ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 31-Jan-2017
Day Change Summary
Previous Current
30-Jan-2017 31-Jan-2017 Change Change % Previous Week
Open 1,362.0 1,349.8 -12.2 -0.9% 1,350.9
High 1,363.6 1,363.4 -0.2 0.0% 1,387.1
Low 1,339.7 1,342.3 2.6 0.2% 1,339.0
Close 1,349.9 1,359.5 9.6 0.7% 1,367.5
Range 23.9 21.1 -2.8 -11.7% 48.1
ATR 18.8 19.0 0.2 0.9% 0.0
Volume 182,909 140,668 -42,241 -23.1% 614,286
Daily Pivots for day following 31-Jan-2017
Classic Woodie Camarilla DeMark
R4 1,418.3 1,410.0 1,371.0
R3 1,397.3 1,389.0 1,365.3
R2 1,376.3 1,376.3 1,363.3
R1 1,367.8 1,367.8 1,361.5 1,372.0
PP 1,355.0 1,355.0 1,355.0 1,357.3
S1 1,346.8 1,346.8 1,357.5 1,351.0
S2 1,334.0 1,334.0 1,355.8
S3 1,312.8 1,325.8 1,353.8
S4 1,291.8 1,304.5 1,348.0
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% 18.3 1.3% 42% False False 135,955
10 1,387.1 1,339.0 48.1 3.5% 17.8 1.3% 43% False False 134,653
20 1,388.8 1,339.0 49.8 3.7% 19.3 1.4% 41% False False 141,165
40 1,395.0 1,307.4 87.6 6.4% 19.0 1.4% 59% False False 130,958
60 1,395.0 1,122.9 272.1 20.0% 18.3 1.3% 87% False False 87,340
80 1,395.0 1,122.9 272.1 20.0% 15.5 1.1% 87% False False 65,507
100 1,395.0 1,122.9 272.1 20.0% 13.3 1.0% 87% False False 52,406
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,453.0
2.618 1,418.8
1.618 1,397.5
1.000 1,384.5
0.618 1,376.5
HIGH 1,363.5
0.618 1,355.3
0.500 1,352.8
0.382 1,350.3
LOW 1,342.3
0.618 1,329.3
1.000 1,321.3
1.618 1,308.3
2.618 1,287.0
4.250 1,252.5
Fisher Pivots for day following 31-Jan-2017
Pivot 1 day 3 day
R1 1,357.3 1,359.3
PP 1,355.0 1,359.3
S1 1,352.8 1,359.0

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

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