ICE Russell 2000 Mini Future March 2017

Trading Metrics calculated at close of trading on 04-Jan-2017

Day Change Summary
	Previous	Current
	03-Jan-2017	04-Jan-2017	Change	Change %	Previous Week
Open	1,360.3	1,366.8	6.5	0.5%	1,367.5
High	1,377.7	1,388.8	11.1	0.8%	1,382.1
Low	1,353.6	1,366.2	12.6	0.9%	1,352.5
Close	1,366.1	1,386.4	20.3	1.5%	1,356.9
Range	24.1	22.6	-1.5	-6.2%	29.6
ATR	17.8	18.2	0.3	1.9%	0.0
Volume	159,251	141,891	-17,360	-10.9%	358,686

Daily Pivots for day following 04-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,448.3	1,440.0	1,398.8
R3	1,425.8	1,417.3	1,392.5
R2	1,403.0	1,403.0	1,390.5
R1	1,394.8	1,394.8	1,388.5	1,399.0
PP	1,380.5	1,380.5	1,380.5	1,382.5
S1	1,372.3	1,372.3	1,384.3	1,376.3
S2	1,357.8	1,357.8	1,382.3
S3	1,335.3	1,349.5	1,380.3
S4	1,312.8	1,327.0	1,374.0

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,452.8	1,434.3	1,373.3
R3	1,423.0	1,404.8	1,365.0
R2	1,393.5	1,393.5	1,362.3
R1	1,375.3	1,375.3	1,359.5	1,369.5
PP	1,363.8	1,363.8	1,363.8	1,361.0
S1	1,345.5	1,345.5	1,354.3	1,340.0
S2	1,334.3	1,334.3	1,351.5
S3	1,304.8	1,316.0	1,348.8
S4	1,275.0	1,286.3	1,340.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,388.8	1,352.5	36.3	2.6%	20.3	1.5%	93%	True	False	120,066
10	1,388.8	1,352.5	36.3	2.6%	17.5	1.3%	93%	True	False	101,802
20	1,395.0	1,330.0	65.0	4.7%	19.0	1.4%	87%	False	False	135,722
40	1,395.0	1,122.9	272.1	19.6%	18.5	1.3%	97%	False	False	67,956
60	1,395.0	1,122.9	272.1	19.6%	14.8	1.1%	97%	False	False	45,307
80	1,395.0	1,122.9	272.1	19.6%	12.3	0.9%	97%	False	False	33,980

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	3.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,484.8
2.618	1,448.0
1.618	1,425.3
1.000	1,411.5
0.618	1,402.8
HIGH	1,388.8
0.618	1,380.3
0.500	1,377.5
0.382	1,374.8
LOW	1,366.3
0.618	1,352.3
1.000	1,343.5
1.618	1,329.8
2.618	1,307.0
4.250	1,270.3

Fisher Pivots for day following 04-Jan-2017
Pivot	1 day	3 day
R1	1,383.5	1,381.3
PP	1,380.5	1,376.0
S1	1,377.5	1,370.8

Download as Excel Spreadsheet

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

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