ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 21-Nov-2017
Day Change Summary
Previous Current
20-Nov-2017 21-Nov-2017 Change Change % Previous Week
Open 1,492.9 1,502.7 9.8 0.7% 1,474.9
High 1,504.4 1,521.4 17.0 1.1% 1,498.8
Low 1,486.3 1,501.8 15.5 1.0% 1,453.1
Close 1,504.0 1,518.6 14.6 1.0% 1,492.9
Range 18.1 19.6 1.5 8.3% 45.7
ATR 16.8 17.0 0.2 1.2% 0.0
Volume 23,360 30,133 6,773 29.0% 154,230
Daily Pivots for day following 21-Nov-2017
Classic Woodie Camarilla DeMark
R4 1,572.8 1,565.3 1,529.5
R3 1,553.3 1,545.8 1,524.0
R2 1,533.5 1,533.5 1,522.3
R1 1,526.0 1,526.0 1,520.5 1,529.8
PP 1,514.0 1,514.0 1,514.0 1,515.8
S1 1,506.5 1,506.5 1,516.8 1,510.3
S2 1,494.3 1,494.3 1,515.0
S3 1,474.8 1,486.8 1,513.3
S4 1,455.3 1,467.3 1,507.8
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 1,618.8 1,601.5 1,518.0
R3 1,573.0 1,555.8 1,505.5
R2 1,527.3 1,527.3 1,501.3
R1 1,510.0 1,510.0 1,497.0 1,518.8
PP 1,481.5 1,481.5 1,481.5 1,486.0
S1 1,464.5 1,464.5 1,488.8 1,473.0
S2 1,436.0 1,436.0 1,484.5
S3 1,390.3 1,418.8 1,480.3
S4 1,344.5 1,373.0 1,467.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,521.4 1,453.1 68.3 4.5% 20.3 1.3% 96% True False 30,449
10 1,521.4 1,453.1 68.3 4.5% 17.5 1.2% 96% True False 35,485
20 1,521.4 1,453.1 68.3 4.5% 18.3 1.2% 96% True False 36,996
40 1,521.4 1,453.1 68.3 4.5% 15.5 1.0% 96% True False 37,157
60 1,521.4 1,369.3 152.1 10.0% 14.3 0.9% 98% True False 36,834
80 1,521.4 1,349.1 172.3 11.3% 13.5 0.9% 98% True False 27,634
100 1,521.4 1,349.1 172.3 11.3% 12.5 0.8% 98% True False 22,116
120 1,521.4 1,349.1 172.3 11.3% 11.0 0.7% 98% True False 18,431
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,604.8
2.618 1,572.8
1.618 1,553.0
1.000 1,541.0
0.618 1,533.5
HIGH 1,521.5
0.618 1,514.0
0.500 1,511.5
0.382 1,509.3
LOW 1,501.8
0.618 1,489.8
1.000 1,482.3
1.618 1,470.0
2.618 1,450.5
4.250 1,418.5
Fisher Pivots for day following 21-Nov-2017
Pivot 1 day 3 day
R1 1,516.3 1,512.8
PP 1,514.0 1,506.8
S1 1,511.5 1,500.8

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

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