ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 21-Sep-2017
Day Change Summary
Previous Current
20-Sep-2017 21-Sep-2017 Change Change % Previous Week
Open 1,439.9 1,446.6 6.7 0.5% 1,405.0
High 1,447.8 1,449.9 2.1 0.1% 1,433.8
Low 1,439.3 1,441.7 2.4 0.2% 1,405.0
Close 1,446.8 1,445.3 -1.5 -0.1% 1,432.4
Range 8.5 8.2 -0.3 -3.5% 28.8
ATR 11.5 11.3 -0.2 -2.1% 0.0
Volume 49,306 56,896 7,590 15.4% 295,244
Daily Pivots for day following 21-Sep-2017
Classic Woodie Camarilla DeMark
R4 1,470.3 1,466.0 1,449.8
R3 1,462.0 1,457.8 1,447.5
R2 1,453.8 1,453.8 1,446.8
R1 1,449.5 1,449.5 1,446.0 1,447.5
PP 1,445.8 1,445.8 1,445.8 1,444.8
S1 1,441.3 1,441.3 1,444.5 1,439.5
S2 1,437.5 1,437.5 1,443.8
S3 1,429.3 1,433.3 1,443.0
S4 1,421.0 1,425.0 1,440.8
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 1,510.3 1,500.0 1,448.3
R3 1,481.3 1,471.3 1,440.3
R2 1,452.5 1,452.5 1,437.8
R1 1,442.5 1,442.5 1,435.0 1,447.5
PP 1,423.8 1,423.8 1,423.8 1,426.3
S1 1,413.8 1,413.8 1,429.8 1,418.8
S2 1,395.0 1,395.0 1,427.0
S3 1,366.3 1,384.8 1,424.5
S4 1,337.3 1,356.0 1,416.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,449.9 1,421.4 28.5 2.0% 10.0 0.7% 84% True False 49,484
10 1,449.9 1,392.3 57.6 4.0% 10.0 0.7% 92% True False 54,086
20 1,449.9 1,365.6 84.3 5.8% 10.8 0.8% 95% True False 28,449
40 1,449.9 1,349.1 100.8 7.0% 11.3 0.8% 95% True False 14,238
60 1,451.0 1,349.1 101.9 7.1% 10.3 0.7% 94% False False 9,508
80 1,451.0 1,349.1 101.9 7.1% 8.3 0.6% 94% False False 7,131
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,484.8
2.618 1,471.3
1.618 1,463.3
1.000 1,458.0
0.618 1,455.0
HIGH 1,450.0
0.618 1,446.8
0.500 1,445.8
0.382 1,444.8
LOW 1,441.8
0.618 1,436.8
1.000 1,433.5
1.618 1,428.5
2.618 1,420.3
4.250 1,406.8
Fisher Pivots for day following 21-Sep-2017
Pivot 1 day 3 day
R1 1,445.8 1,444.8
PP 1,445.8 1,444.3
S1 1,445.5 1,443.8

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

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