ICE Russell 2000 Mini Future December 2017

Trading Metrics calculated at close of trading on 11-Oct-2017

Day Change Summary
	Previous	Current
	10-Oct-2017	11-Oct-2017	Change	Change %	Previous Week
Open	1,507.3	1,509.7	2.4	0.2%	1,492.3
High	1,513.9	1,513.1	-0.8	-0.1%	1,517.4
Low	1,505.0	1,505.6	0.6	0.0%	1,491.6
Close	1,509.9	1,507.7	-2.2	-0.1%	1,511.6
Range	8.9	7.5	-1.4	-15.7%	25.8
ATR	12.4	12.1	-0.4	-2.8%	0.0
Volume	32,461	24,509	-7,952	-24.5%	165,763

Daily Pivots for day following 11-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,531.3	1,527.0	1,511.8
R3	1,523.8	1,519.5	1,509.8
R2	1,516.3	1,516.3	1,509.0
R1	1,512.0	1,512.0	1,508.5	1,510.5
PP	1,508.8	1,508.8	1,508.8	1,508.0
S1	1,504.5	1,504.5	1,507.0	1,503.0
S2	1,501.3	1,501.3	1,506.3
S3	1,493.8	1,497.0	1,505.8
S4	1,486.3	1,489.5	1,503.5

Weekly Pivots for week ending 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,584.3	1,573.8	1,525.8
R3	1,558.5	1,548.0	1,518.8
R2	1,532.8	1,532.8	1,516.3
R1	1,522.3	1,522.3	1,514.0	1,527.5
PP	1,506.8	1,506.8	1,506.8	1,509.5
S1	1,496.3	1,496.3	1,509.3	1,501.5
S2	1,481.0	1,481.0	1,506.8
S3	1,455.3	1,470.5	1,504.5
S4	1,429.5	1,444.8	1,497.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,518.0	1,502.8	15.2	1.0%	9.5	0.6%	32%	False	False	30,200
10	1,518.0	1,478.6	39.4	2.6%	11.5	0.8%	74%	False	False	36,317
20	1,518.0	1,421.0	97.0	6.4%	12.3	0.8%	89%	False	False	45,515
40	1,518.0	1,349.1	168.9	11.2%	12.0	0.8%	94%	False	False	29,379
60	1,518.0	1,349.1	168.9	11.2%	11.3	0.8%	94%	False	False	19,605
80	1,518.0	1,349.1	168.9	11.2%	10.3	0.7%	94%	False	False	14,707

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.0
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,545.0
2.618	1,532.8
1.618	1,525.3
1.000	1,520.5
0.618	1,517.8
HIGH	1,513.0
0.618	1,510.3
0.500	1,509.3
0.382	1,508.5
LOW	1,505.5
0.618	1,501.0
1.000	1,498.0
1.618	1,493.5
2.618	1,486.0
4.250	1,473.8

Fisher Pivots for day following 11-Oct-2017
Pivot	1 day	3 day
R1	1,509.3	1,510.5
PP	1,508.8	1,509.5
S1	1,508.3	1,508.5

Download as Excel Spreadsheet

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

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