ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 16-Nov-2017
Day Change Summary
Previous Current
15-Nov-2017 16-Nov-2017 Change Change % Previous Week
Open 1,466.9 1,465.5 -1.4 -0.1% 1,493.3
High 1,470.7 1,492.6 21.9 1.5% 1,503.3
Low 1,453.1 1,465.2 12.1 0.8% 1,461.5
Close 1,463.8 1,486.2 22.4 1.5% 1,474.3
Range 17.6 27.4 9.8 55.7% 41.8
ATR 15.6 16.6 0.9 6.0% 0.0
Volume 35,199 36,165 966 2.7% 217,714
Daily Pivots for day following 16-Nov-2017
Classic Woodie Camarilla DeMark
R4 1,563.5 1,552.3 1,501.3
R3 1,536.3 1,524.8 1,493.8
R2 1,508.8 1,508.8 1,491.3
R1 1,497.5 1,497.5 1,488.8 1,503.0
PP 1,481.3 1,481.3 1,481.3 1,484.3
S1 1,470.0 1,470.0 1,483.8 1,475.8
S2 1,454.0 1,454.0 1,481.3
S3 1,426.5 1,442.8 1,478.8
S4 1,399.3 1,415.3 1,471.3
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 1,492.6 1,453.1 39.5 2.7% 15.8 1.1% 84% True False 32,580
10 1,503.3 1,453.1 50.2 3.4% 17.0 1.1% 66% False False 37,367
20 1,516.5 1,453.1 63.4 4.3% 17.5 1.2% 52% False False 37,497
40 1,518.0 1,438.5 79.5 5.3% 15.3 1.0% 60% False False 39,010
60 1,518.0 1,365.6 152.4 10.3% 13.8 0.9% 79% False False 35,490
80 1,518.0 1,349.1 168.9 11.4% 13.3 0.9% 81% False False 26,624
100 1,518.0 1,349.1 168.9 11.4% 12.3 0.8% 81% False False 21,308
120 1,518.0 1,349.1 168.9 11.4% 10.5 0.7% 81% False False 17,757
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,609.0
2.618 1,564.3
1.618 1,537.0
1.000 1,520.0
0.618 1,509.5
HIGH 1,492.5
0.618 1,482.3
0.500 1,479.0
0.382 1,475.8
LOW 1,465.3
0.618 1,448.3
1.000 1,437.8
1.618 1,420.8
2.618 1,393.5
4.250 1,348.8
Fisher Pivots for day following 16-Nov-2017
Pivot 1 day 3 day
R1 1,483.8 1,481.8
PP 1,481.3 1,477.3
S1 1,479.0 1,472.8

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

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