ICE Russell 2000 Mini Future December 2017

Trading Metrics calculated at close of trading on 08-Dec-2017

Day Change Summary
	Previous	Current
	07-Dec-2017	08-Dec-2017	Change	Change %	Previous Week
Open	1,513.3	1,521.7	8.4	0.6%	1,544.8
High	1,526.0	1,529.7	3.7	0.2%	1,561.9
Low	1,507.2	1,519.9	12.7	0.8%	1,506.7
Close	1,520.7	1,521.0	0.3	0.0%	1,521.0
Range	18.8	9.8	-9.0	-47.9%	55.2
ATR	20.2	19.5	-0.7	-3.7%	0.0
Volume	25,120	15,370	-9,750	-38.8%	151,388

Daily Pivots for day following 08-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,553.0	1,546.8	1,526.5
R3	1,543.3	1,537.0	1,523.8
R2	1,533.3	1,533.3	1,522.8
R1	1,527.3	1,527.3	1,522.0	1,525.3
PP	1,523.5	1,523.5	1,523.5	1,522.5
S1	1,517.3	1,517.3	1,520.0	1,515.5
S2	1,513.8	1,513.8	1,519.3
S3	1,504.0	1,507.5	1,518.3
S4	1,494.3	1,497.8	1,515.5

Weekly Pivots for week ending 08-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,695.5	1,663.5	1,551.3
R3	1,640.3	1,608.3	1,536.3
R2	1,585.0	1,585.0	1,531.0
R1	1,553.0	1,553.0	1,526.0	1,541.5
PP	1,529.8	1,529.8	1,529.8	1,524.0
S1	1,497.8	1,497.8	1,516.0	1,486.3
S2	1,474.8	1,474.8	1,511.0
S3	1,419.5	1,442.8	1,505.8
S4	1,364.3	1,387.5	1,490.8

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	1,506.7	55.2	3.6%	19.8	1.3%	26%	False	False	30,277
10	1,561.9	1,495.2	66.7	4.4%	22.0	1.4%	39%	False	False	36,640
20	1,561.9	1,453.1	108.8	7.2%	19.8	1.3%	62%	False	False	32,175
40	1,561.9	1,453.1	108.8	7.2%	18.0	1.2%	62%	False	False	35,091
60	1,561.9	1,421.4	140.5	9.2%	16.3	1.1%	71%	False	False	38,140
80	1,561.9	1,349.1	212.8	14.0%	15.0	1.0%	81%	False	False	32,626
100	1,561.9	1,349.1	212.8	14.0%	14.0	0.9%	81%	False	False	26,112
120	1,561.9	1,349.1	212.8	14.0%	13.0	0.8%	81%	False	False	21,762

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	4.3
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1,571.3
2.618	1,555.3
1.618	1,545.5
1.000	1,539.5
0.618	1,535.8
HIGH	1,529.8
0.618	1,526.0
0.500	1,524.8
0.382	1,523.8
LOW	1,520.0
0.618	1,513.8
1.000	1,510.0
1.618	1,504.0
2.618	1,494.3
4.250	1,478.3

Fisher Pivots for day following 08-Dec-2017
Pivot	1 day	3 day
R1	1,524.8	1,520.0
PP	1,523.5	1,519.3
S1	1,522.3	1,518.3

Download as Excel Spreadsheet

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

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