ICE Russell 2000 Mini Future December 2017

Trading Metrics calculated at close of trading on 17-Nov-2017

Day Change Summary
	Previous	Current
	16-Nov-2017	17-Nov-2017	Change	Change %	Previous Week
Open	1,465.5	1,485.9	20.4	1.4%	1,474.9
High	1,492.6	1,498.8	6.2	0.4%	1,498.8
Low	1,465.2	1,480.1	14.9	1.0%	1,453.1
Close	1,486.2	1,492.9	6.7	0.5%	1,492.9
Range	27.4	18.7	-8.7	-31.8%	45.7
ATR	16.6	16.7	0.2	0.9%	0.0
Volume	36,165	27,389	-8,776	-24.3%	154,230

Daily Pivots for day following 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,546.8	1,538.5	1,503.3
R3	1,528.0	1,519.8	1,498.0
R2	1,509.3	1,509.3	1,496.3
R1	1,501.0	1,501.0	1,494.5	1,505.3
PP	1,490.5	1,490.5	1,490.5	1,492.8
S1	1,482.5	1,482.5	1,491.3	1,486.5
S2	1,472.0	1,472.0	1,489.5
S3	1,453.3	1,463.8	1,487.8
S4	1,434.5	1,445.0	1,482.5

Weekly Pivots for week ending 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,618.8	1,601.5	1,518.0
R3	1,573.0	1,555.8	1,505.5
R2	1,527.3	1,527.3	1,501.3
R1	1,510.0	1,510.0	1,497.0	1,518.8
PP	1,481.5	1,481.5	1,481.5	1,486.0
S1	1,464.5	1,464.5	1,488.8	1,473.0
S2	1,436.0	1,436.0	1,484.5
S3	1,390.3	1,418.8	1,480.3
S4	1,344.5	1,373.0	1,467.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,498.8	1,453.1	45.7	3.1%	17.8	1.2%	87%	True	False	30,846
10	1,503.3	1,453.1	50.2	3.4%	17.8	1.2%	79%	False	False	37,194
20	1,516.5	1,453.1	63.4	4.2%	17.8	1.2%	63%	False	False	37,123
40	1,518.0	1,443.9	74.1	5.0%	15.3	1.0%	66%	False	False	38,367
60	1,518.0	1,369.3	148.7	10.0%	13.8	0.9%	83%	False	False	35,945
80	1,518.0	1,349.1	168.9	11.3%	13.3	0.9%	85%	False	False	26,966
100	1,518.0	1,349.1	168.9	11.3%	12.3	0.8%	85%	False	False	21,582
120	1,518.0	1,349.1	168.9	11.3%	10.8	0.7%	85%	False	False	17,986

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	3.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,578.3
2.618	1,547.8
1.618	1,529.0
1.000	1,517.5
0.618	1,510.3
HIGH	1,498.8
0.618	1,491.8
0.500	1,489.5
0.382	1,487.3
LOW	1,480.0
0.618	1,468.5
1.000	1,461.5
1.618	1,449.8
2.618	1,431.3
4.250	1,400.5

Fisher Pivots for day following 17-Nov-2017
Pivot	1 day	3 day
R1	1,491.8	1,487.3
PP	1,490.5	1,481.5
S1	1,489.5	1,476.0

Download as Excel Spreadsheet

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

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