ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 23-Feb-2017
Day Change Summary
Previous Current
22-Feb-2017 23-Feb-2017 Change Change % Previous Week
Open 1,407.6 1,402.2 -5.4 -0.4% 1,389.4
High 1,410.3 1,407.6 -2.7 -0.2% 1,406.6
Low 1,399.5 1,383.8 -15.7 -1.1% 1,383.7
Close 1,402.7 1,394.3 -8.4 -0.6% 1,397.6
Range 10.8 23.8 13.0 120.4% 22.9
ATR 17.3 17.7 0.5 2.7% 0.0
Volume 91,717 136,751 45,034 49.1% 571,046
Daily Pivots for day following 23-Feb-2017
Classic Woodie Camarilla DeMark
R4 1,466.8 1,454.3 1,407.5
R3 1,442.8 1,430.5 1,400.8
R2 1,419.0 1,419.0 1,398.8
R1 1,406.8 1,406.8 1,396.5 1,401.0
PP 1,395.3 1,395.3 1,395.3 1,392.5
S1 1,382.8 1,382.8 1,392.0 1,377.3
S2 1,371.5 1,371.5 1,390.0
S3 1,347.8 1,359.0 1,387.8
S4 1,323.8 1,335.3 1,381.3
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 1,410.6 1,383.8 26.8 1.9% 15.8 1.1% 39% False True 113,167
10 1,410.6 1,354.6 56.0 4.0% 16.8 1.2% 71% False False 117,688
20 1,410.6 1,339.7 70.9 5.1% 17.8 1.3% 77% False False 129,772
40 1,410.6 1,339.0 71.6 5.1% 18.5 1.3% 77% False False 130,487
60 1,410.6 1,305.8 104.8 7.5% 18.3 1.3% 84% False False 121,276
80 1,410.6 1,122.9 287.7 20.6% 17.8 1.3% 94% False False 90,974
100 1,410.6 1,122.9 287.7 20.6% 15.3 1.1% 94% False False 72,781
120 1,410.6 1,122.9 287.7 20.6% 13.5 1.0% 94% False False 60,651
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.7
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,508.8
2.618 1,470.0
1.618 1,446.0
1.000 1,431.5
0.618 1,422.3
HIGH 1,407.5
0.618 1,398.5
0.500 1,395.8
0.382 1,393.0
LOW 1,383.8
0.618 1,369.0
1.000 1,360.0
1.618 1,345.3
2.618 1,321.5
4.250 1,282.8
Fisher Pivots for day following 23-Feb-2017
Pivot 1 day 3 day
R1 1,395.8 1,397.3
PP 1,395.3 1,396.3
S1 1,394.8 1,395.3

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

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