ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 15-Dec-2017
Day Change Summary
Previous Current
14-Dec-2017 15-Dec-2017 Change Change % Previous Week
Open 1,527.1 1,511.0 -16.1 -1.1% 1,520.7
High 1,528.5 1,518.8 -9.7 -0.6% 1,534.3
Low 1,503.0 1,508.8 5.8 0.4% 1,503.0
Close 1,508.2 1,510.2 2.0 0.1% 1,510.2
Range 25.5 10.0 -15.5 -60.8% 31.3
ATR 19.3 18.7 -0.6 -3.2% 0.0
Volume 12,444 289 -12,155 -97.7% 57,731
Daily Pivots for day following 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 1,542.5 1,536.5 1,515.8
R3 1,532.5 1,526.5 1,513.0
R2 1,522.5 1,522.5 1,512.0
R1 1,516.5 1,516.5 1,511.3 1,514.5
PP 1,512.5 1,512.5 1,512.5 1,511.8
S1 1,506.5 1,506.5 1,509.3 1,504.5
S2 1,502.5 1,502.5 1,508.5
S3 1,492.5 1,496.5 1,507.5
S4 1,482.5 1,486.5 1,504.8
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 1,609.8 1,591.3 1,527.5
R3 1,578.5 1,560.0 1,518.8
R2 1,547.3 1,547.3 1,516.0
R1 1,528.8 1,528.8 1,513.0 1,522.3
PP 1,515.8 1,515.8 1,515.8 1,512.8
S1 1,497.5 1,497.5 1,507.3 1,491.0
S2 1,484.5 1,484.5 1,504.5
S3 1,453.3 1,466.0 1,501.5
S4 1,422.0 1,434.8 1,493.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,534.3 1,503.0 31.3 2.1% 16.8 1.1% 23% False False 11,546
10 1,561.9 1,503.0 58.9 3.9% 18.3 1.2% 12% False False 20,911
20 1,561.9 1,480.1 81.8 5.4% 19.8 1.3% 37% False False 26,916
40 1,561.9 1,453.1 108.8 7.2% 18.5 1.2% 53% False False 32,207
60 1,561.9 1,438.5 123.4 8.2% 16.8 1.1% 58% False False 34,979
80 1,561.9 1,365.6 196.3 13.0% 15.3 1.0% 74% False False 33,346
100 1,561.9 1,349.1 212.8 14.1% 14.5 1.0% 76% False False 26,682
120 1,561.9 1,349.1 212.8 14.1% 13.5 0.9% 76% False False 22,243
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,561.3
2.618 1,545.0
1.618 1,535.0
1.000 1,528.8
0.618 1,525.0
HIGH 1,518.8
0.618 1,515.0
0.500 1,513.8
0.382 1,512.5
LOW 1,508.8
0.618 1,502.5
1.000 1,498.8
1.618 1,492.5
2.618 1,482.5
4.250 1,466.3
Fisher Pivots for day following 15-Dec-2017
Pivot 1 day 3 day
R1 1,513.8 1,518.8
PP 1,512.5 1,515.8
S1 1,511.5 1,513.0

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

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