ICE Russell 2000 Mini Future December 2017

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

Day Change Summary
	Previous	Current
	19-Sep-2017	20-Sep-2017	Change	Change %	Previous Week
Open	1,441.8	1,439.9	-1.9	-0.1%	1,405.0
High	1,444.4	1,447.8	3.4	0.2%	1,433.8
Low	1,437.5	1,439.3	1.8	0.1%	1,405.0
Close	1,441.3	1,446.8	5.5	0.4%	1,432.4
Range	6.9	8.5	1.6	23.2%	28.8
ATR	11.8	11.5	-0.2	-2.0%	0.0
Volume	33,659	49,306	15,647	46.5%	295,244

Daily Pivots for day following 20-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,470.3	1,467.0	1,451.5
R3	1,461.8	1,458.5	1,449.3
R2	1,453.3	1,453.3	1,448.3
R1	1,450.0	1,450.0	1,447.5	1,451.5
PP	1,444.8	1,444.8	1,444.8	1,445.5
S1	1,441.5	1,441.5	1,446.0	1,443.0
S2	1,436.3	1,436.3	1,445.3
S3	1,427.8	1,433.0	1,444.5
S4	1,419.3	1,424.5	1,442.0

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,510.3	1,500.0	1,448.3
R3	1,481.3	1,471.3	1,440.3
R2	1,452.5	1,452.5	1,437.8
R1	1,442.5	1,442.5	1,435.0	1,447.5
PP	1,423.8	1,423.8	1,423.8	1,426.3
S1	1,413.8	1,413.8	1,429.8	1,418.8
S2	1,395.0	1,395.0	1,427.0
S3	1,366.3	1,384.8	1,424.5
S4	1,337.3	1,356.0	1,416.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,447.8	1,421.0	26.8	1.9%	9.8	0.7%	96%	True	False	49,464
10	1,447.8	1,392.3	55.5	3.8%	10.3	0.7%	98%	True	False	50,566
20	1,447.8	1,359.8	88.0	6.1%	11.0	0.8%	99%	True	False	25,605
40	1,447.8	1,349.1	98.7	6.8%	11.0	0.8%	99%	True	False	12,815
60	1,451.0	1,349.1	101.9	7.0%	10.3	0.7%	96%	False	False	8,560
80	1,451.0	1,349.1	101.9	7.0%	8.3	0.6%	96%	False	False	6,420

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,484.0
2.618	1,470.0
1.618	1,461.5
1.000	1,456.3
0.618	1,453.0
HIGH	1,447.8
0.618	1,444.5
0.500	1,443.5
0.382	1,442.5
LOW	1,439.3
0.618	1,434.0
1.000	1,430.8
1.618	1,425.5
2.618	1,417.0
4.250	1,403.3

Fisher Pivots for day following 20-Sep-2017
Pivot	1 day	3 day
R1	1,445.8	1,444.5
PP	1,444.8	1,442.0
S1	1,443.5	1,439.5

Download as Excel Spreadsheet

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

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