ICE Russell 2000 Mini Future December 2017

Trading Metrics calculated at close of trading on 21-Nov-2017

Day Change Summary
	Previous	Current
	20-Nov-2017	21-Nov-2017	Change	Change %	Previous Week
Open	1,492.9	1,502.7	9.8	0.7%	1,474.9
High	1,504.4	1,521.4	17.0	1.1%	1,498.8
Low	1,486.3	1,501.8	15.5	1.0%	1,453.1
Close	1,504.0	1,518.6	14.6	1.0%	1,492.9
Range	18.1	19.6	1.5	8.3%	45.7
ATR	16.8	17.0	0.2	1.2%	0.0
Volume	23,360	30,133	6,773	29.0%	154,230

Daily Pivots for day following 21-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,572.8	1,565.3	1,529.5
R3	1,553.3	1,545.8	1,524.0
R2	1,533.5	1,533.5	1,522.3
R1	1,526.0	1,526.0	1,520.5	1,529.8
PP	1,514.0	1,514.0	1,514.0	1,515.8
S1	1,506.5	1,506.5	1,516.8	1,510.3
S2	1,494.3	1,494.3	1,515.0
S3	1,474.8	1,486.8	1,513.3
S4	1,455.3	1,467.3	1,507.8

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	1,521.4	1,453.1	68.3	4.5%	20.3	1.3%	96%	True	False	30,449
10	1,521.4	1,453.1	68.3	4.5%	17.5	1.2%	96%	True	False	35,485
20	1,521.4	1,453.1	68.3	4.5%	18.3	1.2%	96%	True	False	36,996
40	1,521.4	1,453.1	68.3	4.5%	15.5	1.0%	96%	True	False	37,157
60	1,521.4	1,369.3	152.1	10.0%	14.3	0.9%	98%	True	False	36,834
80	1,521.4	1,349.1	172.3	11.3%	13.5	0.9%	98%	True	False	27,634
100	1,521.4	1,349.1	172.3	11.3%	12.5	0.8%	98%	True	False	22,116
120	1,521.4	1,349.1	172.3	11.3%	11.0	0.7%	98%	True	False	18,431

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3.5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,604.8
2.618	1,572.8
1.618	1,553.0
1.000	1,541.0
0.618	1,533.5
HIGH	1,521.5
0.618	1,514.0
0.500	1,511.5
0.382	1,509.3
LOW	1,501.8
0.618	1,489.8
1.000	1,482.3
1.618	1,470.0
2.618	1,450.5
4.250	1,418.5

Fisher Pivots for day following 21-Nov-2017
Pivot	1 day	3 day
R1	1,516.3	1,512.8
PP	1,514.0	1,506.8
S1	1,511.5	1,500.8

Download as Excel Spreadsheet

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

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