ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 13-Oct-2017
Day Change Summary
Previous Current
12-Oct-2017 13-Oct-2017 Change Change % Previous Week
Open 1,508.0 1,507.1 -0.9 -0.1% 1,510.9
High 1,511.3 1,511.9 0.6 0.0% 1,518.0
Low 1,501.1 1,503.0 1.9 0.1% 1,501.1
Close 1,507.8 1,506.2 -1.6 -0.1% 1,506.2
Range 10.2 8.9 -1.3 -12.7% 16.9
ATR 11.9 11.7 -0.2 -1.8% 0.0
Volume 31,264 31,347 83 0.3% 145,400
Daily Pivots for day following 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 1,533.8 1,528.8 1,511.0
R3 1,524.8 1,520.0 1,508.8
R2 1,516.0 1,516.0 1,507.8
R1 1,511.0 1,511.0 1,507.0 1,509.0
PP 1,507.0 1,507.0 1,507.0 1,506.0
S1 1,502.3 1,502.3 1,505.5 1,500.3
S2 1,498.3 1,498.3 1,504.5
S3 1,489.3 1,493.3 1,503.8
S4 1,480.3 1,484.3 1,501.3
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 1,559.3 1,549.5 1,515.5
R3 1,542.3 1,532.8 1,510.8
R2 1,525.3 1,525.3 1,509.3
R1 1,515.8 1,515.8 1,507.8 1,512.0
PP 1,508.5 1,508.5 1,508.5 1,506.5
S1 1,498.8 1,498.8 1,504.8 1,495.3
S2 1,491.5 1,491.5 1,503.0
S3 1,474.8 1,482.0 1,501.5
S4 1,457.8 1,465.0 1,497.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,518.0 1,501.1 16.9 1.1% 10.3 0.7% 30% False False 29,080
10 1,518.0 1,491.6 26.4 1.8% 11.3 0.7% 55% False False 31,116
20 1,518.0 1,431.3 86.7 5.8% 12.0 0.8% 86% False False 42,908
40 1,518.0 1,349.1 168.9 11.2% 11.5 0.8% 93% False False 30,944
60 1,518.0 1,349.1 168.9 11.2% 11.3 0.8% 93% False False 20,647
80 1,518.0 1,349.1 168.9 11.2% 10.5 0.7% 93% False False 15,489
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,549.8
2.618 1,535.3
1.618 1,526.3
1.000 1,520.8
0.618 1,517.5
HIGH 1,512.0
0.618 1,508.5
0.500 1,507.5
0.382 1,506.5
LOW 1,503.0
0.618 1,497.5
1.000 1,494.0
1.618 1,488.5
2.618 1,479.8
4.250 1,465.3
Fisher Pivots for day following 13-Oct-2017
Pivot 1 day 3 day
R1 1,507.5 1,507.0
PP 1,507.0 1,506.8
S1 1,506.5 1,506.5

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

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