ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 23-Oct-2017
Day Change Summary
Previous Current
20-Oct-2017 23-Oct-2017 Change Change % Previous Week
Open 1,503.6 1,509.1 5.5 0.4% 1,506.2
High 1,514.2 1,513.1 -1.1 -0.1% 1,514.5
Low 1,502.7 1,496.4 -6.3 -0.4% 1,491.8
Close 1,510.5 1,497.5 -13.0 -0.9% 1,510.5
Range 11.5 16.7 5.2 45.2% 22.7
ATR 12.1 12.4 0.3 2.7% 0.0
Volume 34,866 27,988 -6,878 -19.7% 176,628
Daily Pivots for day following 23-Oct-2017
Classic Woodie Camarilla DeMark
R4 1,552.5 1,541.8 1,506.8
R3 1,535.8 1,525.0 1,502.0
R2 1,519.0 1,519.0 1,500.5
R1 1,508.3 1,508.3 1,499.0 1,505.3
PP 1,502.3 1,502.3 1,502.3 1,500.8
S1 1,491.5 1,491.5 1,496.0 1,488.5
S2 1,485.8 1,485.8 1,494.5
S3 1,469.0 1,474.8 1,493.0
S4 1,452.3 1,458.3 1,488.3
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 1,573.8 1,564.8 1,523.0
R3 1,551.0 1,542.0 1,516.8
R2 1,528.3 1,528.3 1,514.8
R1 1,519.5 1,519.5 1,512.5 1,523.8
PP 1,505.5 1,505.5 1,505.5 1,507.8
S1 1,496.8 1,496.8 1,508.5 1,501.3
S2 1,483.0 1,483.0 1,506.3
S3 1,460.3 1,474.0 1,504.3
S4 1,437.5 1,451.3 1,498.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,514.2 1,491.8 22.4 1.5% 13.5 0.9% 25% False False 33,512
10 1,514.5 1,491.8 22.7 1.5% 11.5 0.8% 25% False False 32,419
20 1,518.0 1,451.3 66.7 4.5% 13.0 0.9% 69% False False 38,282
40 1,518.0 1,369.3 148.7 9.9% 12.3 0.8% 86% False False 36,053
60 1,518.0 1,349.1 168.9 11.3% 12.0 0.8% 88% False False 24,047
80 1,518.0 1,349.1 168.9 11.3% 11.0 0.7% 88% False False 18,046
100 1,518.0 1,349.1 168.9 11.3% 9.5 0.6% 88% False False 14,438
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.9
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,584.0
2.618 1,556.8
1.618 1,540.0
1.000 1,529.8
0.618 1,523.5
HIGH 1,513.0
0.618 1,506.8
0.500 1,504.8
0.382 1,502.8
LOW 1,496.5
0.618 1,486.0
1.000 1,479.8
1.618 1,469.5
2.618 1,452.8
4.250 1,425.5
Fisher Pivots for day following 23-Oct-2017
Pivot 1 day 3 day
R1 1,504.8 1,503.0
PP 1,502.3 1,501.3
S1 1,500.0 1,499.3

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

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