ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 25-Jan-2017
Day Change Summary
Previous Current
24-Jan-2017 25-Jan-2017 Change Change % Previous Week
Open 1,347.1 1,367.5 20.4 1.5% 1,370.0
High 1,371.2 1,383.6 12.4 0.9% 1,372.0
Low 1,345.5 1,366.9 21.4 1.6% 1,339.4
Close 1,367.1 1,382.4 15.3 1.1% 1,352.1
Range 25.7 16.7 -9.0 -35.0% 32.6
ATR 18.8 18.7 -0.2 -0.8% 0.0
Volume 139,945 121,822 -18,123 -13.0% 552,887
Daily Pivots for day following 25-Jan-2017
Classic Woodie Camarilla DeMark
R4 1,427.8 1,421.8 1,391.5
R3 1,411.0 1,405.0 1,387.0
R2 1,394.3 1,394.3 1,385.5
R1 1,388.3 1,388.3 1,384.0 1,391.3
PP 1,377.8 1,377.8 1,377.8 1,379.0
S1 1,371.8 1,371.8 1,380.8 1,374.8
S2 1,361.0 1,361.0 1,379.3
S3 1,344.3 1,355.0 1,377.8
S4 1,327.5 1,338.3 1,373.3
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 1,383.6 1,339.0 44.6 3.2% 18.5 1.3% 97% True False 132,869
10 1,383.6 1,339.0 44.6 3.2% 19.0 1.4% 97% True False 145,285
20 1,388.8 1,339.0 49.8 3.6% 19.0 1.4% 87% False False 131,202
40 1,395.0 1,305.8 89.2 6.5% 18.5 1.3% 86% False False 117,028
60 1,395.0 1,122.9 272.1 19.7% 17.8 1.3% 95% False False 78,042
80 1,395.0 1,122.9 272.1 19.7% 14.8 1.1% 95% False False 58,533
100 1,395.0 1,122.9 272.1 19.7% 12.5 0.9% 95% False False 46,827
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,454.5
2.618 1,427.3
1.618 1,410.5
1.000 1,400.3
0.618 1,394.0
HIGH 1,383.5
0.618 1,377.3
0.500 1,375.3
0.382 1,373.3
LOW 1,367.0
0.618 1,356.5
1.000 1,350.3
1.618 1,340.0
2.618 1,323.3
4.250 1,296.0
Fisher Pivots for day following 25-Jan-2017
Pivot 1 day 3 day
R1 1,380.0 1,375.3
PP 1,377.8 1,368.3
S1 1,375.3 1,361.3

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

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