ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 17-Feb-2017
Day Change Summary
Previous Current
16-Feb-2017 17-Feb-2017 Change Change % Previous Week
Open 1,403.6 1,397.1 -6.5 -0.5% 1,389.4
High 1,405.9 1,399.7 -6.2 -0.4% 1,406.6
Low 1,389.5 1,385.5 -4.0 -0.3% 1,383.7
Close 1,399.0 1,397.6 -1.4 -0.1% 1,397.6
Range 16.4 14.2 -2.2 -13.4% 22.9
ATR 18.4 18.1 -0.3 -1.6% 0.0
Volume 124,872 110,219 -14,653 -11.7% 571,046
Daily Pivots for day following 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 1,436.8 1,431.5 1,405.5
R3 1,422.8 1,417.3 1,401.5
R2 1,408.5 1,408.5 1,400.3
R1 1,403.0 1,403.0 1,399.0 1,405.8
PP 1,394.3 1,394.3 1,394.3 1,395.5
S1 1,388.8 1,388.8 1,396.3 1,391.5
S2 1,380.0 1,380.0 1,395.0
S3 1,365.8 1,374.8 1,393.8
S4 1,351.8 1,360.5 1,389.8
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 1,464.8 1,454.0 1,410.3
R3 1,441.8 1,431.3 1,404.0
R2 1,418.8 1,418.8 1,401.8
R1 1,408.3 1,408.3 1,399.8 1,413.5
PP 1,396.0 1,396.0 1,396.0 1,398.5
S1 1,385.3 1,385.3 1,395.5 1,390.8
S2 1,373.0 1,373.0 1,393.5
S3 1,350.3 1,362.5 1,391.3
S4 1,327.3 1,339.5 1,385.0
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 1,383.7 22.9 1.6% 15.5 1.1% 61% False False 114,209
10 1,406.6 1,346.1 60.5 4.3% 17.0 1.2% 85% False False 127,525
20 1,406.6 1,339.0 67.6 4.8% 18.3 1.3% 87% False False 132,230
40 1,406.6 1,339.0 67.6 4.8% 18.3 1.3% 87% False False 128,647
60 1,406.6 1,305.8 100.8 7.2% 18.0 1.3% 91% False False 115,766
80 1,406.6 1,122.9 283.7 20.3% 17.3 1.2% 97% False False 86,841
100 1,406.6 1,122.9 283.7 20.3% 15.0 1.1% 97% False False 69,473
120 1,406.6 1,122.9 283.7 20.3% 13.0 0.9% 97% False False 57,894
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,460.0
2.618 1,437.0
1.618 1,422.8
1.000 1,414.0
0.618 1,408.5
HIGH 1,399.8
0.618 1,394.3
0.500 1,392.5
0.382 1,391.0
LOW 1,385.5
0.618 1,376.8
1.000 1,371.3
1.618 1,362.5
2.618 1,348.3
4.250 1,325.3
Fisher Pivots for day following 17-Feb-2017
Pivot 1 day 3 day
R1 1,396.0 1,397.0
PP 1,394.3 1,396.5
S1 1,392.5 1,396.0

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

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