ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 30-Jan-2017
Day Change Summary
Previous Current
27-Jan-2017 30-Jan-2017 Change Change % Previous Week
Open 1,374.1 1,362.0 -12.1 -0.9% 1,350.9
High 1,378.5 1,363.6 -14.9 -1.1% 1,387.1
Low 1,364.1 1,339.7 -24.4 -1.8% 1,339.0
Close 1,367.5 1,349.9 -17.6 -1.3% 1,367.5
Range 14.4 23.9 9.5 66.0% 48.1
ATR 18.1 18.8 0.7 3.8% 0.0
Volume 112,843 182,909 70,066 62.1% 614,286
Daily Pivots for day following 30-Jan-2017
Classic Woodie Camarilla DeMark
R4 1,422.8 1,410.3 1,363.0
R3 1,398.8 1,386.3 1,356.5
R2 1,375.0 1,375.0 1,354.3
R1 1,362.5 1,362.5 1,352.0 1,356.8
PP 1,351.0 1,351.0 1,351.0 1,348.3
S1 1,338.5 1,338.5 1,347.8 1,332.8
S2 1,327.3 1,327.3 1,345.5
S3 1,303.3 1,314.8 1,343.3
S4 1,279.3 1,290.8 1,336.8
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 1,508.8 1,486.3 1,394.0
R3 1,460.8 1,438.3 1,380.8
R2 1,412.8 1,412.8 1,376.3
R1 1,390.0 1,390.0 1,372.0 1,401.3
PP 1,364.5 1,364.5 1,364.5 1,370.3
S1 1,342.0 1,342.0 1,363.0 1,353.3
S2 1,316.5 1,316.5 1,358.8
S3 1,268.3 1,293.8 1,354.3
S4 1,220.3 1,245.8 1,341.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,387.1 1,339.7 47.4 3.5% 19.0 1.4% 22% False True 135,810
10 1,387.1 1,339.0 48.1 3.6% 18.0 1.3% 23% False False 135,008
20 1,388.8 1,339.0 49.8 3.7% 19.0 1.4% 22% False False 139,619
40 1,395.0 1,305.8 89.2 6.6% 19.0 1.4% 49% False False 127,448
60 1,395.0 1,122.9 272.1 20.2% 18.0 1.3% 83% False False 84,996
80 1,395.0 1,122.9 272.1 20.2% 15.3 1.1% 83% False False 63,749
100 1,395.0 1,122.9 272.1 20.2% 13.0 1.0% 83% False False 50,999
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,465.3
2.618 1,426.3
1.618 1,402.3
1.000 1,387.5
0.618 1,378.3
HIGH 1,363.5
0.618 1,354.5
0.500 1,351.8
0.382 1,348.8
LOW 1,339.8
0.618 1,325.0
1.000 1,315.8
1.618 1,301.0
2.618 1,277.3
4.250 1,238.0
Fisher Pivots for day following 30-Jan-2017
Pivot 1 day 3 day
R1 1,351.8 1,363.5
PP 1,351.0 1,359.0
S1 1,350.5 1,354.5

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

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