ICE Russell 2000 Mini Future March 2017

Trading Metrics calculated at close of trading on 09-Dec-2016

Day Change Summary
	Previous	Current
	08-Dec-2016	09-Dec-2016	Change	Change %	Previous Week
Open	1,360.1	1,386.0	25.9	1.9%	1,311.7
High	1,388.2	1,392.4	4.2	0.3%	1,392.4
Low	1,359.4	1,381.6	22.2	1.6%	1,307.4
Close	1,386.9	1,386.5	-0.4	0.0%	1,386.5
Range	28.8	10.8	-18.0	-62.5%	85.0
ATR	17.7	17.2	-0.5	-2.8%	0.0
Volume	183,727	215,460	31,733	17.3%	451,683

Daily Pivots for day following 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,419.3	1,413.8	1,392.5
R3	1,408.5	1,402.8	1,389.5
R2	1,397.8	1,397.8	1,388.5
R1	1,392.0	1,392.0	1,387.5	1,394.8
PP	1,386.8	1,386.8	1,386.8	1,388.3
S1	1,381.3	1,381.3	1,385.5	1,384.0
S2	1,376.0	1,376.0	1,384.5
S3	1,365.3	1,370.5	1,383.5
S4	1,354.5	1,359.8	1,380.5

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,617.0	1,586.8	1,433.3
R3	1,532.0	1,501.8	1,410.0
R2	1,447.0	1,447.0	1,402.0
R1	1,416.8	1,416.8	1,394.3	1,432.0
PP	1,362.0	1,362.0	1,362.0	1,369.8
S1	1,331.8	1,331.8	1,378.8	1,347.0
S2	1,277.0	1,277.0	1,371.0
S3	1,192.0	1,246.8	1,363.0
S4	1,107.0	1,161.8	1,339.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,392.4	1,307.4	85.0	6.1%	22.5	1.6%	93%	True	False	90,336
10	1,392.4	1,305.8	86.6	6.2%	18.3	1.3%	93%	True	False	45,277
20	1,392.4	1,276.0	116.4	8.4%	15.0	1.1%	95%	True	False	22,672
40	1,392.4	1,122.9	269.5	19.4%	13.8	1.0%	98%	True	False	11,356
60	1,392.4	1,122.9	269.5	19.4%	11.3	0.8%	98%	True	False	7,571

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	3.2
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,438.3
2.618	1,420.8
1.618	1,409.8
1.000	1,403.3
0.618	1,399.0
HIGH	1,392.5
0.618	1,388.3
0.500	1,387.0
0.382	1,385.8
LOW	1,381.5
0.618	1,375.0
1.000	1,370.8
1.618	1,364.3
2.618	1,353.3
4.250	1,335.8

Fisher Pivots for day following 09-Dec-2016
Pivot	1 day	3 day
R1	1,387.0	1,380.5
PP	1,386.8	1,374.8
S1	1,386.8	1,368.8

Download as Excel Spreadsheet

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

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