ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 06-Oct-2017
Day Change Summary
Previous Current
05-Oct-2017 06-Oct-2017 Change Change % Previous Week
Open 1,509.6 1,514.2 4.6 0.3% 1,492.3
High 1,517.4 1,514.7 -2.7 -0.2% 1,517.4
Low 1,509.4 1,506.7 -2.7 -0.2% 1,491.6
Close 1,515.4 1,511.6 -3.8 -0.3% 1,511.6
Range 8.0 8.0 0.0 0.0% 25.8
ATR 12.8 12.5 -0.3 -2.3% 0.0
Volume 34,050 34,165 115 0.3% 165,763
Daily Pivots for day following 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 1,535.0 1,531.3 1,516.0
R3 1,527.0 1,523.3 1,513.8
R2 1,519.0 1,519.0 1,513.0
R1 1,515.3 1,515.3 1,512.3 1,513.3
PP 1,511.0 1,511.0 1,511.0 1,510.0
S1 1,507.3 1,507.3 1,510.8 1,505.3
S2 1,503.0 1,503.0 1,510.3
S3 1,495.0 1,499.3 1,509.5
S4 1,487.0 1,491.3 1,507.3
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 1,584.3 1,573.8 1,525.8
R3 1,558.5 1,548.0 1,518.8
R2 1,532.8 1,532.8 1,516.3
R1 1,522.3 1,522.3 1,514.0 1,527.5
PP 1,506.8 1,506.8 1,506.8 1,509.5
S1 1,496.3 1,496.3 1,509.3 1,501.5
S2 1,481.0 1,481.0 1,506.8
S3 1,455.3 1,470.5 1,504.5
S4 1,429.5 1,444.8 1,497.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,517.4 1,491.6 25.8 1.7% 12.5 0.8% 78% False False 33,152
10 1,517.4 1,443.9 73.5 4.9% 14.0 0.9% 92% False False 47,018
20 1,517.4 1,405.0 112.4 7.4% 12.0 0.8% 95% False False 50,401
40 1,517.4 1,349.1 168.3 11.1% 12.0 0.8% 97% False False 27,318
60 1,517.4 1,349.1 168.3 11.1% 11.3 0.7% 97% False False 18,225
80 1,517.4 1,349.1 168.3 11.1% 10.3 0.7% 97% False False 13,672
Crabel Price Patterns
NR False
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Fibonacci Retracements and Extensions
4.250 1,548.8
2.618 1,535.8
1.618 1,527.8
1.000 1,522.8
0.618 1,519.8
HIGH 1,514.8
0.618 1,511.8
0.500 1,510.8
0.382 1,509.8
LOW 1,506.8
0.618 1,501.8
1.000 1,498.8
1.618 1,493.8
2.618 1,485.8
4.250 1,472.8
Fisher Pivots for day following 06-Oct-2017
Pivot 1 day 3 day
R1 1,511.3 1,511.5
PP 1,511.0 1,511.3
S1 1,510.8 1,511.3

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

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