ICE Russell 2000 Mini Future March 2017

Trading Metrics calculated at close of trading on 23-Nov-2016

Day Change Summary
	Previous	Current
	22-Nov-2016	23-Nov-2016	Change	Change %	Previous Week
Open	1,324.8	1,329.7	4.9	0.4%	1,277.7
High	1,331.4	1,339.1	7.7	0.6%	1,313.5
Low	1,319.1	1,324.3	5.2	0.4%	1,276.0
Close	1,329.7	1,339.1	9.4	0.7%	1,310.7
Range	12.3	14.8	2.5	20.3%	37.5
ATR	17.1	16.9	-0.2	-1.0%	0.0
Volume	256	79	-177	-69.1%	251

Daily Pivots for day following 23-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,378.5	1,373.8	1,347.3
R3	1,363.8	1,358.8	1,343.3
R2	1,349.0	1,349.0	1,341.8
R1	1,344.0	1,344.0	1,340.5	1,346.5
PP	1,334.3	1,334.3	1,334.3	1,335.5
S1	1,329.3	1,329.3	1,337.8	1,331.8
S2	1,319.3	1,319.3	1,336.5
S3	1,304.5	1,314.5	1,335.0
S4	1,289.8	1,299.8	1,331.0

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,412.5	1,399.3	1,331.3
R3	1,375.0	1,361.8	1,321.0
R2	1,337.5	1,337.5	1,317.5
R1	1,324.3	1,324.3	1,314.3	1,330.8
PP	1,300.0	1,300.0	1,300.0	1,303.5
S1	1,286.8	1,286.8	1,307.3	1,293.3
S2	1,262.5	1,262.5	1,303.8
S3	1,225.0	1,249.3	1,300.5
S4	1,187.5	1,211.8	1,290.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,339.1	1,299.7	39.4	2.9%	12.3	0.9%	100%	True	False	101
10	1,339.1	1,237.5	101.6	7.6%	14.5	1.1%	100%	True	False	70
20	1,339.1	1,122.9	216.2	16.1%	15.5	1.2%	100%	True	False	68
40	1,339.1	1,122.9	216.2	16.1%	11.3	0.8%	100%	True	False	37
60	1,339.1	1,122.9	216.2	16.1%	8.3	0.6%	100%	True	False	25

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.9
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,402.0
2.618	1,377.8
1.618	1,363.0
1.000	1,354.0
0.618	1,348.3
HIGH	1,339.0
0.618	1,333.5
0.500	1,331.8
0.382	1,330.0
LOW	1,324.3
0.618	1,315.3
1.000	1,309.5
1.618	1,300.3
2.618	1,285.5
4.250	1,261.5

Fisher Pivots for day following 23-Nov-2016
Pivot	1 day	3 day
R1	1,336.8	1,334.0
PP	1,334.3	1,329.3
S1	1,331.8	1,324.3

Download as Excel Spreadsheet

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

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