ICE Russell 2000 Mini Future March 2017

Trading Metrics calculated at close of trading on 28-Dec-2016

Day Change Summary
	Previous	Current
	27-Dec-2016	28-Dec-2016	Change	Change %	Previous Week
Open	1,367.5	1,373.4	5.9	0.4%	1,365.0
High	1,382.1	1,378.9	-3.2	-0.2%	1,386.8
Low	1,366.7	1,356.8	-9.9	-0.7%	1,357.2
Close	1,374.7	1,360.3	-14.4	-1.0%	1,370.2
Range	15.4	22.1	6.7	43.5%	29.6
ATR	17.2	17.6	0.3	2.0%	0.0
Volume	59,494	100,170	40,676	68.4%	459,073

Daily Pivots for day following 28-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,431.8	1,418.0	1,372.5
R3	1,409.5	1,396.0	1,366.5
R2	1,387.5	1,387.5	1,364.3
R1	1,373.8	1,373.8	1,362.3	1,369.5
PP	1,365.3	1,365.3	1,365.3	1,363.3
S1	1,351.8	1,351.8	1,358.3	1,347.5
S2	1,343.3	1,343.3	1,356.3
S3	1,321.3	1,329.8	1,354.3
S4	1,299.0	1,307.5	1,348.3

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	1,386.3	1,356.8	29.5	2.2%	16.5	1.2%	12%	False	True	83,361
10	1,386.8	1,352.3	34.5	2.5%	17.8	1.3%	23%	False	False	121,958
20	1,395.0	1,305.8	89.2	6.6%	19.0	1.4%	61%	False	False	110,824
40	1,395.0	1,122.9	272.1	20.0%	17.3	1.3%	87%	False	False	55,453
60	1,395.0	1,122.9	272.1	20.0%	13.8	1.0%	87%	False	False	36,971
80	1,395.0	1,122.9	272.1	20.0%	11.5	0.8%	87%	False	False	27,729

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	True
Bear Hook	False
Bull Hook	False
Stretch	3.6
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,472.8
2.618	1,436.8
1.618	1,414.8
1.000	1,401.0
0.618	1,392.5
HIGH	1,379.0
0.618	1,370.5
0.500	1,367.8
0.382	1,365.3
LOW	1,356.8
0.618	1,343.3
1.000	1,334.8
1.618	1,321.0
2.618	1,299.0
4.250	1,263.0

Fisher Pivots for day following 28-Dec-2016
Pivot	1 day	3 day
R1	1,367.8	1,369.5
PP	1,365.3	1,366.5
S1	1,362.8	1,363.3

Download as Excel Spreadsheet

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

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