.3	0.7%	1,316.6
Low	1,305.8	1,311.7	5.9	0.5%	1,281.3
Close	1,315.7	1,321.9	6.2	0.5%	1,315.7
Range	10.8	14.2	3.4	31.5%	35.3
ATR	22.7	22.1	-0.6	-2.7%	0.0
Volume	87,717	99,958	12,241	14.0%	561,779

Daily Pivots for day following 21-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,362.5	1,356.3	1,329.8
R3	1,348.3	1,342.3	1,325.8
R2	1,334.0	1,334.0	1,324.5
R1	1,328.0	1,328.0	1,323.3	1,331.0
PP	1,319.8	1,319.8	1,319.8	1,321.3
S1	1,313.8	1,313.8	1,320.5	1,316.8
S2	1,305.8	1,305.8	1,319.3
S3	1,291.5	1,299.5	1,318.0
S4	1,277.3	1,285.3	1,314.0

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,410.5	1,398.3	1,335.0
R3	1,375.3	1,363.0	1,325.5
R2	1,339.8	1,339.8	1,322.3
R1	1,327.8	1,327.8	1,319.0	1,333.8
PP	1,304.5	1,304.5	1,304.5	1,307.5
S1	1,292.5	1,292.5	1,312.5	1,298.5
S2	1,269.3	1,269.3	1,309.3
S3	1,234.0	1,257.3	1,306.0
S4	1,198.8	1,221.8	1,296.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,325.9	1,288.4	37.5	2.8%	13.0	1.0%	89%	True	False	98,282
10	1,325.9	1,123.6	202.3	15.3%	28.8	2.2%	98%	True	False	141,278
20	1,325.9	1,123.6	202.3	15.3%	23.5	1.8%	98%	True	False	116,596
40	1,325.9	1,123.6	202.3	15.3%	20.3	1.5%	98%	True	False	98,589
60	1,325.9	1,123.6	202.3	15.3%	19.5	1.5%	98%	True	False	90,569
80	1,325.9	1,123.6	202.3	15.3%	16.5	1.2%	98%	True	False	67,932
100	1,325.9	1,123.6	202.3	15.3%	14.0	1.1%	98%	True	False	54,346
120	1,325.9	1,074.6	251.3	19.0%	13.3	1.0%	98%	True	False	45,296

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	6.7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,386.3
2.618	1,363.0
1.618	1,349.0
1.000	1,340.0
0.618	1,334.8
HIGH	1,326.0
0.618	1,320.5
0.500	1,318.8
0.382	1,317.0
LOW	1,311.8
0.618	1,303.0
1.000	1,297.5
1.618	1,288.8
2.618	1,274.5
4.250	1,251.3

Fisher Pivots for day following 21-Nov-2016
Pivot	1 day	3 day
R1	1,320.8	1,319.3
PP	1,319.8	1,316.5
S1	1,318.8	1,314.0

Download as Excel Spreadsheet

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

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