ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 12-Jan-2017
Day Change Summary
Previous Current
11-Jan-2017 12-Jan-2017 Change Change % Previous Week
Open 1,369.0 1,372.6 3.6 0.3% 1,360.3
High 1,376.4 1,373.0 -3.4 -0.2% 1,388.8
Low 1,362.5 1,343.5 -19.0 -1.4% 1,353.6
Close 1,374.2 1,358.9 -15.3 -1.1% 1,365.1
Range 13.9 29.5 15.6 112.2% 35.2
ATR 17.8 18.8 0.9 5.1% 0.0
Volume 171,662 209,045 37,383 21.8% 550,766
Daily Pivots for day following 12-Jan-2017
Classic Woodie Camarilla DeMark
R4 1,447.0 1,432.5 1,375.0
R3 1,417.5 1,403.0 1,367.0
R2 1,388.0 1,388.0 1,364.3
R1 1,373.5 1,373.5 1,361.5 1,366.0
PP 1,358.5 1,358.5 1,358.5 1,354.8
S1 1,344.0 1,344.0 1,356.3 1,336.5
S2 1,329.0 1,329.0 1,353.5
S3 1,299.5 1,314.5 1,350.8
S4 1,270.0 1,285.0 1,342.8
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 1,474.8 1,455.3 1,384.5
R3 1,439.5 1,420.0 1,374.8
R2 1,404.3 1,404.3 1,371.5
R1 1,384.8 1,384.8 1,368.3 1,394.5
PP 1,369.3 1,369.3 1,369.3 1,374.0
S1 1,349.5 1,349.5 1,361.8 1,359.3
S2 1,334.0 1,334.0 1,358.8
S3 1,298.8 1,314.3 1,355.5
S4 1,263.5 1,279.3 1,345.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,376.4 1,343.5 32.9 2.4% 18.5 1.4% 47% False True 152,990
10 1,388.8 1,343.5 45.3 3.3% 19.5 1.4% 34% False True 139,223
20 1,388.8 1,343.5 45.3 3.3% 18.5 1.4% 34% False True 130,590
40 1,395.0 1,292.4 102.6 7.6% 17.0 1.2% 65% False False 90,238
60 1,395.0 1,122.9 272.1 20.0% 16.0 1.2% 87% False False 60,174
80 1,395.0 1,122.9 272.1 20.0% 13.5 1.0% 87% False False 45,131
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 3.9
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1,498.5
2.618 1,450.3
1.618 1,420.8
1.000 1,402.5
0.618 1,391.3
HIGH 1,373.0
0.618 1,361.8
0.500 1,358.3
0.382 1,354.8
LOW 1,343.5
0.618 1,325.3
1.000 1,314.0
1.618 1,295.8
2.618 1,266.3
4.250 1,218.0
Fisher Pivots for day following 12-Jan-2017
Pivot 1 day 3 day
R1 1,358.8 1,360.0
PP 1,358.5 1,359.5
S1 1,358.3 1,359.3

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

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