ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 06-Mar-2017
Day Change Summary
Previous Current
03-Mar-2017 06-Mar-2017 Change Change % Previous Week
Open 1,391.5 1,389.8 -1.7 -0.1% 1,392.3
High 1,401.1 1,390.2 -10.9 -0.8% 1,415.9
Low 1,385.5 1,376.4 -9.1 -0.7% 1,381.4
Close 1,391.2 1,382.8 -8.4 -0.6% 1,391.2
Range 15.6 13.8 -1.8 -11.5% 34.5
ATR 18.9 18.6 -0.3 -1.6% 0.0
Volume 143,407 116,319 -27,088 -18.9% 779,533
Daily Pivots for day following 06-Mar-2017
Classic Woodie Camarilla DeMark
R4 1,424.5 1,417.5 1,390.5
R3 1,410.8 1,403.8 1,386.5
R2 1,397.0 1,397.0 1,385.3
R1 1,389.8 1,389.8 1,384.0 1,386.5
PP 1,383.3 1,383.3 1,383.3 1,381.5
S1 1,376.0 1,376.0 1,381.5 1,372.8
S2 1,369.3 1,369.3 1,380.3
S3 1,355.5 1,362.3 1,379.0
S4 1,341.8 1,348.5 1,375.3
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 1,499.8 1,480.0 1,410.3
R3 1,465.3 1,445.5 1,400.8
R2 1,430.8 1,430.8 1,397.5
R1 1,411.0 1,411.0 1,394.3 1,403.5
PP 1,396.3 1,396.3 1,396.3 1,392.5
S1 1,376.5 1,376.5 1,388.0 1,369.0
S2 1,361.8 1,361.8 1,385.0
S3 1,327.3 1,342.0 1,381.8
S4 1,292.8 1,307.5 1,372.3
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 1,376.4 39.5 2.9% 21.0 1.5% 16% False True 153,707
10 1,415.9 1,376.4 39.5 2.9% 18.8 1.4% 16% False True 133,898
20 1,415.9 1,346.1 69.8 5.0% 17.8 1.3% 53% False False 130,711
40 1,415.9 1,339.0 76.9 5.6% 18.3 1.3% 57% False False 136,019
60 1,415.9 1,339.0 76.9 5.6% 18.5 1.3% 57% False False 137,900
80 1,415.9 1,122.9 293.0 21.2% 18.8 1.4% 89% False False 103,576
100 1,415.9 1,122.9 293.0 21.2% 16.3 1.2% 89% False False 82,863
120 1,415.9 1,122.9 293.0 21.2% 14.5 1.0% 89% False False 69,053
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 2.8
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,448.8
2.618 1,426.3
1.618 1,412.5
1.000 1,404.0
0.618 1,398.8
HIGH 1,390.3
0.618 1,385.0
0.500 1,383.3
0.382 1,381.8
LOW 1,376.5
0.618 1,367.8
1.000 1,362.5
1.618 1,354.0
2.618 1,340.3
4.250 1,317.8
Fisher Pivots for day following 06-Mar-2017
Pivot 1 day 3 day
R1 1,383.3 1,394.8
PP 1,383.3 1,390.8
S1 1,383.0 1,386.8

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

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