ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 25-Oct-2017
Day Change Summary
Previous Current
24-Oct-2017 25-Oct-2017 Change Change % Previous Week
Open 1,498.9 1,499.6 0.7 0.0% 1,506.2
High 1,508.1 1,500.5 -7.6 -0.5% 1,514.5
Low 1,497.2 1,481.9 -15.3 -1.0% 1,491.8
Close 1,501.5 1,498.0 -3.5 -0.2% 1,510.5
Range 10.9 18.6 7.7 70.6% 22.7
ATR 12.3 12.8 0.5 4.2% 0.0
Volume 28,045 43,614 15,569 55.5% 176,628
Daily Pivots for day following 25-Oct-2017
Classic Woodie Camarilla DeMark
R4 1,549.3 1,542.3 1,508.3
R3 1,530.8 1,523.8 1,503.0
R2 1,512.0 1,512.0 1,501.5
R1 1,505.0 1,505.0 1,499.8 1,499.3
PP 1,493.5 1,493.5 1,493.5 1,490.5
S1 1,486.5 1,486.5 1,496.3 1,480.8
S2 1,474.8 1,474.8 1,494.5
S3 1,456.3 1,467.8 1,493.0
S4 1,437.8 1,449.3 1,487.8
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 1,481.9 32.3 2.2% 14.8 1.0% 50% False True 34,493
10 1,514.5 1,481.9 32.6 2.2% 13.0 0.9% 49% False True 33,888
20 1,518.0 1,478.6 39.4 2.6% 12.3 0.8% 49% False False 35,103
40 1,518.0 1,379.0 139.0 9.3% 12.5 0.8% 86% False False 37,841
60 1,518.0 1,349.1 168.9 11.3% 12.3 0.8% 88% False False 25,241
80 1,518.0 1,349.1 168.9 11.3% 11.3 0.7% 88% False False 18,942
100 1,518.0 1,349.1 168.9 11.3% 9.8 0.7% 88% False False 15,154
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 2.6
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1,579.5
2.618 1,549.3
1.618 1,530.5
1.000 1,519.0
0.618 1,512.0
HIGH 1,500.5
0.618 1,493.5
0.500 1,491.3
0.382 1,489.0
LOW 1,482.0
0.618 1,470.5
1.000 1,463.3
1.618 1,451.8
2.618 1,433.3
4.250 1,402.8
Fisher Pivots for day following 25-Oct-2017
Pivot 1 day 3 day
R1 1,495.8 1,497.8
PP 1,493.5 1,497.8
S1 1,491.3 1,497.5

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

View Archives - Comment on this page... - Back to Index of Symbols