ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 16-Mar-2017
Day Change Summary
Previous Current
15-Mar-2017 16-Mar-2017 Change Change % Previous Week
Open 1,364.9 1,383.2 18.3 1.3% 1,389.8
High 1,386.4 1,391.4 5.0 0.4% 1,390.2
Low 1,364.4 1,381.8 17.4 1.3% 1,354.6
Close 1,383.6 1,386.8 3.2 0.2% 1,363.5
Range 22.0 9.6 -12.4 -56.4% 35.6
ATR 18.3 17.7 -0.6 -3.4% 0.0
Volume 92,512 38,648 -53,864 -58.2% 920,589
Daily Pivots for day following 16-Mar-2017
Classic Woodie Camarilla DeMark
R4 1,415.5 1,410.8 1,392.0
R3 1,405.8 1,401.3 1,389.5
R2 1,396.3 1,396.3 1,388.5
R1 1,391.5 1,391.5 1,387.8 1,394.0
PP 1,386.8 1,386.8 1,386.8 1,387.8
S1 1,382.0 1,382.0 1,386.0 1,384.3
S2 1,377.0 1,377.0 1,385.0
S3 1,367.5 1,372.3 1,384.3
S4 1,357.8 1,362.8 1,381.5
Weekly Pivots for week ending 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 1,476.3 1,455.5 1,383.0
R3 1,440.8 1,419.8 1,373.3
R2 1,405.0 1,405.0 1,370.0
R1 1,384.3 1,384.3 1,366.8 1,376.8
PP 1,369.5 1,369.5 1,369.5 1,365.8
S1 1,348.8 1,348.8 1,360.3 1,341.3
S2 1,333.8 1,333.8 1,357.0
S3 1,298.3 1,313.0 1,353.8
S4 1,262.8 1,277.5 1,344.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,391.4 1,351.7 39.7 2.9% 16.5 1.2% 88% True False 127,955
10 1,401.1 1,351.7 49.4 3.6% 16.0 1.1% 71% False False 150,083
20 1,415.9 1,351.7 64.2 4.6% 17.3 1.3% 55% False False 140,759
40 1,415.9 1,339.0 76.9 5.5% 18.0 1.3% 62% False False 137,728
60 1,415.9 1,339.0 76.9 5.5% 18.0 1.3% 62% False False 132,131
80 1,415.9 1,305.8 110.1 7.9% 17.8 1.3% 74% False False 119,079
100 1,415.9 1,122.9 293.0 21.1% 17.3 1.2% 90% False False 95,274
120 1,415.9 1,122.9 293.0 21.1% 15.3 1.1% 90% False False 79,395
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 3.7
Narrowest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 1,432.3
2.618 1,416.5
1.618 1,407.0
1.000 1,401.0
0.618 1,397.3
HIGH 1,391.5
0.618 1,387.8
0.500 1,386.5
0.382 1,385.5
LOW 1,381.8
0.618 1,375.8
1.000 1,372.3
1.618 1,366.3
2.618 1,356.8
4.250 1,341.0
Fisher Pivots for day following 16-Mar-2017
Pivot 1 day 3 day
R1 1,386.8 1,381.8
PP 1,386.8 1,376.8
S1 1,386.5 1,371.5

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

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