ICE Russell 2000 Mini Future December 2017

Trading Metrics calculated at close of trading on 24-Nov-2017

Day Change Summary
	Previous	Current
	22-Nov-2017	24-Nov-2017	Change	Change %	Previous Week
Open	1,517.1	1,519.8	2.7	0.2%	1,492.9
High	1,526.2	1,524.4	-1.8	-0.1%	1,526.2
Low	1,496.0	1,516.1	20.1	1.3%	1,486.3
Close	1,516.5	1,518.8	2.3	0.2%	1,518.8
Range	30.2	8.3	-21.9	-72.5%	39.9
ATR	18.0	17.3	-0.7	-3.8%	0.0
Volume	21,744	11,572	-10,172	-46.8%	86,809

Daily Pivots for day following 24-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,544.8	1,540.0	1,523.3
R3	1,536.3	1,531.8	1,521.0
R2	1,528.0	1,528.0	1,520.3
R1	1,523.5	1,523.5	1,519.5	1,521.5
PP	1,519.8	1,519.8	1,519.8	1,518.8
S1	1,515.3	1,515.3	1,518.0	1,513.3
S2	1,511.5	1,511.5	1,517.3
S3	1,503.3	1,506.8	1,516.5
S4	1,494.8	1,498.5	1,514.3

Weekly Pivots for week ending 24-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,630.3	1,614.3	1,540.8
R3	1,590.3	1,574.5	1,529.8
R2	1,550.3	1,550.3	1,526.0
R1	1,534.5	1,534.5	1,522.5	1,542.5
PP	1,510.5	1,510.5	1,510.5	1,514.5
S1	1,494.8	1,494.8	1,515.3	1,502.5
S2	1,470.5	1,470.5	1,511.5
S3	1,430.8	1,454.8	1,507.8
S4	1,390.8	1,414.8	1,496.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,526.2	1,480.1	46.1	3.0%	19.0	1.2%	84%	False	False	22,839
10	1,526.2	1,453.1	73.1	4.8%	17.5	1.1%	90%	False	False	27,710
20	1,526.2	1,453.1	73.1	4.8%	18.8	1.2%	90%	False	False	34,566
40	1,526.2	1,453.1	73.1	4.8%	15.3	1.0%	90%	False	False	34,263
60	1,526.2	1,390.4	135.8	8.9%	14.5	1.0%	95%	False	False	37,386
80	1,526.2	1,349.1	177.1	11.7%	13.8	0.9%	96%	False	False	28,051
100	1,526.2	1,349.1	177.1	11.7%	12.8	0.8%	96%	False	False	22,449
120	1,526.2	1,349.1	177.1	11.7%	11.5	0.7%	96%	False	False	18,709

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.8
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	1,559.8
2.618	1,546.3
1.618	1,537.8
1.000	1,532.8
0.618	1,529.5
HIGH	1,524.5
0.618	1,521.3
0.500	1,520.3
0.382	1,519.3
LOW	1,516.0
0.618	1,511.0
1.000	1,507.8
1.618	1,502.8
2.618	1,494.3
4.250	1,480.8

Fisher Pivots for day following 24-Nov-2017
Pivot	1 day	3 day
R1	1,520.3	1,516.3
PP	1,519.8	1,513.8
S1	1,519.3	1,511.0

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

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