ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 09-Nov-2017
Day Change Summary
Previous Current
08-Nov-2017 09-Nov-2017 Change Change % Previous Week
Open 1,474.9 1,483.4 8.5 0.6% 1,507.5
High 1,483.1 1,485.4 2.3 0.2% 1,516.5
Low 1,466.9 1,461.5 -5.4 -0.4% 1,482.5
Close 1,482.4 1,477.3 -5.1 -0.3% 1,495.0
Range 16.2 23.9 7.7 47.5% 34.0
ATR 15.9 16.5 0.6 3.6% 0.0
Volume 48,607 62,467 13,860 28.5% 192,819
Daily Pivots for day following 09-Nov-2017
Classic Woodie Camarilla DeMark
R4 1,546.5 1,535.8 1,490.5
R3 1,522.5 1,511.8 1,483.8
R2 1,498.8 1,498.8 1,481.8
R1 1,488.0 1,488.0 1,479.5 1,481.3
PP 1,474.8 1,474.8 1,474.8 1,471.5
S1 1,464.0 1,464.0 1,475.0 1,457.5
S2 1,450.8 1,450.8 1,473.0
S3 1,427.0 1,440.3 1,470.8
S4 1,403.0 1,416.3 1,464.3
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 1,600.0 1,581.5 1,513.8
R3 1,566.0 1,547.5 1,504.3
R2 1,532.0 1,532.0 1,501.3
R1 1,513.5 1,513.5 1,498.0 1,505.8
PP 1,498.0 1,498.0 1,498.0 1,494.0
S1 1,479.5 1,479.5 1,492.0 1,471.8
S2 1,464.0 1,464.0 1,488.8
S3 1,430.0 1,445.5 1,485.8
S4 1,396.0 1,411.5 1,476.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,503.3 1,461.5 41.8 2.8% 18.0 1.2% 38% False True 42,154
10 1,516.5 1,461.5 55.0 3.7% 20.3 1.4% 29% False True 41,422
20 1,516.5 1,461.5 55.0 3.7% 16.5 1.1% 29% False True 38,007
40 1,518.0 1,421.4 96.6 6.5% 14.5 1.0% 58% False False 41,123
60 1,518.0 1,349.1 168.9 11.4% 13.5 0.9% 76% False False 32,776
80 1,518.0 1,349.1 168.9 11.4% 12.5 0.9% 76% False False 24,596
100 1,518.0 1,349.1 168.9 11.4% 11.5 0.8% 76% False False 19,680
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,587.0
2.618 1,548.0
1.618 1,524.0
1.000 1,509.3
0.618 1,500.3
HIGH 1,485.5
0.618 1,476.3
0.500 1,473.5
0.382 1,470.8
LOW 1,461.5
0.618 1,446.8
1.000 1,437.5
1.618 1,422.8
2.618 1,399.0
4.250 1,360.0
Fisher Pivots for day following 09-Nov-2017
Pivot 1 day 3 day
R1 1,476.0 1,481.0
PP 1,474.8 1,479.8
S1 1,473.5 1,478.5

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

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