ICE Russell 2000 Mini Future March 2017

Trading Metrics calculated at close of trading on 30-Jan-2017

Day Change Summary
	Previous	Current
	27-Jan-2017	30-Jan-2017	Change	Change %	Previous Week
Open	1,374.1	1,362.0	-12.1	-0.9%	1,350.9
High	1,378.5	1,363.6	-14.9	-1.1%	1,387.1
Low	1,364.1	1,339.7	-24.4	-1.8%	1,339.0
Close	1,367.5	1,349.9	-17.6	-1.3%	1,367.5
Range	14.4	23.9	9.5	66.0%	48.1
ATR	18.1	18.8	0.7	3.8%	0.0
Volume	112,843	182,909	70,066	62.1%	614,286

Daily Pivots for day following 30-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,422.8	1,410.3	1,363.0
R3	1,398.8	1,386.3	1,356.5
R2	1,375.0	1,375.0	1,354.3
R1	1,362.5	1,362.5	1,352.0	1,356.8
PP	1,351.0	1,351.0	1,351.0	1,348.3
S1	1,338.5	1,338.5	1,347.8	1,332.8
S2	1,327.3	1,327.3	1,345.5
S3	1,303.3	1,314.8	1,343.3
S4	1,279.3	1,290.8	1,336.8

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,508.8	1,486.3	1,394.0
R3	1,460.8	1,438.3	1,380.8
R2	1,412.8	1,412.8	1,376.3
R1	1,390.0	1,390.0	1,372.0	1,401.3
PP	1,364.5	1,364.5	1,364.5	1,370.3
S1	1,342.0	1,342.0	1,363.0	1,353.3
S2	1,316.5	1,316.5	1,358.8
S3	1,268.3	1,293.8	1,354.3
S4	1,220.3	1,245.8	1,341.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,387.1	1,339.7	47.4	3.5%	19.0	1.4%	22%	False	True	135,810
10	1,387.1	1,339.0	48.1	3.6%	18.0	1.3%	23%	False	False	135,008
20	1,388.8	1,339.0	49.8	3.7%	19.0	1.4%	22%	False	False	139,619
40	1,395.0	1,305.8	89.2	6.6%	19.0	1.4%	49%	False	False	127,448
60	1,395.0	1,122.9	272.1	20.2%	18.0	1.3%	83%	False	False	84,996
80	1,395.0	1,122.9	272.1	20.2%	15.3	1.1%	83%	False	False	63,749
100	1,395.0	1,122.9	272.1	20.2%	13.0	1.0%	83%	False	False	50,999

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	3.0
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,465.3
2.618	1,426.3
1.618	1,402.3
1.000	1,387.5
0.618	1,378.3
HIGH	1,363.5
0.618	1,354.5
0.500	1,351.8
0.382	1,348.8
LOW	1,339.8
0.618	1,325.0
1.000	1,315.8
1.618	1,301.0
2.618	1,277.3
4.250	1,238.0

Fisher Pivots for day following 30-Jan-2017
Pivot	1 day	3 day
R1	1,351.8	1,363.5
PP	1,351.0	1,359.0
S1	1,350.5	1,354.5

Download as Excel Spreadsheet

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

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