ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 01-Nov-2017
Day Change Summary
Previous Current
31-Oct-2017 01-Nov-2017 Change Change % Previous Week
Open 1,491.2 1,503.0 11.8 0.8% 1,509.1
High 1,508.0 1,516.5 8.5 0.6% 1,513.1
Low 1,490.4 1,483.6 -6.8 -0.5% 1,481.9
Close 1,502.8 1,491.9 -10.9 -0.7% 1,508.5
Range 17.6 32.9 15.3 86.9% 31.2
ATR 14.0 15.4 1.3 9.6% 0.0
Volume 33,635 48,488 14,853 44.2% 177,709
Daily Pivots for day following 01-Nov-2017
Classic Woodie Camarilla DeMark
R4 1,596.0 1,576.8 1,510.0
R3 1,563.3 1,544.0 1,501.0
R2 1,530.3 1,530.3 1,498.0
R1 1,511.0 1,511.0 1,495.0 1,504.3
PP 1,497.3 1,497.3 1,497.3 1,494.0
S1 1,478.3 1,478.3 1,489.0 1,471.3
S2 1,464.5 1,464.5 1,485.8
S3 1,431.5 1,445.3 1,482.8
S4 1,398.8 1,412.3 1,473.8
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 1,594.8 1,582.8 1,525.8
R3 1,563.5 1,551.8 1,517.0
R2 1,532.3 1,532.3 1,514.3
R1 1,520.5 1,520.5 1,511.3 1,510.8
PP 1,501.3 1,501.3 1,501.3 1,496.3
S1 1,489.3 1,489.3 1,505.8 1,479.5
S2 1,470.0 1,470.0 1,502.8
S3 1,438.8 1,458.0 1,500.0
S4 1,407.5 1,426.8 1,491.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,516.5 1,483.4 33.1 2.2% 20.3 1.4% 26% True False 40,031
10 1,516.5 1,481.9 34.6 2.3% 17.5 1.2% 29% True False 37,262
20 1,518.0 1,481.9 36.1 2.4% 14.0 0.9% 28% False False 34,502
40 1,518.0 1,392.3 125.7 8.4% 13.3 0.9% 79% False False 42,692
60 1,518.0 1,349.1 168.9 11.3% 13.0 0.9% 85% False False 28,576
80 1,518.0 1,349.1 168.9 11.3% 12.0 0.8% 85% False False 21,442
100 1,518.0 1,349.1 168.9 11.3% 10.8 0.7% 85% False False 17,156
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.3
Widest range in 113 trading days
Fibonacci Retracements and Extensions
4.250 1,656.3
2.618 1,602.8
1.618 1,569.8
1.000 1,549.5
0.618 1,536.8
HIGH 1,516.5
0.618 1,504.0
0.500 1,500.0
0.382 1,496.3
LOW 1,483.5
0.618 1,463.3
1.000 1,450.8
1.618 1,430.3
2.618 1,397.5
4.250 1,343.8
Fisher Pivots for day following 01-Nov-2017
Pivot 1 day 3 day
R1 1,500.0 1,500.0
PP 1,497.3 1,497.3
S1 1,494.5 1,494.5

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

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