ICE Russell 2000 Mini Future March 2018


Trading Metrics calculated at close of trading on 04-Jan-2018
Day Change Summary
Previous Current
03-Jan-2018 04-Jan-2018 Change Change % Previous Week
Open 1,550.2 1,553.9 3.7 0.2% 1,545.8
High 1,557.7 1,564.1 6.4 0.4% 1,557.1
Low 1,547.9 1,553.0 5.1 0.3% 1,529.7
Close 1,555.7 1,556.8 1.1 0.1% 1,536.7
Range 9.8 11.1 1.3 13.3% 27.4
ATR 15.8 15.5 -0.3 -2.1% 0.0
Volume 16,168 16,045 -123 -0.8% 51,121
Daily Pivots for day following 04-Jan-2018
Classic Woodie Camarilla DeMark
R4 1,591.3 1,585.3 1,563.0
R3 1,580.3 1,574.0 1,559.8
R2 1,569.0 1,569.0 1,558.8
R1 1,563.0 1,563.0 1,557.8 1,566.0
PP 1,558.0 1,558.0 1,558.0 1,559.5
S1 1,551.8 1,551.8 1,555.8 1,555.0
S2 1,546.8 1,546.8 1,554.8
S3 1,535.8 1,540.8 1,553.8
S4 1,524.8 1,529.8 1,550.8
Weekly Pivots for week ending 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 1,623.3 1,607.5 1,551.8
R3 1,596.0 1,580.0 1,544.3
R2 1,568.5 1,568.5 1,541.8
R1 1,552.8 1,552.8 1,539.3 1,547.0
PP 1,541.3 1,541.3 1,541.3 1,538.3
S1 1,525.3 1,525.3 1,534.3 1,519.5
S2 1,513.8 1,513.8 1,531.8
S3 1,486.3 1,497.8 1,529.3
S4 1,459.0 1,470.5 1,521.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,564.1 1,529.7 34.4 2.2% 15.0 1.0% 79% True False 16,563
10 1,564.1 1,529.7 34.4 2.2% 13.3 0.9% 79% True False 15,091
20 1,564.1 1,505.3 58.8 3.8% 16.0 1.0% 88% True False 18,327
40 1,564.7 1,455.0 109.7 7.0% 13.8 0.9% 93% False False 9,213
60 1,564.7 1,455.0 109.7 7.0% 10.0 0.6% 93% False False 6,144
80 1,564.7 1,425.5 139.2 8.9% 8.5 0.5% 94% False False 4,610
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,611.3
2.618 1,593.3
1.618 1,582.0
1.000 1,575.3
0.618 1,571.0
HIGH 1,564.0
0.618 1,559.8
0.500 1,558.5
0.382 1,557.3
LOW 1,553.0
0.618 1,546.3
1.000 1,542.0
1.618 1,535.0
2.618 1,524.0
4.250 1,505.8
Fisher Pivots for day following 04-Jan-2018
Pivot 1 day 3 day
R1 1,558.5 1,554.3
PP 1,558.0 1,551.5
S1 1,557.5 1,548.8

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

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