ICE Russell 2000 Mini Future March 2018


Trading Metrics calculated at close of trading on 26-Dec-2017
Day Change Summary
Previous Current
22-Dec-2017 26-Dec-2017 Change Change % Previous Week
Open 1,552.1 1,545.8 -6.3 -0.4% 1,536.7
High 1,553.8 1,550.3 -3.5 -0.2% 1,557.3
Low 1,543.1 1,543.4 0.3 0.0% 1,535.8
Close 1,544.4 1,547.8 3.4 0.2% 1,544.4
Range 10.7 6.9 -3.8 -35.5% 21.5
ATR 16.6 15.9 -0.7 -4.2% 0.0
Volume 12,700 9,732 -2,968 -23.4% 88,792
Daily Pivots for day following 26-Dec-2017
Classic Woodie Camarilla DeMark
R4 1,567.8 1,564.8 1,551.5
R3 1,561.0 1,557.8 1,549.8
R2 1,554.0 1,554.0 1,549.0
R1 1,551.0 1,551.0 1,548.5 1,552.5
PP 1,547.3 1,547.3 1,547.3 1,548.0
S1 1,544.0 1,544.0 1,547.3 1,545.5
S2 1,540.3 1,540.3 1,546.5
S3 1,533.3 1,537.3 1,546.0
S4 1,526.5 1,530.3 1,544.0
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 1,610.3 1,598.8 1,556.3
R3 1,588.8 1,577.3 1,550.3
R2 1,567.3 1,567.3 1,548.3
R1 1,555.8 1,555.8 1,546.3 1,561.5
PP 1,545.8 1,545.8 1,545.8 1,548.8
S1 1,534.3 1,534.3 1,542.5 1,540.0
S2 1,524.3 1,524.3 1,540.5
S3 1,502.8 1,512.8 1,538.5
S4 1,481.3 1,491.3 1,532.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,556.9 1,536.5 20.4 1.3% 13.0 0.8% 55% False False 15,158
10 1,557.3 1,505.3 52.0 3.4% 18.3 1.2% 82% False False 23,122
20 1,564.7 1,501.5 63.2 4.1% 18.5 1.2% 73% False False 13,649
40 1,564.7 1,455.0 109.7 7.1% 12.0 0.8% 85% False False 6,836
60 1,564.7 1,455.0 109.7 7.1% 9.0 0.6% 85% False False 4,559
80 1,564.7 1,396.3 168.4 10.9% 7.5 0.5% 90% False False 3,420
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.7
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1,579.5
2.618 1,568.3
1.618 1,561.5
1.000 1,557.3
0.618 1,554.5
HIGH 1,550.3
0.618 1,547.8
0.500 1,546.8
0.382 1,546.0
LOW 1,543.5
0.618 1,539.3
1.000 1,536.5
1.618 1,532.3
2.618 1,525.3
4.250 1,514.0
Fisher Pivots for day following 26-Dec-2017
Pivot 1 day 3 day
R1 1,547.5 1,547.8
PP 1,547.3 1,547.5
S1 1,546.8 1,547.5

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

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