ICE Russell 2000 Mini Future March 2017

Trading Metrics calculated at close of trading on 24-Jan-2017

Day Change Summary
	Previous	Current
	23-Jan-2017	24-Jan-2017	Change	Change %	Previous Week
Open	1,350.9	1,347.1	-3.8	-0.3%	1,370.0
High	1,354.8	1,371.2	16.4	1.2%	1,372.0
Low	1,339.0	1,345.5	6.5	0.5%	1,339.4
Close	1,347.4	1,367.1	19.7	1.5%	1,352.1
Range	15.8	25.7	9.9	62.7%	32.6
ATR	18.3	18.8	0.5	2.9%	0.0
Volume	118,142	139,945	21,803	18.5%	552,887

Daily Pivots for day following 24-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,438.3	1,428.5	1,381.3
R3	1,412.8	1,402.8	1,374.3
R2	1,387.0	1,387.0	1,371.8
R1	1,377.0	1,377.0	1,369.5	1,382.0
PP	1,361.3	1,361.3	1,361.3	1,363.8
S1	1,351.3	1,351.3	1,364.8	1,356.3
S2	1,335.5	1,335.5	1,362.5
S3	1,309.8	1,325.8	1,360.0
S4	1,284.3	1,300.0	1,353.0

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	1,371.2	1,339.0	32.2	2.4%	17.5	1.3%	87%	True	False	133,351
10	1,378.3	1,339.0	39.3	2.9%	19.5	1.4%	72%	False	False	146,557
20	1,388.8	1,339.0	49.8	3.6%	18.5	1.4%	56%	False	False	128,126
40	1,395.0	1,305.8	89.2	6.5%	18.3	1.3%	69%	False	False	113,984
60	1,395.0	1,122.9	272.1	19.9%	17.5	1.3%	90%	False	False	76,012
80	1,395.0	1,122.9	272.1	19.9%	14.8	1.1%	90%	False	False	57,010
100	1,395.0	1,122.9	272.1	19.9%	12.3	0.9%	90%	False	False	45,608

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	False
Bear Hook	False
Bull Hook	False
Stretch	2.8
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,480.5
2.618	1,438.5
1.618	1,412.8
1.000	1,397.0
0.618	1,387.0
HIGH	1,371.3
0.618	1,361.5
0.500	1,358.3
0.382	1,355.3
LOW	1,345.5
0.618	1,329.5
1.000	1,319.8
1.618	1,304.0
2.618	1,278.3
4.250	1,236.3

Fisher Pivots for day following 24-Jan-2017
Pivot	1 day	3 day
R1	1,364.3	1,363.0
PP	1,361.3	1,359.0
S1	1,358.3	1,355.0

Download as Excel Spreadsheet

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

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