ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 01-Dec-2017
Day Change Summary
Previous Current
30-Nov-2017 01-Dec-2017 Change Change % Previous Week
Open 1,540.1 1,540.9 0.8 0.1% 1,518.0
High 1,553.9 1,545.9 -8.0 -0.5% 1,553.9
Low 1,538.8 1,495.2 -43.6 -2.8% 1,495.2
Close 1,545.6 1,537.7 -7.9 -0.5% 1,537.7
Range 15.1 50.7 35.6 235.8% 58.7
ATR 17.3 19.7 2.4 13.8% 0.0
Volume 44,654 74,720 30,066 67.3% 215,020
Daily Pivots for day following 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 1,678.3 1,658.8 1,565.5
R3 1,627.8 1,608.0 1,551.8
R2 1,577.0 1,577.0 1,547.0
R1 1,557.3 1,557.3 1,542.3 1,541.8
PP 1,526.3 1,526.3 1,526.3 1,518.5
S1 1,506.8 1,506.8 1,533.0 1,491.0
S2 1,475.5 1,475.5 1,528.5
S3 1,424.8 1,456.0 1,523.8
S4 1,374.3 1,405.3 1,509.8
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 1,705.0 1,680.0 1,570.0
R3 1,646.3 1,621.3 1,553.8
R2 1,587.8 1,587.8 1,548.5
R1 1,562.8 1,562.8 1,543.0 1,575.3
PP 1,529.0 1,529.0 1,529.0 1,535.3
S1 1,504.0 1,504.0 1,532.3 1,516.5
S2 1,470.3 1,470.3 1,527.0
S3 1,411.5 1,445.3 1,521.5
S4 1,352.8 1,386.5 1,505.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,553.9 1,495.2 58.7 3.8% 24.0 1.6% 72% False True 43,004
10 1,553.9 1,480.1 73.8 4.8% 21.5 1.4% 78% False False 32,921
20 1,553.9 1,453.1 100.8 6.6% 19.3 1.3% 84% False False 35,144
40 1,553.9 1,453.1 100.8 6.6% 16.8 1.1% 84% False False 35,012
60 1,553.9 1,392.3 161.6 10.5% 15.3 1.0% 90% False False 40,508
80 1,553.9 1,349.1 204.8 13.3% 14.8 1.0% 92% False False 30,738
100 1,553.9 1,349.1 204.8 13.3% 13.5 0.9% 92% False False 24,598
120 1,553.9 1,349.1 204.8 13.3% 12.3 0.8% 92% False False 20,501
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 4.0
Widest range in 134 trading days
Fibonacci Retracements and Extensions
4.250 1,761.5
2.618 1,678.8
1.618 1,628.0
1.000 1,596.5
0.618 1,577.3
HIGH 1,546.0
0.618 1,526.5
0.500 1,520.5
0.382 1,514.5
LOW 1,495.3
0.618 1,463.8
1.000 1,444.5
1.618 1,413.3
2.618 1,362.5
4.250 1,279.8
Fisher Pivots for day following 01-Dec-2017
Pivot 1 day 3 day
R1 1,532.0 1,533.3
PP 1,526.3 1,529.0
S1 1,520.5 1,524.5

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

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