ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 06-Dec-2017
Day Change Summary
Previous Current
05-Dec-2017 06-Dec-2017 Change Change % Previous Week
Open 1,534.0 1,518.8 -15.2 -1.0% 1,518.0
High 1,539.5 1,519.7 -19.8 -1.3% 1,553.9
Low 1,515.4 1,506.7 -8.7 -0.6% 1,495.2
Close 1,516.7 1,508.2 -8.5 -0.6% 1,537.7
Range 24.1 13.0 -11.1 -46.1% 58.7
ATR 20.9 20.3 -0.6 -2.7% 0.0
Volume 37,650 32,635 -5,015 -13.3% 215,020
Daily Pivots for day following 06-Dec-2017
Classic Woodie Camarilla DeMark
R4 1,550.5 1,542.3 1,515.3
R3 1,537.5 1,529.3 1,511.8
R2 1,524.5 1,524.5 1,510.5
R1 1,516.3 1,516.3 1,509.5 1,514.0
PP 1,511.5 1,511.5 1,511.5 1,510.3
S1 1,503.3 1,503.3 1,507.0 1,501.0
S2 1,498.5 1,498.5 1,505.8
S3 1,485.5 1,490.3 1,504.5
S4 1,472.5 1,477.3 1,501.0
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 1,561.9 1,495.2 66.7 4.4% 27.0 1.8% 19% False False 46,054
10 1,561.9 1,495.2 66.7 4.4% 23.0 1.5% 19% False False 35,923
20 1,561.9 1,453.1 108.8 7.2% 20.3 1.3% 51% False False 35,704
40 1,561.9 1,453.1 108.8 7.2% 17.8 1.2% 51% False False 35,473
60 1,561.9 1,419.7 142.2 9.4% 16.0 1.1% 62% False False 39,419
80 1,561.9 1,349.1 212.8 14.1% 15.0 1.0% 75% False False 32,120
100 1,561.9 1,349.1 212.8 14.1% 14.0 0.9% 75% False False 25,707
120 1,561.9 1,349.1 212.8 14.1% 12.8 0.8% 75% False False 21,425
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 4.8
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,575.0
2.618 1,553.8
1.618 1,540.8
1.000 1,532.8
0.618 1,527.8
HIGH 1,519.8
0.618 1,514.8
0.500 1,513.3
0.382 1,511.8
LOW 1,506.8
0.618 1,498.8
1.000 1,493.8
1.618 1,485.8
2.618 1,472.8
4.250 1,451.5
Fisher Pivots for day following 06-Dec-2017
Pivot 1 day 3 day
R1 1,513.3 1,534.3
PP 1,511.5 1,525.5
S1 1,509.8 1,517.0

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

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