ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 28-Sep-2017
Day Change Summary
Previous Current
27-Sep-2017 28-Sep-2017 Change Change % Previous Week
Open 1,458.2 1,485.7 27.5 1.9% 1,431.3
High 1,489.7 1,492.8 3.1 0.2% 1,453.8
Low 1,457.1 1,478.6 21.5 1.5% 1,431.3
Close 1,487.6 1,492.5 4.9 0.3% 1,451.2
Range 32.6 14.2 -18.4 -56.4% 22.5
ATR 13.1 13.2 0.1 0.6% 0.0
Volume 87,922 61,157 -26,765 -30.4% 242,590
Daily Pivots for day following 28-Sep-2017
Classic Woodie Camarilla DeMark
R4 1,530.5 1,525.8 1,500.3
R3 1,516.3 1,511.5 1,496.5
R2 1,502.3 1,502.3 1,495.0
R1 1,497.3 1,497.3 1,493.8 1,499.8
PP 1,488.0 1,488.0 1,488.0 1,489.3
S1 1,483.3 1,483.3 1,491.3 1,485.5
S2 1,473.8 1,473.8 1,490.0
S3 1,459.5 1,469.0 1,488.5
S4 1,445.3 1,454.8 1,484.8
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 1,513.0 1,504.5 1,463.5
R3 1,490.5 1,482.0 1,457.5
R2 1,468.0 1,468.0 1,455.3
R1 1,459.5 1,459.5 1,453.3 1,463.8
PP 1,445.5 1,445.5 1,445.5 1,447.5
S1 1,437.0 1,437.0 1,449.3 1,441.3
S2 1,423.0 1,423.0 1,447.0
S3 1,400.5 1,414.5 1,445.0
S4 1,378.0 1,392.0 1,438.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,492.8 1,438.5 54.3 3.6% 17.0 1.1% 99% True False 60,813
10 1,492.8 1,421.4 71.4 4.8% 13.5 0.9% 100% True False 55,148
20 1,492.8 1,390.4 102.4 6.9% 12.8 0.9% 100% True False 43,631
40 1,492.8 1,349.1 143.7 9.6% 12.0 0.8% 100% True False 21,838
60 1,492.8 1,349.1 143.7 9.6% 11.0 0.7% 100% True False 14,573
80 1,492.8 1,349.1 143.7 9.6% 9.5 0.6% 100% True False 10,932
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,553.3
2.618 1,530.0
1.618 1,515.8
1.000 1,507.0
0.618 1,501.5
HIGH 1,492.8
0.618 1,487.5
0.500 1,485.8
0.382 1,484.0
LOW 1,478.5
0.618 1,469.8
1.000 1,464.5
1.618 1,455.5
2.618 1,441.5
4.250 1,418.3
Fisher Pivots for day following 28-Sep-2017
Pivot 1 day 3 day
R1 1,490.3 1,485.8
PP 1,488.0 1,478.8
S1 1,485.8 1,472.0

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

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