ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 24-Nov-2017
Day Change Summary
Previous Current
22-Nov-2017 24-Nov-2017 Change Change % Previous Week
Open 1,517.1 1,519.8 2.7 0.2% 1,492.9
High 1,526.2 1,524.4 -1.8 -0.1% 1,526.2
Low 1,496.0 1,516.1 20.1 1.3% 1,486.3
Close 1,516.5 1,518.8 2.3 0.2% 1,518.8
Range 30.2 8.3 -21.9 -72.5% 39.9
ATR 18.0 17.3 -0.7 -3.8% 0.0
Volume 21,744 11,572 -10,172 -46.8% 86,809
Daily Pivots for day following 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 1,544.8 1,540.0 1,523.3
R3 1,536.3 1,531.8 1,521.0
R2 1,528.0 1,528.0 1,520.3
R1 1,523.5 1,523.5 1,519.5 1,521.5
PP 1,519.8 1,519.8 1,519.8 1,518.8
S1 1,515.3 1,515.3 1,518.0 1,513.3
S2 1,511.5 1,511.5 1,517.3
S3 1,503.3 1,506.8 1,516.5
S4 1,494.8 1,498.5 1,514.3
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 1,630.3 1,614.3 1,540.8
R3 1,590.3 1,574.5 1,529.8
R2 1,550.3 1,550.3 1,526.0
R1 1,534.5 1,534.5 1,522.5 1,542.5
PP 1,510.5 1,510.5 1,510.5 1,514.5
S1 1,494.8 1,494.8 1,515.3 1,502.5
S2 1,470.5 1,470.5 1,511.5
S3 1,430.8 1,454.8 1,507.8
S4 1,390.8 1,414.8 1,496.8
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 1,480.1 46.1 3.0% 19.0 1.2% 84% False False 22,839
10 1,526.2 1,453.1 73.1 4.8% 17.5 1.1% 90% False False 27,710
20 1,526.2 1,453.1 73.1 4.8% 18.8 1.2% 90% False False 34,566
40 1,526.2 1,453.1 73.1 4.8% 15.3 1.0% 90% False False 34,263
60 1,526.2 1,390.4 135.8 8.9% 14.5 1.0% 95% False False 37,386
80 1,526.2 1,349.1 177.1 11.7% 13.8 0.9% 96% False False 28,051
100 1,526.2 1,349.1 177.1 11.7% 12.8 0.8% 96% False False 22,449
120 1,526.2 1,349.1 177.1 11.7% 11.5 0.7% 96% False False 18,709
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.8
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 1,559.8
2.618 1,546.3
1.618 1,537.8
1.000 1,532.8
0.618 1,529.5
HIGH 1,524.5
0.618 1,521.3
0.500 1,520.3
0.382 1,519.3
LOW 1,516.0
0.618 1,511.0
1.000 1,507.8
1.618 1,502.8
2.618 1,494.3
4.250 1,480.8
Fisher Pivots for day following 24-Nov-2017
Pivot 1 day 3 day
R1 1,520.3 1,516.3
PP 1,519.8 1,513.8
S1 1,519.3 1,511.0

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

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