ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 17-Mar-2017
Day Change Summary
Previous Current
16-Mar-2017 17-Mar-2017 Change Change % Previous Week
Open 1,383.2 1,384.4 1.2 0.1% 1,362.9
High 1,391.4 1,390.0 -1.4 -0.1% 1,391.4
Low 1,381.8 1,383.8 2.0 0.1% 1,351.7
Close 1,386.8 1,384.0 -2.9 -0.2% 1,384.0
Range 9.6 6.2 -3.4 -35.4% 39.7
ATR 17.7 16.9 -0.8 -4.6% 0.0
Volume 38,648 3,958 -34,690 -89.8% 440,794
Daily Pivots for day following 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 1,404.5 1,400.5 1,387.3
R3 1,398.3 1,394.3 1,385.8
R2 1,392.0 1,392.0 1,385.0
R1 1,388.0 1,388.0 1,384.5 1,387.0
PP 1,386.0 1,386.0 1,386.0 1,385.5
S1 1,381.8 1,381.8 1,383.5 1,380.8
S2 1,379.8 1,379.8 1,382.8
S3 1,373.5 1,375.8 1,382.3
S4 1,367.3 1,369.5 1,380.5
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 1,494.8 1,479.0 1,405.8
R3 1,455.0 1,439.3 1,394.8
R2 1,415.5 1,415.5 1,391.3
R1 1,399.8 1,399.8 1,387.5 1,407.5
PP 1,375.8 1,375.8 1,375.8 1,379.5
S1 1,360.0 1,360.0 1,380.3 1,367.8
S2 1,336.0 1,336.0 1,376.8
S3 1,296.3 1,320.3 1,373.0
S4 1,256.5 1,280.5 1,362.0
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% 14.3 1.0% 81% False False 88,158
10 1,391.4 1,351.7 39.7 2.9% 15.0 1.1% 81% False False 136,138
20 1,415.9 1,351.7 64.2 4.6% 16.8 1.2% 50% False False 134,713
40 1,415.9 1,339.0 76.9 5.6% 17.5 1.3% 58% False False 134,153
60 1,415.9 1,339.0 76.9 5.6% 17.8 1.3% 58% False False 130,516
80 1,415.9 1,305.8 110.1 8.0% 17.8 1.3% 71% False False 119,128
100 1,415.9 1,122.9 293.0 21.2% 17.3 1.2% 89% False False 95,313
120 1,415.9 1,122.9 293.0 21.2% 15.3 1.1% 89% False False 79,428
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.2
Narrowest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 1,416.3
2.618 1,406.3
1.618 1,400.0
1.000 1,396.3
0.618 1,393.8
HIGH 1,390.0
0.618 1,387.8
0.500 1,387.0
0.382 1,386.3
LOW 1,383.8
0.618 1,380.0
1.000 1,377.5
1.618 1,373.8
2.618 1,367.5
4.250 1,357.5
Fisher Pivots for day following 17-Mar-2017
Pivot 1 day 3 day
R1 1,387.0 1,382.0
PP 1,386.0 1,380.0
S1 1,385.0 1,378.0

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

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