ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 20-Jan-2017
Day Change Summary
Previous Current
19-Jan-2017 20-Jan-2017 Change Change % Previous Week
Open 1,357.9 1,346.8 -11.1 -0.8% 1,370.0
High 1,363.0 1,356.9 -6.1 -0.4% 1,372.0
Low 1,339.4 1,346.2 6.8 0.5% 1,339.4
Close 1,345.9 1,352.1 6.2 0.5% 1,352.1
Range 23.6 10.7 -12.9 -54.7% 32.6
ATR 19.1 18.5 -0.6 -3.0% 0.0
Volume 146,958 137,479 -9,479 -6.5% 552,887
Daily Pivots for day following 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 1,383.8 1,378.8 1,358.0
R3 1,373.3 1,368.0 1,355.0
R2 1,362.5 1,362.5 1,354.0
R1 1,357.3 1,357.3 1,353.0 1,359.8
PP 1,351.8 1,351.8 1,351.8 1,353.0
S1 1,346.5 1,346.5 1,351.0 1,349.3
S2 1,341.0 1,341.0 1,350.3
S3 1,330.3 1,335.8 1,349.3
S4 1,319.8 1,325.3 1,346.3
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 1,452.3 1,434.8 1,370.0
R3 1,419.8 1,402.3 1,361.0
R2 1,387.0 1,387.0 1,358.0
R1 1,369.5 1,369.5 1,355.0 1,362.0
PP 1,354.5 1,354.5 1,354.5 1,350.8
S1 1,337.0 1,337.0 1,349.0 1,329.5
S2 1,322.0 1,322.0 1,346.0
S3 1,289.3 1,304.5 1,343.3
S4 1,256.8 1,271.8 1,334.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,378.3 1,339.4 38.9 2.9% 17.8 1.3% 33% False False 138,448
10 1,378.3 1,339.4 38.9 2.9% 18.0 1.3% 33% False False 145,719
20 1,388.8 1,339.4 49.4 3.7% 18.3 1.3% 26% False False 125,063
40 1,395.0 1,305.8 89.2 6.6% 17.8 1.3% 52% False False 107,533
60 1,395.0 1,122.9 272.1 20.1% 17.0 1.3% 84% False False 71,711
80 1,395.0 1,122.9 272.1 20.1% 14.3 1.1% 84% False False 53,784
100 1,395.0 1,122.9 272.1 20.1% 12.0 0.9% 84% False False 43,027
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 3.2
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1,402.5
2.618 1,385.0
1.618 1,374.3
1.000 1,367.5
0.618 1,363.5
HIGH 1,357.0
0.618 1,352.8
0.500 1,351.5
0.382 1,350.3
LOW 1,346.3
0.618 1,339.5
1.000 1,335.5
1.618 1,329.0
2.618 1,318.3
4.250 1,300.8
Fisher Pivots for day following 20-Jan-2017
Pivot 1 day 3 day
R1 1,352.0 1,351.8
PP 1,351.8 1,351.5
S1 1,351.5 1,351.3

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

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