ICE Russell 2000 Mini Future March 2017

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

Day Change Summary
	Previous	Current
	22-Dec-2016	23-Dec-2016	Change	Change %	Previous Week
Open	1,373.6	1,362.4	-11.2	-0.8%	1,365.0
High	1,377.3	1,370.8	-6.5	-0.5%	1,386.8
Low	1,357.2	1,360.8	3.6	0.3%	1,357.2
Close	1,363.1	1,370.2	7.1	0.5%	1,370.2
Range	20.1	10.0	-10.1	-50.2%	29.6
ATR	17.9	17.4	-0.6	-3.2%	0.0
Volume	108,802	60,305	-48,497	-44.6%	459,073

Daily Pivots for day following 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,397.3	1,393.8	1,375.8
R3	1,387.3	1,383.8	1,373.0
R2	1,377.3	1,377.3	1,372.0
R1	1,373.8	1,373.8	1,371.0	1,375.5
PP	1,367.3	1,367.3	1,367.3	1,368.3
S1	1,363.8	1,363.8	1,369.3	1,365.5
S2	1,357.3	1,357.3	1,368.3
S3	1,347.3	1,353.8	1,367.5
S4	1,337.3	1,343.8	1,364.8

Weekly Pivots for week ending 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,460.3	1,444.8	1,386.5
R3	1,430.5	1,415.3	1,378.3
R2	1,401.0	1,401.0	1,375.8
R1	1,385.5	1,385.5	1,373.0	1,393.3
PP	1,371.5	1,371.5	1,371.5	1,375.3
S1	1,356.0	1,356.0	1,367.5	1,363.8
S2	1,341.8	1,341.8	1,364.8
S3	1,312.3	1,326.5	1,362.0
S4	1,282.5	1,296.8	1,354.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,386.8	1,357.2	29.6	2.2%	14.5	1.0%	44%	False	False	91,814
10	1,395.0	1,352.3	42.7	3.1%	18.3	1.3%	42%	False	False	160,433
20	1,395.0	1,305.8	89.2	6.5%	18.3	1.3%	72%	False	False	102,855
40	1,395.0	1,122.9	272.1	19.9%	17.0	1.2%	91%	False	False	51,462
60	1,395.0	1,122.9	272.1	19.9%	13.3	1.0%	91%	False	False	34,310
80	1,395.0	1,122.9	272.1	19.9%	11.0	0.8%	91%	False	False	25,733

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	4.4
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1,413.3
2.618	1,397.0
1.618	1,387.0
1.000	1,380.8
0.618	1,377.0
HIGH	1,370.8
0.618	1,367.0
0.500	1,365.8
0.382	1,364.5
LOW	1,360.8
0.618	1,354.5
1.000	1,350.8
1.618	1,344.5
2.618	1,334.5
4.250	1,318.3

Fisher Pivots for day following 23-Dec-2016
Pivot	1 day	3 day
R1	1,368.8	1,371.8
PP	1,367.3	1,371.3
S1	1,365.8	1,370.8

Download as Excel Spreadsheet

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

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