ICE Russell 2000 Mini Future March 2018

Trading Metrics calculated at close of trading on 23-Jan-2018

Day Change Summary
	Previous	Current
	22-Jan-2018	23-Jan-2018	Change	Change %	Previous Week
Open	1,593.5	1,606.5	13.0	0.8%	1,594.3
High	1,609.0	1,616.3	7.3	0.5%	1,607.1
Low	1,591.1	1,599.8	8.7	0.5%	1,570.7
Close	1,607.0	1,612.9	5.9	0.4%	1,598.9
Range	17.9	16.5	-1.4	-7.8%	36.4
ATR	18.4	18.2	-0.1	-0.7%	0.0
Volume	13,317	17,972	4,655	35.0%	86,237

Daily Pivots for day following 23-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,659.3	1,652.5	1,622.0
R3	1,642.8	1,636.0	1,617.5
R2	1,626.3	1,626.3	1,616.0
R1	1,619.5	1,619.5	1,614.5	1,622.8
PP	1,609.8	1,609.8	1,609.8	1,611.3
S1	1,603.0	1,603.0	1,611.5	1,606.3
S2	1,593.3	1,593.3	1,610.0
S3	1,576.8	1,586.5	1,608.3
S4	1,560.3	1,570.0	1,603.8

Weekly Pivots for week ending 19-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,701.5	1,686.5	1,619.0
R3	1,665.0	1,650.3	1,609.0
R2	1,628.8	1,628.8	1,605.5
R1	1,613.8	1,613.8	1,602.3	1,621.3
PP	1,592.3	1,592.3	1,592.3	1,596.0
S1	1,577.3	1,577.3	1,595.5	1,584.8
S2	1,555.8	1,555.8	1,592.3
S3	1,519.5	1,541.0	1,589.0
S4	1,483.0	1,504.5	1,579.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,616.3	1,572.5	43.8	2.7%	19.8	1.2%	92%	True	False	17,472
10	1,616.3	1,548.5	67.8	4.2%	20.8	1.3%	95%	True	False	19,662
20	1,616.3	1,529.7	86.6	5.4%	17.0	1.1%	96%	True	False	17,179
40	1,616.3	1,501.5	114.8	7.1%	17.5	1.1%	97%	True	False	14,856
60	1,616.3	1,455.0	161.3	10.0%	13.8	0.8%	98%	True	False	9,910
80	1,616.3	1,455.0	161.3	10.0%	11.0	0.7%	98%	True	False	7,433
100	1,616.3	1,396.3	220.0	13.6%	9.3	0.6%	98%	True	False	5,947

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	4.4
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,686.5
2.618	1,659.5
1.618	1,643.0
1.000	1,632.8
0.618	1,626.5
HIGH	1,616.3
0.618	1,610.0
0.500	1,608.0
0.382	1,606.0
LOW	1,599.8
0.618	1,589.5
1.000	1,583.3
1.618	1,573.0
2.618	1,556.5
4.250	1,529.8

Fisher Pivots for day following 23-Jan-2018
Pivot	1 day	3 day
R1	1,611.3	1,606.8
PP	1,609.8	1,600.5
S1	1,608.0	1,594.5

Download as Excel Spreadsheet

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

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