ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 28-Feb-2017
Day Change Summary
Previous Current
27-Feb-2017 28-Feb-2017 Change Change % Previous Week
Open 1,392.3 1,403.5 11.2 0.8% 1,400.5
High 1,407.0 1,405.8 -1.2 -0.1% 1,410.6
Low 1,388.9 1,381.4 -7.5 -0.5% 1,379.8
Close 1,406.3 1,385.0 -21.3 -1.5% 1,393.7
Range 18.1 24.4 6.3 34.8% 30.8
ATR 17.6 18.1 0.5 3.0% 0.0
Volume 127,313 180,257 52,944 41.6% 443,132
Daily Pivots for day following 28-Feb-2017
Classic Woodie Camarilla DeMark
R4 1,464.0 1,448.8 1,398.5
R3 1,439.5 1,424.5 1,391.8
R2 1,415.3 1,415.3 1,389.5
R1 1,400.0 1,400.0 1,387.3 1,395.5
PP 1,390.8 1,390.8 1,390.8 1,388.5
S1 1,375.8 1,375.8 1,382.8 1,371.0
S2 1,366.3 1,366.3 1,380.5
S3 1,342.0 1,351.3 1,378.3
S4 1,317.5 1,326.8 1,371.5
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 1,410.3 1,379.8 30.5 2.2% 18.3 1.3% 17% False False 129,684
10 1,410.6 1,379.8 30.8 2.2% 17.0 1.2% 17% False False 121,723
20 1,410.6 1,342.3 68.3 4.9% 18.0 1.3% 63% False False 129,905
40 1,410.6 1,339.0 71.6 5.2% 18.5 1.3% 64% False False 134,762
60 1,410.6 1,305.8 104.8 7.6% 18.8 1.3% 76% False False 128,267
80 1,410.6 1,122.9 287.7 20.8% 18.0 1.3% 91% False False 96,223
100 1,410.6 1,122.9 287.7 20.8% 15.8 1.1% 91% False False 76,980
120 1,410.6 1,122.9 287.7 20.8% 14.0 1.0% 91% False False 64,150
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 False
Bear Hook False
Bull Hook False
Stretch 4.1
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,509.5
2.618 1,469.8
1.618 1,445.3
1.000 1,430.3
0.618 1,421.0
HIGH 1,405.8
0.618 1,396.5
0.500 1,393.5
0.382 1,390.8
LOW 1,381.5
0.618 1,366.3
1.000 1,357.0
1.618 1,342.0
2.618 1,317.5
4.250 1,277.8
Fisher Pivots for day following 28-Feb-2017
Pivot 1 day 3 day
R1 1,393.5 1,393.5
PP 1,390.8 1,390.5
S1 1,387.8 1,387.8

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.