ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 22-Nov-2017
Day Change Summary
Previous Current
21-Nov-2017 22-Nov-2017 Change Change % Previous Week
Open 1,502.7 1,517.1 14.4 1.0% 1,474.9
High 1,521.4 1,526.2 4.8 0.3% 1,498.8
Low 1,501.8 1,496.0 -5.8 -0.4% 1,453.1
Close 1,518.6 1,516.5 -2.1 -0.1% 1,492.9
Range 19.6 30.2 10.6 54.1% 45.7
ATR 17.0 18.0 0.9 5.5% 0.0
Volume 30,133 21,744 -8,389 -27.8% 154,230
Daily Pivots for day following 22-Nov-2017
Classic Woodie Camarilla DeMark
R4 1,603.5 1,590.3 1,533.0
R3 1,573.3 1,560.0 1,524.8
R2 1,543.0 1,543.0 1,522.0
R1 1,529.8 1,529.8 1,519.3 1,521.3
PP 1,513.0 1,513.0 1,513.0 1,508.8
S1 1,499.5 1,499.5 1,513.8 1,491.3
S2 1,482.8 1,482.8 1,511.0
S3 1,452.5 1,469.5 1,508.3
S4 1,422.3 1,439.3 1,500.0
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 1,526.2 1,465.2 61.0 4.0% 22.8 1.5% 84% True False 27,758
10 1,526.2 1,453.1 73.1 4.8% 19.0 1.3% 87% True False 32,799
20 1,526.2 1,453.1 73.1 4.8% 18.8 1.2% 87% True False 35,903
40 1,526.2 1,453.1 73.1 4.8% 15.5 1.0% 87% True False 35,503
60 1,526.2 1,379.0 147.2 9.7% 14.5 1.0% 93% True False 37,195
80 1,526.2 1,349.1 177.1 11.7% 14.0 0.9% 95% True False 27,906
100 1,526.2 1,349.1 177.1 11.7% 12.8 0.8% 95% True False 22,334
120 1,526.2 1,349.1 177.1 11.7% 11.3 0.7% 95% True False 18,612
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.6
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,654.5
2.618 1,605.3
1.618 1,575.0
1.000 1,556.5
0.618 1,544.8
HIGH 1,526.3
0.618 1,514.8
0.500 1,511.0
0.382 1,507.5
LOW 1,496.0
0.618 1,477.3
1.000 1,465.8
1.618 1,447.3
2.618 1,417.0
4.250 1,367.8
Fisher Pivots for day following 22-Nov-2017
Pivot 1 day 3 day
R1 1,514.8 1,513.0
PP 1,513.0 1,509.8
S1 1,511.0 1,506.3

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

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