ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 10-Nov-2017
Day Change Summary
Previous Current
09-Nov-2017 10-Nov-2017 Change Change % Previous Week
Open 1,483.4 1,476.5 -6.9 -0.5% 1,493.3
High 1,485.4 1,480.0 -5.4 -0.4% 1,503.3
Low 1,461.5 1,470.4 8.9 0.6% 1,461.5
Close 1,477.3 1,474.3 -3.0 -0.2% 1,474.3
Range 23.9 9.6 -14.3 -59.8% 41.8
ATR 16.5 16.0 -0.5 -3.0% 0.0
Volume 62,467 36,062 -26,405 -42.3% 217,714
Daily Pivots for day following 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 1,503.8 1,498.5 1,479.5
R3 1,494.0 1,489.0 1,477.0
R2 1,484.5 1,484.5 1,476.0
R1 1,479.5 1,479.5 1,475.3 1,477.3
PP 1,475.0 1,475.0 1,475.0 1,473.8
S1 1,469.8 1,469.8 1,473.5 1,467.5
S2 1,465.3 1,465.3 1,472.5
S3 1,455.8 1,460.3 1,471.8
S4 1,446.0 1,450.5 1,469.0
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 1,605.0 1,581.5 1,497.3
R3 1,563.3 1,539.8 1,485.8
R2 1,521.5 1,521.5 1,482.0
R1 1,498.0 1,498.0 1,478.3 1,488.8
PP 1,479.8 1,479.8 1,479.8 1,475.3
S1 1,456.0 1,456.0 1,470.5 1,447.0
S2 1,438.0 1,438.0 1,466.8
S3 1,396.0 1,414.3 1,462.8
S4 1,354.3 1,372.5 1,451.3
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% 31% False False 43,542
10 1,516.5 1,461.5 55.0 3.7% 19.5 1.3% 23% False False 41,053
20 1,516.5 1,461.5 55.0 3.7% 16.5 1.1% 23% False False 38,243
40 1,518.0 1,431.3 86.7 5.9% 14.3 1.0% 50% False False 40,576
60 1,518.0 1,349.1 168.9 11.5% 13.0 0.9% 74% False False 33,377
80 1,518.0 1,349.1 168.9 11.5% 12.5 0.9% 74% False False 25,046
100 1,518.0 1,349.1 168.9 11.5% 11.8 0.8% 74% False False 20,040
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 4.7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,520.8
2.618 1,505.3
1.618 1,495.5
1.000 1,489.5
0.618 1,486.0
HIGH 1,480.0
0.618 1,476.3
0.500 1,475.3
0.382 1,474.0
LOW 1,470.5
0.618 1,464.5
1.000 1,460.8
1.618 1,454.8
2.618 1,445.3
4.250 1,429.5
Fisher Pivots for day following 10-Nov-2017
Pivot 1 day 3 day
R1 1,475.3 1,474.0
PP 1,475.0 1,473.8
S1 1,474.5 1,473.5

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

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