ICE Russell 2000 Mini Future March 2018


Trading Metrics calculated at close of trading on 18-Jan-2018
Day Change Summary
Previous Current
17-Jan-2018 18-Jan-2018 Change Change % Previous Week
Open 1,578.2 1,590.9 12.7 0.8% 1,561.4
High 1,593.3 1,592.1 -1.2 -0.1% 1,602.0
Low 1,575.8 1,574.4 -1.4 -0.1% 1,547.1
Close 1,588.9 1,575.3 -13.6 -0.9% 1,596.1
Range 17.5 17.7 0.2 1.1% 54.9
ATR 17.6 17.6 0.0 0.0% 0.0
Volume 20,988 17,550 -3,438 -16.4% 93,616
Daily Pivots for day following 18-Jan-2018
Classic Woodie Camarilla DeMark
R4 1,633.8 1,622.3 1,585.0
R3 1,616.0 1,604.5 1,580.3
R2 1,598.3 1,598.3 1,578.5
R1 1,586.8 1,586.8 1,577.0 1,583.8
PP 1,580.5 1,580.5 1,580.5 1,579.0
S1 1,569.0 1,569.0 1,573.8 1,566.0
S2 1,563.0 1,563.0 1,572.0
S3 1,545.3 1,551.5 1,570.5
S4 1,527.5 1,533.8 1,565.5
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 1,746.5 1,726.3 1,626.3
R3 1,691.5 1,671.3 1,611.3
R2 1,636.8 1,636.8 1,606.3
R1 1,616.3 1,616.3 1,601.3 1,626.5
PP 1,581.8 1,581.8 1,581.8 1,586.8
S1 1,561.5 1,561.5 1,591.0 1,571.5
S2 1,526.8 1,526.8 1,586.0
S3 1,472.0 1,506.5 1,581.0
S4 1,417.0 1,451.8 1,566.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,607.1 1,559.1 48.0 3.0% 23.8 1.5% 34% False False 23,023
10 1,607.1 1,547.1 60.0 3.8% 18.5 1.2% 47% False False 19,318
20 1,607.1 1,529.7 77.4 4.9% 16.3 1.0% 59% False False 17,406
40 1,607.1 1,501.5 105.6 6.7% 16.5 1.1% 70% False False 13,636
60 1,607.1 1,455.0 152.1 9.7% 12.8 0.8% 79% False False 9,096
80 1,607.1 1,455.0 152.1 9.7% 10.5 0.7% 79% False False 6,823
100 1,607.1 1,380.5 226.6 14.4% 8.5 0.5% 86% False False 5,459
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 4.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,667.3
2.618 1,638.5
1.618 1,620.8
1.000 1,609.8
0.618 1,603.0
HIGH 1,592.0
0.618 1,585.3
0.500 1,583.3
0.382 1,581.3
LOW 1,574.5
0.618 1,563.5
1.000 1,556.8
1.618 1,545.8
2.618 1,528.0
4.250 1,499.3
Fisher Pivots for day following 18-Jan-2018
Pivot 1 day 3 day
R1 1,583.3 1,589.0
PP 1,580.5 1,584.3
S1 1,578.0 1,579.8

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

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