ICE Russell 2000 Mini Future March 2018


Trading Metrics calculated at close of trading on 24-Jan-2018
Day Change Summary
Previous Current
23-Jan-2018 24-Jan-2018 Change Change % Previous Week
Open 1,606.5 1,612.9 6.4 0.4% 1,594.3
High 1,616.3 1,619.2 2.9 0.2% 1,607.1
Low 1,599.8 1,596.5 -3.3 -0.2% 1,570.7
Close 1,612.9 1,601.2 -11.7 -0.7% 1,598.9
Range 16.5 22.7 6.2 37.6% 36.4
ATR 18.2 18.6 0.3 1.7% 0.0
Volume 17,972 29,435 11,463 63.8% 86,237
Daily Pivots for day following 24-Jan-2018
Classic Woodie Camarilla DeMark
R4 1,673.8 1,660.3 1,613.8
R3 1,651.0 1,637.5 1,607.5
R2 1,628.3 1,628.3 1,605.3
R1 1,614.8 1,614.8 1,603.3 1,610.3
PP 1,605.8 1,605.8 1,605.8 1,603.3
S1 1,592.0 1,592.0 1,599.0 1,587.5
S2 1,583.0 1,583.0 1,597.0
S3 1,560.3 1,569.3 1,595.0
S4 1,537.5 1,546.8 1,588.8
Weekly Pivots for week ending 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 1,701.5 1,686.5 1,619.0
R3 1,665.0 1,650.3 1,609.0
R2 1,628.8 1,628.8 1,605.5
R1 1,613.8 1,613.8 1,602.3 1,621.3
PP 1,592.3 1,592.3 1,592.3 1,596.0
S1 1,577.3 1,577.3 1,595.5 1,584.8
S2 1,555.8 1,555.8 1,592.3
S3 1,519.5 1,541.0 1,589.0
S4 1,483.0 1,504.5 1,579.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,619.2 1,572.5 46.7 2.9% 20.8 1.3% 61% True False 19,161
10 1,619.2 1,548.5 70.7 4.4% 22.0 1.4% 75% True False 21,184
20 1,619.2 1,529.7 89.5 5.6% 17.8 1.1% 80% True False 18,016
40 1,619.2 1,501.5 117.7 7.4% 18.0 1.1% 85% True False 15,589
60 1,619.2 1,455.0 164.2 10.3% 13.8 0.9% 89% True False 10,400
80 1,619.2 1,455.0 164.2 10.3% 11.3 0.7% 89% True False 7,801
100 1,619.2 1,396.3 222.9 13.9% 9.5 0.6% 92% True False 6,242
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,715.8
2.618 1,678.8
1.618 1,656.0
1.000 1,642.0
0.618 1,633.3
HIGH 1,619.3
0.618 1,610.5
0.500 1,607.8
0.382 1,605.3
LOW 1,596.5
0.618 1,582.5
1.000 1,573.8
1.618 1,559.8
2.618 1,537.0
4.250 1,500.0
Fisher Pivots for day following 24-Jan-2018
Pivot 1 day 3 day
R1 1,607.8 1,605.3
PP 1,605.8 1,603.8
S1 1,603.5 1,602.5

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

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