ICE Russell 2000 Mini Future December 2017

Trading Metrics calculated at close of trading on 15-Dec-2017

Day Change Summary
	Previous	Current
	14-Dec-2017	15-Dec-2017	Change	Change %	Previous Week
Open	1,527.1	1,511.0	-16.1	-1.1%	1,520.7
High	1,528.5	1,518.8	-9.7	-0.6%	1,534.3
Low	1,503.0	1,508.8	5.8	0.4%	1,503.0
Close	1,508.2	1,510.2	2.0	0.1%	1,510.2
Range	25.5	10.0	-15.5	-60.8%	31.3
ATR	19.3	18.7	-0.6	-3.2%	0.0
Volume	12,444	289	-12,155	-97.7%	57,731

Daily Pivots for day following 15-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,542.5	1,536.5	1,515.8
R3	1,532.5	1,526.5	1,513.0
R2	1,522.5	1,522.5	1,512.0
R1	1,516.5	1,516.5	1,511.3	1,514.5
PP	1,512.5	1,512.5	1,512.5	1,511.8
S1	1,506.5	1,506.5	1,509.3	1,504.5
S2	1,502.5	1,502.5	1,508.5
S3	1,492.5	1,496.5	1,507.5
S4	1,482.5	1,486.5	1,504.8

Weekly Pivots for week ending 15-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,609.8	1,591.3	1,527.5
R3	1,578.5	1,560.0	1,518.8
R2	1,547.3	1,547.3	1,516.0
R1	1,528.8	1,528.8	1,513.0	1,522.3
PP	1,515.8	1,515.8	1,515.8	1,512.8
S1	1,497.5	1,497.5	1,507.3	1,491.0
S2	1,484.5	1,484.5	1,504.5
S3	1,453.3	1,466.0	1,501.5
S4	1,422.0	1,434.8	1,493.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,534.3	1,503.0	31.3	2.1%	16.8	1.1%	23%	False	False	11,546
10	1,561.9	1,503.0	58.9	3.9%	18.3	1.2%	12%	False	False	20,911
20	1,561.9	1,480.1	81.8	5.4%	19.8	1.3%	37%	False	False	26,916
40	1,561.9	1,453.1	108.8	7.2%	18.5	1.2%	53%	False	False	32,207
60	1,561.9	1,438.5	123.4	8.2%	16.8	1.1%	58%	False	False	34,979
80	1,561.9	1,365.6	196.3	13.0%	15.3	1.0%	74%	False	False	33,346
100	1,561.9	1,349.1	212.8	14.1%	14.5	1.0%	76%	False	False	26,682
120	1,561.9	1,349.1	212.8	14.1%	13.5	0.9%	76%	False	False	22,243

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	4.3
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,561.3
2.618	1,545.0
1.618	1,535.0
1.000	1,528.8
0.618	1,525.0
HIGH	1,518.8
0.618	1,515.0
0.500	1,513.8
0.382	1,512.5
LOW	1,508.8
0.618	1,502.5
1.000	1,498.8
1.618	1,492.5
2.618	1,482.5
4.250	1,466.3

Fisher Pivots for day following 15-Dec-2017
Pivot	1 day	3 day
R1	1,513.8	1,518.8
PP	1,512.5	1,515.8
S1	1,511.5	1,513.0

Download as Excel Spreadsheet

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

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