ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 02-Mar-2017
Day Change Summary
Previous Current
01-Mar-2017 02-Mar-2017 Change Change % Previous Week
Open 1,386.1 1,411.9 25.8 1.9% 1,400.5
High 1,415.9 1,413.2 -2.7 -0.2% 1,410.6
Low 1,385.3 1,392.0 6.7 0.5% 1,379.8
Close 1,412.4 1,393.6 -18.8 -1.3% 1,393.7
Range 30.6 21.2 -9.4 -30.7% 30.8
ATR 19.0 19.2 0.2 0.8% 0.0
Volume 182,342 146,214 -36,128 -19.8% 443,132
Daily Pivots for day following 02-Mar-2017
Classic Woodie Camarilla DeMark
R4 1,463.3 1,449.5 1,405.3
R3 1,442.0 1,428.5 1,399.5
R2 1,420.8 1,420.8 1,397.5
R1 1,407.3 1,407.3 1,395.5 1,403.5
PP 1,399.5 1,399.5 1,399.5 1,397.8
S1 1,386.0 1,386.0 1,391.8 1,382.3
S2 1,378.5 1,378.5 1,389.8
S3 1,357.3 1,364.8 1,387.8
S4 1,336.0 1,343.5 1,382.0
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 1,415.9 1,379.8 36.1 2.6% 21.8 1.6% 38% False False 149,702
10 1,415.9 1,379.8 36.1 2.6% 18.8 1.3% 38% False False 131,434
20 1,415.9 1,346.1 69.8 5.0% 18.5 1.3% 68% False False 131,110
40 1,415.9 1,339.0 76.9 5.5% 18.8 1.3% 71% False False 136,251
60 1,415.9 1,307.4 108.5 7.8% 19.0 1.4% 79% False False 133,733
80 1,415.9 1,122.9 293.0 21.0% 18.5 1.3% 92% False False 100,330
100 1,415.9 1,122.9 293.0 21.0% 16.3 1.2% 92% False False 80,266
120 1,415.9 1,122.9 293.0 21.0% 14.3 1.0% 92% False False 66,888
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,503.3
2.618 1,468.8
1.618 1,447.5
1.000 1,434.5
0.618 1,426.3
HIGH 1,413.3
0.618 1,405.0
0.500 1,402.5
0.382 1,400.0
LOW 1,392.0
0.618 1,379.0
1.000 1,370.8
1.618 1,357.8
2.618 1,336.5
4.250 1,302.0
Fisher Pivots for day following 02-Mar-2017
Pivot 1 day 3 day
R1 1,402.5 1,398.8
PP 1,399.5 1,397.0
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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