ICE Russell 2000 Mini Future March 2018

Trading Metrics calculated at close of trading on 27-Dec-2017

Day Change Summary
	Previous	Current
	26-Dec-2017	27-Dec-2017	Change	Change %	Previous Week
Open	1,545.8	1,549.0	3.2	0.2%	1,536.7
High	1,550.3	1,554.3	4.0	0.3%	1,557.3
Low	1,543.4	1,541.3	-2.1	-0.1%	1,535.8
Close	1,547.8	1,545.7	-2.1	-0.1%	1,544.4
Range	6.9	13.0	6.1	88.4%	21.5
ATR	15.9	15.7	-0.2	-1.3%	0.0
Volume	9,732	12,380	2,648	27.2%	88,792

Daily Pivots for day following 27-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,586.0	1,579.0	1,552.8
R3	1,573.0	1,566.0	1,549.3
R2	1,560.0	1,560.0	1,548.0
R1	1,553.0	1,553.0	1,547.0	1,550.0
PP	1,547.0	1,547.0	1,547.0	1,545.8
S1	1,540.0	1,540.0	1,544.5	1,537.0
S2	1,534.0	1,534.0	1,543.3
S3	1,521.0	1,527.0	1,542.0
S4	1,508.0	1,514.0	1,538.5

Weekly Pivots for week ending 22-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,610.3	1,598.8	1,556.3
R3	1,588.8	1,577.3	1,550.3
R2	1,567.3	1,567.3	1,548.3
R1	1,555.8	1,555.8	1,546.3	1,561.5
PP	1,545.8	1,545.8	1,545.8	1,548.8
S1	1,534.3	1,534.3	1,542.5	1,540.0
S2	1,524.3	1,524.3	1,540.5
S3	1,502.8	1,512.8	1,538.5
S4	1,481.3	1,491.3	1,532.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,555.7	1,537.8	17.9	1.2%	11.8	0.8%	44%	False	False	13,620
10	1,557.3	1,505.3	52.0	3.4%	18.5	1.2%	78%	False	False	21,578
20	1,564.7	1,501.5	63.2	4.1%	18.0	1.2%	70%	False	False	14,265
40	1,564.7	1,455.0	109.7	7.1%	12.3	0.8%	83%	False	False	7,145
60	1,564.7	1,455.0	109.7	7.1%	9.0	0.6%	83%	False	False	4,765
80	1,564.7	1,396.3	168.4	10.9%	7.5	0.5%	89%	False	False	3,574

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.9
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,609.5
2.618	1,588.3
1.618	1,575.3
1.000	1,567.3
0.618	1,562.3
HIGH	1,554.3
0.618	1,549.3
0.500	1,547.8
0.382	1,546.3
LOW	1,541.3
0.618	1,533.3
1.000	1,528.3
1.618	1,520.3
2.618	1,507.3
4.250	1,486.0

Fisher Pivots for day following 27-Dec-2017
Pivot	1 day	3 day
R1	1,547.8	1,547.8
PP	1,547.0	1,547.0
S1	1,546.5	1,546.5

Download as Excel Spreadsheet

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

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