ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 15-Feb-2017
Day Change Summary
Previous Current
14-Feb-2017 15-Feb-2017 Change Change % Previous Week
Open 1,390.4 1,396.6 6.2 0.4% 1,378.2
High 1,398.8 1,406.6 7.8 0.6% 1,391.4
Low 1,383.7 1,386.6 2.9 0.2% 1,346.1
Close 1,398.5 1,405.4 6.9 0.5% 1,388.3
Range 15.1 20.0 4.9 32.5% 45.3
ATR 18.4 18.5 0.1 0.6% 0.0
Volume 110,109 121,337 11,228 10.2% 704,206
Daily Pivots for day following 15-Feb-2017
Classic Woodie Camarilla DeMark
R4 1,459.5 1,452.5 1,416.5
R3 1,439.5 1,432.5 1,411.0
R2 1,419.5 1,419.5 1,409.0
R1 1,412.5 1,412.5 1,407.3 1,416.0
PP 1,399.5 1,399.5 1,399.5 1,401.3
S1 1,392.5 1,392.5 1,403.5 1,396.0
S2 1,379.5 1,379.5 1,401.8
S3 1,359.5 1,372.5 1,400.0
S4 1,339.5 1,352.5 1,394.5
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 1,511.3 1,495.0 1,413.3
R3 1,465.8 1,449.8 1,400.8
R2 1,420.5 1,420.5 1,396.5
R1 1,404.5 1,404.5 1,392.5 1,412.5
PP 1,375.3 1,375.3 1,375.3 1,379.3
S1 1,359.3 1,359.3 1,384.3 1,367.3
S2 1,330.0 1,330.0 1,380.0
S3 1,284.8 1,313.8 1,375.8
S4 1,239.3 1,268.5 1,363.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,406.6 1,354.6 52.0 3.7% 17.5 1.3% 98% True False 122,209
10 1,406.6 1,346.1 60.5 4.3% 18.3 1.3% 98% True False 130,785
20 1,406.6 1,339.0 67.6 4.8% 18.5 1.3% 98% True False 134,697
40 1,406.6 1,339.0 67.6 4.8% 18.3 1.3% 98% True False 127,818
60 1,406.6 1,305.8 100.8 7.2% 17.8 1.3% 99% True False 111,852
80 1,406.6 1,122.9 283.7 20.2% 17.0 1.2% 100% True False 83,902
100 1,406.6 1,122.9 283.7 20.2% 14.8 1.1% 100% True False 67,122
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,491.5
2.618 1,459.0
1.618 1,439.0
1.000 1,426.5
0.618 1,419.0
HIGH 1,406.5
0.618 1,399.0
0.500 1,396.5
0.382 1,394.3
LOW 1,386.5
0.618 1,374.3
1.000 1,366.5
1.618 1,354.3
2.618 1,334.3
4.250 1,301.5
Fisher Pivots for day following 15-Feb-2017
Pivot 1 day 3 day
R1 1,402.5 1,402.0
PP 1,399.5 1,398.5
S1 1,396.5 1,395.3

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

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