ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 07-Feb-2017
Day Change Summary
Previous Current
06-Feb-2017 07-Feb-2017 Change Change % Previous Week
Open 1,378.2 1,362.5 -15.7 -1.1% 1,362.0
High 1,379.6 1,372.3 -7.3 -0.5% 1,378.1
Low 1,361.5 1,354.9 -6.6 -0.5% 1,339.7
Close 1,364.2 1,359.8 -4.4 -0.3% 1,377.1
Range 18.1 17.4 -0.7 -3.9% 38.4
ATR 19.3 19.2 -0.1 -0.7% 0.0
Volume 118,410 137,824 19,414 16.4% 755,067
Daily Pivots for day following 07-Feb-2017
Classic Woodie Camarilla DeMark
R4 1,414.5 1,404.5 1,369.3
R3 1,397.3 1,387.3 1,364.5
R2 1,379.8 1,379.8 1,363.0
R1 1,369.8 1,369.8 1,361.5 1,366.0
PP 1,362.3 1,362.3 1,362.3 1,360.5
S1 1,352.3 1,352.3 1,358.3 1,348.8
S2 1,345.0 1,345.0 1,356.5
S3 1,327.5 1,335.0 1,355.0
S4 1,310.3 1,317.5 1,350.3
Weekly Pivots for week ending 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 1,480.3 1,467.0 1,398.3
R3 1,441.8 1,428.8 1,387.8
R2 1,403.3 1,403.3 1,384.3
R1 1,390.3 1,390.3 1,380.5 1,396.8
PP 1,365.0 1,365.0 1,365.0 1,368.3
S1 1,351.8 1,351.8 1,373.5 1,358.5
S2 1,326.5 1,326.5 1,370.0
S3 1,288.3 1,313.5 1,366.5
S4 1,249.8 1,275.0 1,356.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,379.6 1,350.2 29.4 2.2% 19.8 1.5% 33% False False 137,544
10 1,387.1 1,339.7 47.4 3.5% 19.0 1.4% 42% False False 136,750
20 1,387.1 1,339.0 48.1 3.5% 19.3 1.4% 43% False False 141,653
40 1,395.0 1,339.0 56.0 4.1% 18.8 1.4% 37% False False 142,237
60 1,395.0 1,250.4 144.6 10.6% 17.8 1.3% 76% False False 98,792
80 1,395.0 1,122.9 272.1 20.0% 16.3 1.2% 87% False False 74,104
100 1,395.0 1,122.9 272.1 20.0% 14.0 1.0% 87% False False 59,283
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 4.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,446.3
2.618 1,417.8
1.618 1,400.5
1.000 1,389.8
0.618 1,383.0
HIGH 1,372.3
0.618 1,365.8
0.500 1,363.5
0.382 1,361.5
LOW 1,355.0
0.618 1,344.3
1.000 1,337.5
1.618 1,326.8
2.618 1,309.3
4.250 1,281.0
Fisher Pivots for day following 07-Feb-2017
Pivot 1 day 3 day
R1 1,363.5 1,365.0
PP 1,362.3 1,363.3
S1 1,361.0 1,361.5

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

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