ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 08-Feb-2017
Day Change Summary
Previous Current
07-Feb-2017 08-Feb-2017 Change Change % Previous Week
Open 1,362.5 1,358.2 -4.3 -0.3% 1,362.0
High 1,372.3 1,362.4 -9.9 -0.7% 1,378.1
Low 1,354.9 1,346.1 -8.8 -0.6% 1,339.7
Close 1,359.8 1,356.0 -3.8 -0.3% 1,377.1
Range 17.4 16.3 -1.1 -6.3% 38.4
ATR 19.2 19.0 -0.2 -1.1% 0.0
Volume 137,824 172,881 35,057 25.4% 755,067
Daily Pivots for day following 08-Feb-2017
Classic Woodie Camarilla DeMark
R4 1,403.8 1,396.3 1,365.0
R3 1,387.5 1,379.8 1,360.5
R2 1,371.3 1,371.3 1,359.0
R1 1,363.5 1,363.5 1,357.5 1,359.3
PP 1,354.8 1,354.8 1,354.8 1,352.8
S1 1,347.3 1,347.3 1,354.5 1,343.0
S2 1,338.5 1,338.5 1,353.0
S3 1,322.3 1,331.0 1,351.5
S4 1,306.0 1,314.8 1,347.0
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 1,346.1 33.5 2.5% 18.8 1.4% 30% False True 139,361
10 1,387.1 1,339.7 47.4 3.5% 19.0 1.4% 34% False False 141,855
20 1,387.1 1,339.0 48.1 3.5% 19.0 1.4% 35% False False 143,570
40 1,395.0 1,339.0 56.0 4.1% 18.8 1.4% 30% False False 141,173
60 1,395.0 1,276.0 119.0 8.8% 17.5 1.3% 67% False False 101,673
80 1,395.0 1,122.9 272.1 20.1% 16.3 1.2% 86% False False 76,264
100 1,395.0 1,122.9 272.1 20.1% 14.3 1.1% 86% False False 61,012
Crabel Price Patterns
NR True
NR4 True
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 4.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,431.8
2.618 1,405.0
1.618 1,388.8
1.000 1,378.8
0.618 1,372.5
HIGH 1,362.5
0.618 1,356.3
0.500 1,354.3
0.382 1,352.3
LOW 1,346.0
0.618 1,336.0
1.000 1,329.8
1.618 1,319.8
2.618 1,303.5
4.250 1,276.8
Fisher Pivots for day following 08-Feb-2017
Pivot 1 day 3 day
R1 1,355.5 1,362.8
PP 1,354.8 1,360.5
S1 1,354.3 1,358.3

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

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