ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 14-Nov-2017
Day Change Summary
Previous Current
13-Nov-2017 14-Nov-2017 Change Change % Previous Week
Open 1,474.9 1,473.2 -1.7 -0.1% 1,493.3
High 1,477.7 1,474.4 -3.3 -0.2% 1,503.3
Low 1,463.2 1,464.3 1.1 0.1% 1,461.5
Close 1,473.7 1,470.6 -3.1 -0.2% 1,474.3
Range 14.5 10.1 -4.4 -30.3% 41.8
ATR 15.9 15.5 -0.4 -2.6% 0.0
Volume 25,353 30,124 4,771 18.8% 217,714
Daily Pivots for day following 14-Nov-2017
Classic Woodie Camarilla DeMark
R4 1,500.0 1,495.5 1,476.3
R3 1,490.0 1,485.3 1,473.5
R2 1,479.8 1,479.8 1,472.5
R1 1,475.3 1,475.3 1,471.5 1,472.5
PP 1,469.8 1,469.8 1,469.8 1,468.5
S1 1,465.3 1,465.3 1,469.8 1,462.5
S2 1,459.8 1,459.8 1,468.8
S3 1,449.5 1,455.0 1,467.8
S4 1,439.5 1,445.0 1,465.0
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 1,485.4 1,461.5 23.9 1.6% 14.8 1.0% 38% False False 40,522
10 1,516.5 1,461.5 55.0 3.7% 17.5 1.2% 17% False False 39,240
20 1,516.5 1,461.5 55.0 3.7% 16.5 1.1% 17% False False 37,524
40 1,518.0 1,438.5 79.5 5.4% 14.5 1.0% 40% False False 39,881
60 1,518.0 1,359.8 158.2 10.8% 13.3 0.9% 70% False False 34,301
80 1,518.0 1,349.1 168.9 11.5% 12.8 0.9% 72% False False 25,732
100 1,518.0 1,349.1 168.9 11.5% 12.0 0.8% 72% False False 20,595
120 1,518.0 1,349.1 168.9 11.5% 10.3 0.7% 72% False False 17,163
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,517.3
2.618 1,500.8
1.618 1,490.8
1.000 1,484.5
0.618 1,480.8
HIGH 1,474.5
0.618 1,470.5
0.500 1,469.3
0.382 1,468.3
LOW 1,464.3
0.618 1,458.0
1.000 1,454.3
1.618 1,448.0
2.618 1,437.8
4.250 1,421.5
Fisher Pivots for day following 14-Nov-2017
Pivot 1 day 3 day
R1 1,470.3 1,471.5
PP 1,469.8 1,471.3
S1 1,469.3 1,471.0

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

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