ICE Russell 2000 Mini Future December 2017

Trading Metrics calculated at close of trading on 13-Oct-2017

Day Change Summary
	Previous	Current
	12-Oct-2017	13-Oct-2017	Change	Change %	Previous Week
Open	1,508.0	1,507.1	-0.9	-0.1%	1,510.9
High	1,511.3	1,511.9	0.6	0.0%	1,518.0
Low	1,501.1	1,503.0	1.9	0.1%	1,501.1
Close	1,507.8	1,506.2	-1.6	-0.1%	1,506.2
Range	10.2	8.9	-1.3	-12.7%	16.9
ATR	11.9	11.7	-0.2	-1.8%	0.0
Volume	31,264	31,347	83	0.3%	145,400

Daily Pivots for day following 13-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,533.8	1,528.8	1,511.0
R3	1,524.8	1,520.0	1,508.8
R2	1,516.0	1,516.0	1,507.8
R1	1,511.0	1,511.0	1,507.0	1,509.0
PP	1,507.0	1,507.0	1,507.0	1,506.0
S1	1,502.3	1,502.3	1,505.5	1,500.3
S2	1,498.3	1,498.3	1,504.5
S3	1,489.3	1,493.3	1,503.8
S4	1,480.3	1,484.3	1,501.3

Weekly Pivots for week ending 13-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,559.3	1,549.5	1,515.5
R3	1,542.3	1,532.8	1,510.8
R2	1,525.3	1,525.3	1,509.3
R1	1,515.8	1,515.8	1,507.8	1,512.0
PP	1,508.5	1,508.5	1,508.5	1,506.5
S1	1,498.8	1,498.8	1,504.8	1,495.3
S2	1,491.5	1,491.5	1,503.0
S3	1,474.8	1,482.0	1,501.5
S4	1,457.8	1,465.0	1,497.0

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	1,501.1	16.9	1.1%	10.3	0.7%	30%	False	False	29,080
10	1,518.0	1,491.6	26.4	1.8%	11.3	0.7%	55%	False	False	31,116
20	1,518.0	1,431.3	86.7	5.8%	12.0	0.8%	86%	False	False	42,908
40	1,518.0	1,349.1	168.9	11.2%	11.5	0.8%	93%	False	False	30,944
60	1,518.0	1,349.1	168.9	11.2%	11.3	0.8%	93%	False	False	20,647
80	1,518.0	1,349.1	168.9	11.2%	10.5	0.7%	93%	False	False	15,489

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	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	2.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,549.8
2.618	1,535.3
1.618	1,526.3
1.000	1,520.8
0.618	1,517.5
HIGH	1,512.0
0.618	1,508.5
0.500	1,507.5
0.382	1,506.5
LOW	1,503.0
0.618	1,497.5
1.000	1,494.0
1.618	1,488.5
2.618	1,479.8
4.250	1,465.3

Fisher Pivots for day following 13-Oct-2017
Pivot	1 day	3 day
R1	1,507.5	1,507.0
PP	1,507.0	1,506.8
S1	1,506.5	1,506.5

Download as Excel Spreadsheet

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

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