ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 23-Jan-2017
Day Change Summary
Previous Current
20-Jan-2017 23-Jan-2017 Change Change % Previous Week
Open 1,346.8 1,350.9 4.1 0.3% 1,370.0
High 1,356.9 1,354.8 -2.1 -0.2% 1,372.0
Low 1,346.2 1,339.0 -7.2 -0.5% 1,339.4
Close 1,352.1 1,347.4 -4.7 -0.3% 1,352.1
Range 10.7 15.8 5.1 47.7% 32.6
ATR 18.5 18.3 -0.2 -1.0% 0.0
Volume 137,479 118,142 -19,337 -14.1% 552,887
Daily Pivots for day following 23-Jan-2017
Classic Woodie Camarilla DeMark
R4 1,394.5 1,386.8 1,356.0
R3 1,378.8 1,371.0 1,351.8
R2 1,362.8 1,362.8 1,350.3
R1 1,355.3 1,355.3 1,348.8 1,351.0
PP 1,347.0 1,347.0 1,347.0 1,345.0
S1 1,339.3 1,339.3 1,346.0 1,335.3
S2 1,331.3 1,331.3 1,344.5
S3 1,315.5 1,323.5 1,343.0
S4 1,299.8 1,307.8 1,338.8
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 1,372.0 1,339.0 33.0 2.4% 16.8 1.2% 25% False True 134,205
10 1,378.3 1,339.0 39.3 2.9% 18.3 1.4% 21% False True 145,282
20 1,388.8 1,339.0 49.8 3.7% 18.3 1.4% 17% False True 126,569
40 1,395.0 1,305.8 89.2 6.6% 17.8 1.3% 47% False False 110,485
60 1,395.0 1,122.9 272.1 20.2% 17.0 1.3% 83% False False 73,679
80 1,395.0 1,122.9 272.1 20.2% 14.5 1.1% 83% False False 55,261
100 1,395.0 1,122.9 272.1 20.2% 12.0 0.9% 83% False False 44,209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,422.0
2.618 1,396.3
1.618 1,380.3
1.000 1,370.5
0.618 1,364.5
HIGH 1,354.8
0.618 1,348.8
0.500 1,347.0
0.382 1,345.0
LOW 1,339.0
0.618 1,329.3
1.000 1,323.3
1.618 1,313.5
2.618 1,297.8
4.250 1,271.8
Fisher Pivots for day following 23-Jan-2017
Pivot 1 day 3 day
R1 1,347.3 1,351.0
PP 1,347.0 1,349.8
S1 1,347.0 1,348.5

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

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