ICE Russell 2000 Mini Future December 2017

Trading Metrics calculated at close of trading on 26-Sep-2017

Day Change Summary
	Previous	Current
	25-Sep-2017	26-Sep-2017	Change	Change %	Previous Week
Open	1,450.4	1,454.0	3.6	0.2%	1,431.3
High	1,456.6	1,462.1	5.5	0.4%	1,453.8
Low	1,443.9	1,451.3	7.4	0.5%	1,431.3
Close	1,454.0	1,457.9	3.9	0.3%	1,451.2
Range	12.7	10.8	-1.9	-15.0%	22.5
ATR	11.7	11.6	-0.1	-0.5%	0.0
Volume	54,561	47,317	-7,244	-13.3%	242,590

Daily Pivots for day following 26-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,489.5	1,484.5	1,463.8
R3	1,478.8	1,473.8	1,460.8
R2	1,468.0	1,468.0	1,460.0
R1	1,463.0	1,463.0	1,459.0	1,465.5
PP	1,457.0	1,457.0	1,457.0	1,458.3
S1	1,452.0	1,452.0	1,457.0	1,454.5
S2	1,446.3	1,446.3	1,456.0
S3	1,435.5	1,441.3	1,455.0
S4	1,424.8	1,430.5	1,452.0

Weekly Pivots for week ending 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,513.0	1,504.5	1,463.5
R3	1,490.5	1,482.0	1,457.5
R2	1,468.0	1,468.0	1,455.3
R1	1,459.5	1,459.5	1,453.3	1,463.8
PP	1,445.5	1,445.5	1,445.5	1,447.5
S1	1,437.0	1,437.0	1,449.3	1,441.3
S2	1,423.0	1,423.0	1,447.0
S3	1,400.5	1,414.5	1,445.0
S4	1,378.0	1,392.0	1,438.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,462.1	1,438.5	23.6	1.6%	11.0	0.8%	82%	True	False	52,237
10	1,462.1	1,419.7	42.4	2.9%	10.5	0.7%	90%	True	False	51,964
20	1,462.1	1,369.3	92.8	6.4%	11.8	0.8%	95%	True	False	36,189
40	1,462.1	1,349.1	113.0	7.8%	11.5	0.8%	96%	True	False	18,112
60	1,462.1	1,349.1	113.0	7.8%	10.5	0.7%	96%	True	False	12,089
80	1,462.1	1,349.1	113.0	7.8%	8.8	0.6%	96%	True	False	9,068

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	2.8
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,508.0
2.618	1,490.3
1.618	1,479.5
1.000	1,473.0
0.618	1,468.8
HIGH	1,462.0
0.618	1,458.0
0.500	1,456.8
0.382	1,455.5
LOW	1,451.3
0.618	1,444.8
1.000	1,440.5
1.618	1,433.8
2.618	1,423.0
4.250	1,405.5

Fisher Pivots for day following 26-Sep-2017
Pivot	1 day	3 day
R1	1,457.5	1,455.3
PP	1,457.0	1,452.8
S1	1,456.8	1,450.3

Download as Excel Spreadsheet

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

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