ICE Russell 2000 Mini Future December 2017

Trading Metrics calculated at close of trading on 16-Oct-2017

Day Change Summary
	Previous	Current
	13-Oct-2017	16-Oct-2017	Change	Change %	Previous Week
Open	1,507.1	1,506.2	-0.9	-0.1%	1,510.9
High	1,511.9	1,514.5	2.6	0.2%	1,518.0
Low	1,503.0	1,501.1	-1.9	-0.1%	1,501.1
Close	1,506.2	1,505.5	-0.7	0.0%	1,506.2
Range	8.9	13.4	4.5	50.6%	16.9
ATR	11.7	11.9	0.1	1.0%	0.0
Volume	31,347	37,052	5,705	18.2%	145,400

Daily Pivots for day following 16-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,547.3	1,539.8	1,512.8
R3	1,533.8	1,526.3	1,509.3
R2	1,520.5	1,520.5	1,508.0
R1	1,513.0	1,513.0	1,506.8	1,510.0
PP	1,507.0	1,507.0	1,507.0	1,505.5
S1	1,499.5	1,499.5	1,504.3	1,496.5
S2	1,493.8	1,493.8	1,503.0
S3	1,480.3	1,486.3	1,501.8
S4	1,466.8	1,472.8	1,498.3

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	1,514.5	1,501.1	13.4	0.9%	9.8	0.6%	33%	True	True	31,326
10	1,518.0	1,501.1	16.9	1.1%	10.5	0.7%	26%	False	True	29,486
20	1,518.0	1,437.5	80.5	5.3%	12.0	0.8%	84%	False	False	42,280
40	1,518.0	1,350.4	167.6	11.1%	11.5	0.8%	93%	False	False	31,869
60	1,518.0	1,349.1	168.9	11.2%	11.5	0.8%	93%	False	False	21,265
80	1,518.0	1,349.1	168.9	11.2%	10.5	0.7%	93%	False	False	15,953
100	1,518.0	1,349.1	168.9	11.2%	8.8	0.6%	93%	False	False	12,762

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.3
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,571.5
2.618	1,549.5
1.618	1,536.3
1.000	1,528.0
0.618	1,522.8
HIGH	1,514.5
0.618	1,509.5
0.500	1,507.8
0.382	1,506.3
LOW	1,501.0
0.618	1,492.8
1.000	1,487.8
1.618	1,479.5
2.618	1,466.0
4.250	1,444.3

Fisher Pivots for day following 16-Oct-2017
Pivot	1 day	3 day
R1	1,507.8	1,507.8
PP	1,507.0	1,507.0
S1	1,506.3	1,506.3

Download as Excel Spreadsheet

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

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