ICE Russell 2000 Mini Future March 2017

Trading Metrics calculated at close of trading on 20-Jan-2017

Day Change Summary
	Previous	Current
	19-Jan-2017	20-Jan-2017	Change	Change %	Previous Week
Open	1,357.9	1,346.8	-11.1	-0.8%	1,370.0
High	1,363.0	1,356.9	-6.1	-0.4%	1,372.0
Low	1,339.4	1,346.2	6.8	0.5%	1,339.4
Close	1,345.9	1,352.1	6.2	0.5%	1,352.1
Range	23.6	10.7	-12.9	-54.7%	32.6
ATR	19.1	18.5	-0.6	-3.0%	0.0
Volume	146,958	137,479	-9,479	-6.5%	552,887

Daily Pivots for day following 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,383.8	1,378.8	1,358.0
R3	1,373.3	1,368.0	1,355.0
R2	1,362.5	1,362.5	1,354.0
R1	1,357.3	1,357.3	1,353.0	1,359.8
PP	1,351.8	1,351.8	1,351.8	1,353.0
S1	1,346.5	1,346.5	1,351.0	1,349.3
S2	1,341.0	1,341.0	1,350.3
S3	1,330.3	1,335.8	1,349.3
S4	1,319.8	1,325.3	1,346.3

Weekly Pivots for week ending 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,452.3	1,434.8	1,370.0
R3	1,419.8	1,402.3	1,361.0
R2	1,387.0	1,387.0	1,358.0
R1	1,369.5	1,369.5	1,355.0	1,362.0
PP	1,354.5	1,354.5	1,354.5	1,350.8
S1	1,337.0	1,337.0	1,349.0	1,329.5
S2	1,322.0	1,322.0	1,346.0
S3	1,289.3	1,304.5	1,343.3
S4	1,256.8	1,271.8	1,334.3

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%	17.8	1.3%	33%	False	False	138,448
10	1,378.3	1,339.4	38.9	2.9%	18.0	1.3%	33%	False	False	145,719
20	1,388.8	1,339.4	49.4	3.7%	18.3	1.3%	26%	False	False	125,063
40	1,395.0	1,305.8	89.2	6.6%	17.8	1.3%	52%	False	False	107,533
60	1,395.0	1,122.9	272.1	20.1%	17.0	1.3%	84%	False	False	71,711
80	1,395.0	1,122.9	272.1	20.1%	14.3	1.1%	84%	False	False	53,784
100	1,395.0	1,122.9	272.1	20.1%	12.0	0.9%	84%	False	False	43,027

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	False
Bear Hook	False
Bull Hook	False
Stretch	3.2
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	1,402.5
2.618	1,385.0
1.618	1,374.3
1.000	1,367.5
0.618	1,363.5
HIGH	1,357.0
0.618	1,352.8
0.500	1,351.5
0.382	1,350.3
LOW	1,346.3
0.618	1,339.5
1.000	1,335.5
1.618	1,329.0
2.618	1,318.3
4.250	1,300.8

Fisher Pivots for day following 20-Jan-2017
Pivot	1 day	3 day
R1	1,352.0	1,351.8
PP	1,351.8	1,351.5
S1	1,351.5	1,351.3

Download as Excel Spreadsheet

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

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