ICE Russell 2000 Mini Future March 2017

Trading Metrics calculated at close of trading on 19-Jan-2017

Day Change Summary
	Previous	Current
	18-Jan-2017	19-Jan-2017	Change	Change %	Previous Week
Open	1,352.7	1,357.9	5.2	0.4%	1,364.0
High	1,358.6	1,363.0	4.4	0.3%	1,378.3
Low	1,347.5	1,339.4	-8.1	-0.6%	1,343.5
Close	1,357.5	1,345.9	-11.6	-0.9%	1,374.1
Range	11.1	23.6	12.5	112.6%	34.8
ATR	18.7	19.1	0.3	1.9%	0.0
Volume	124,234	146,958	22,724	18.3%	781,797

Daily Pivots for day following 19-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,420.3	1,406.8	1,359.0
R3	1,396.8	1,383.0	1,352.5
R2	1,373.0	1,373.0	1,350.3
R1	1,359.5	1,359.5	1,348.0	1,354.5
PP	1,349.5	1,349.5	1,349.5	1,347.0
S1	1,335.8	1,335.8	1,343.8	1,330.8
S2	1,325.8	1,325.8	1,341.5
S3	1,302.3	1,312.3	1,339.5
S4	1,278.8	1,288.8	1,333.0

Weekly Pivots for week ending 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,469.8	1,456.8	1,393.3
R3	1,435.0	1,422.0	1,383.8
R2	1,400.0	1,400.0	1,380.5
R1	1,387.0	1,387.0	1,377.3	1,393.5
PP	1,365.3	1,365.3	1,365.3	1,368.5
S1	1,352.3	1,352.3	1,371.0	1,358.8
S2	1,330.5	1,330.5	1,367.8
S3	1,295.8	1,317.5	1,364.5
S4	1,261.0	1,282.8	1,355.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,378.3	1,339.4	38.9	2.9%	21.5	1.6%	17%	False	True	152,761
10	1,386.7	1,339.4	47.3	3.5%	19.3	1.4%	14%	False	True	144,682
20	1,388.8	1,339.4	49.4	3.7%	18.5	1.4%	13%	False	True	123,242
40	1,395.0	1,305.8	89.2	6.6%	17.8	1.3%	45%	False	False	104,103
60	1,395.0	1,122.9	272.1	20.2%	17.0	1.3%	82%	False	False	69,420
80	1,395.0	1,122.9	272.1	20.2%	14.3	1.1%	82%	False	False	52,066
100	1,395.0	1,122.9	272.1	20.2%	11.8	0.9%	82%	False	False	41,653

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.3
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,463.3
2.618	1,424.8
1.618	1,401.3
1.000	1,386.5
0.618	1,377.5
HIGH	1,363.0
0.618	1,354.0
0.500	1,351.3
0.382	1,348.5
LOW	1,339.5
0.618	1,324.8
1.000	1,315.8
1.618	1,301.3
2.618	1,277.5
4.250	1,239.0

Fisher Pivots for day following 19-Jan-2017
Pivot	1 day	3 day
R1	1,351.3	1,355.8
PP	1,349.5	1,352.5
S1	1,347.8	1,349.3

Download as Excel Spreadsheet

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

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