ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 27-Feb-2017
Day Change Summary
Previous Current
24-Feb-2017 27-Feb-2017 Change Change % Previous Week
Open 1,392.7 1,392.3 -0.4 0.0% 1,400.5
High 1,394.4 1,407.0 12.6 0.9% 1,410.6
Low 1,379.8 1,388.9 9.1 0.7% 1,379.8
Close 1,393.7 1,406.3 12.6 0.9% 1,393.7
Range 14.6 18.1 3.5 24.0% 30.8
ATR 17.5 17.6 0.0 0.2% 0.0
Volume 112,386 127,313 14,927 13.3% 443,132
Daily Pivots for day following 27-Feb-2017
Classic Woodie Camarilla DeMark
R4 1,455.0 1,448.8 1,416.3
R3 1,437.0 1,430.8 1,411.3
R2 1,418.8 1,418.8 1,409.5
R1 1,412.5 1,412.5 1,408.0 1,415.8
PP 1,400.8 1,400.8 1,400.8 1,402.3
S1 1,394.5 1,394.5 1,404.8 1,397.5
S2 1,382.8 1,382.8 1,403.0
S3 1,364.5 1,376.3 1,401.3
S4 1,346.5 1,358.3 1,396.3
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 1,487.0 1,471.3 1,410.8
R3 1,456.3 1,440.5 1,402.3
R2 1,425.5 1,425.5 1,399.3
R1 1,409.5 1,409.5 1,396.5 1,402.3
PP 1,394.8 1,394.8 1,394.8 1,391.0
S1 1,378.8 1,378.8 1,391.0 1,371.3
S2 1,364.0 1,364.0 1,388.0
S3 1,333.0 1,348.0 1,385.3
S4 1,302.3 1,317.3 1,376.8
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 1,379.8 30.8 2.2% 16.3 1.2% 86% False False 114,089
10 1,410.6 1,379.8 30.8 2.2% 15.8 1.1% 86% False False 114,149
20 1,410.6 1,339.7 70.9 5.0% 18.0 1.3% 94% False False 130,038
40 1,410.6 1,339.0 71.6 5.1% 18.3 1.3% 94% False False 132,488
60 1,410.6 1,305.8 104.8 7.5% 18.5 1.3% 96% False False 125,266
80 1,410.6 1,122.9 287.7 20.5% 17.8 1.3% 99% False False 93,970
100 1,410.6 1,122.9 287.7 20.5% 15.5 1.1% 99% False False 75,178
120 1,410.6 1,122.9 287.7 20.5% 13.8 1.0% 99% False False 62,648
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,484.0
2.618 1,454.5
1.618 1,436.3
1.000 1,425.0
0.618 1,418.3
HIGH 1,407.0
0.618 1,400.0
0.500 1,398.0
0.382 1,395.8
LOW 1,389.0
0.618 1,377.8
1.000 1,370.8
1.618 1,359.5
2.618 1,341.5
4.250 1,312.0
Fisher Pivots for day following 27-Feb-2017
Pivot 1 day 3 day
R1 1,403.5 1,402.0
PP 1,400.8 1,398.0
S1 1,398.0 1,393.8

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

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