ICE Russell 2000 Mini Future December 2017

Trading Metrics calculated at close of trading on 04-Dec-2017

Day Change Summary
	Previous	Current
	01-Dec-2017	04-Dec-2017	Change	Change %	Previous Week
Open	1,540.9	1,544.8	3.9	0.3%	1,518.0
High	1,545.9	1,561.9	16.0	1.0%	1,553.9
Low	1,495.2	1,529.2	34.0	2.3%	1,495.2
Close	1,537.7	1,531.1	-6.6	-0.4%	1,537.7
Range	50.7	32.7	-18.0	-35.5%	58.7
ATR	19.7	20.6	0.9	4.7%	0.0
Volume	74,720	40,613	-34,107	-45.6%	215,020

Daily Pivots for day following 04-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,638.8	1,617.8	1,549.0
R3	1,606.3	1,585.0	1,540.0
R2	1,573.5	1,573.5	1,537.0
R1	1,552.3	1,552.3	1,534.0	1,546.5
PP	1,540.8	1,540.8	1,540.8	1,537.8
S1	1,519.5	1,519.5	1,528.0	1,513.8
S2	1,508.0	1,508.0	1,525.0
S3	1,475.3	1,486.8	1,522.0
S4	1,442.8	1,454.3	1,513.0

Weekly Pivots for week ending 01-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,705.0	1,680.0	1,570.0
R3	1,646.3	1,621.3	1,553.8
R2	1,587.8	1,587.8	1,548.5
R1	1,562.8	1,562.8	1,543.0	1,575.3
PP	1,529.0	1,529.0	1,529.0	1,535.3
S1	1,504.0	1,504.0	1,532.3	1,516.5
S2	1,470.3	1,470.3	1,527.0
S3	1,411.5	1,445.3	1,521.5
S4	1,352.8	1,386.5	1,505.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,561.9	1,495.2	66.7	4.4%	28.3	1.8%	54%	True	False	46,809
10	1,561.9	1,486.3	75.6	4.9%	23.0	1.5%	59%	True	False	34,244
20	1,561.9	1,453.1	108.8	7.1%	20.5	1.3%	72%	True	False	35,719
40	1,561.9	1,453.1	108.8	7.1%	17.5	1.1%	72%	True	False	35,173
60	1,561.9	1,405.0	156.9	10.2%	15.8	1.0%	80%	True	False	40,249
80	1,561.9	1,349.1	212.8	13.9%	14.8	1.0%	86%	True	False	31,245
100	1,561.9	1,349.1	212.8	13.9%	13.8	0.9%	86%	True	False	25,004
120	1,561.9	1,349.1	212.8	13.9%	12.8	0.8%	86%	True	False	20,839

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	4.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,701.0
2.618	1,647.5
1.618	1,614.8
1.000	1,594.5
0.618	1,582.0
HIGH	1,562.0
0.618	1,549.5
0.500	1,545.5
0.382	1,541.8
LOW	1,529.3
0.618	1,509.0
1.000	1,496.5
1.618	1,476.3
2.618	1,443.5
4.250	1,390.3

Fisher Pivots for day following 04-Dec-2017
Pivot	1 day	3 day
R1	1,545.5	1,530.3
PP	1,540.8	1,529.5
S1	1,536.0	1,528.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols