ICE Russell 2000 Mini Future December 2017

Trading Metrics calculated at close of trading on 02-Nov-2017

Day Change Summary
	Previous	Current
	01-Nov-2017	02-Nov-2017	Change	Change %	Previous Week
Open	1,503.0	1,490.4	-12.6	-0.8%	1,509.1
High	1,516.5	1,501.7	-14.8	-1.0%	1,513.1
Low	1,483.6	1,482.5	-1.1	-0.1%	1,481.9
Close	1,491.9	1,496.2	4.3	0.3%	1,508.5
Range	32.9	19.2	-13.7	-41.6%	31.2
ATR	15.4	15.7	0.3	1.8%	0.0
Volume	48,488	41,604	-6,884	-14.2%	177,709

Daily Pivots for day following 02-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,551.0	1,542.8	1,506.8
R3	1,531.8	1,523.8	1,501.5
R2	1,512.8	1,512.8	1,499.8
R1	1,504.5	1,504.5	1,498.0	1,508.5
PP	1,493.5	1,493.5	1,493.5	1,495.5
S1	1,485.3	1,485.3	1,494.5	1,489.3
S2	1,474.3	1,474.3	1,492.8
S3	1,455.0	1,466.0	1,491.0
S4	1,435.8	1,446.8	1,485.8

Weekly Pivots for week ending 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,594.8	1,582.8	1,525.8
R3	1,563.5	1,551.8	1,517.0
R2	1,532.3	1,532.3	1,514.3
R1	1,520.5	1,520.5	1,511.3	1,510.8
PP	1,501.3	1,501.3	1,501.3	1,496.3
S1	1,489.3	1,489.3	1,505.8	1,479.5
S2	1,470.0	1,470.0	1,502.8
S3	1,438.8	1,458.0	1,500.0
S4	1,407.5	1,426.8	1,491.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,516.5	1,482.5	34.0	2.3%	22.5	1.5%	40%	False	True	40,691
10	1,516.5	1,481.9	34.6	2.3%	17.8	1.2%	41%	False	False	37,627
20	1,518.0	1,481.9	36.1	2.4%	14.5	1.0%	40%	False	False	34,880
40	1,518.0	1,392.3	125.7	8.4%	13.5	0.9%	83%	False	False	43,190
60	1,518.0	1,349.1	168.9	11.3%	13.3	0.9%	87%	False	False	29,269
80	1,518.0	1,349.1	168.9	11.3%	12.0	0.8%	87%	False	False	21,962
100	1,518.0	1,349.1	168.9	11.3%	11.0	0.7%	87%	False	False	17,572

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	4.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,583.3
2.618	1,552.0
1.618	1,532.8
1.000	1,521.0
0.618	1,513.5
HIGH	1,501.8
0.618	1,494.3
0.500	1,492.0
0.382	1,489.8
LOW	1,482.5
0.618	1,470.8
1.000	1,463.3
1.618	1,451.5
2.618	1,432.3
4.250	1,401.0

Fisher Pivots for day following 02-Nov-2017
Pivot	1 day	3 day
R1	1,494.8	1,499.5
PP	1,493.5	1,498.5
S1	1,492.0	1,497.3

Download as Excel Spreadsheet

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

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