ICE Russell 2000 Mini Future March 2018


Trading Metrics calculated at close of trading on 08-Feb-2018
Day Change Summary
Previous Current
07-Feb-2018 08-Feb-2018 Change Change % Previous Week
Open 1,505.7 1,497.3 -8.4 -0.6% 1,608.8
High 1,517.9 1,511.9 -6.0 -0.4% 1,612.8
Low 1,487.5 1,462.1 -25.4 -1.7% 1,542.6
Close 1,499.0 1,464.8 -34.2 -2.3% 1,544.6
Range 30.4 49.8 19.4 63.8% 70.2
ATR 31.0 32.3 1.3 4.3% 0.0
Volume 27,955 41,831 13,876 49.6% 138,020
Daily Pivots for day following 08-Feb-2018
Classic Woodie Camarilla DeMark
R4 1,629.0 1,596.8 1,492.3
R3 1,579.3 1,547.0 1,478.5
R2 1,529.5 1,529.5 1,474.0
R1 1,497.0 1,497.0 1,469.3 1,488.3
PP 1,479.5 1,479.5 1,479.5 1,475.3
S1 1,447.3 1,447.3 1,460.3 1,438.5
S2 1,429.8 1,429.8 1,455.8
S3 1,380.0 1,397.5 1,451.0
S4 1,330.3 1,347.8 1,437.5
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 1,777.3 1,731.3 1,583.3
R3 1,707.0 1,661.0 1,564.0
R2 1,636.8 1,636.8 1,557.5
R1 1,590.8 1,590.8 1,551.0 1,578.8
PP 1,566.8 1,566.8 1,566.8 1,560.8
S1 1,520.5 1,520.5 1,538.3 1,508.5
S2 1,496.5 1,496.5 1,531.8
S3 1,426.3 1,450.3 1,525.3
S4 1,356.0 1,380.3 1,506.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,580.8 1,411.8 169.0 11.5% 63.5 4.3% 31% False False 45,085
10 1,612.8 1,411.8 201.0 13.7% 41.0 2.8% 26% False False 33,611
20 1,619.2 1,411.8 207.4 14.2% 31.5 2.2% 26% False False 27,556
40 1,619.2 1,411.8 207.4 14.2% 24.0 1.6% 26% False False 23,489
60 1,619.2 1,411.8 207.4 14.2% 20.0 1.4% 26% False False 16,361
80 1,619.2 1,411.8 207.4 14.2% 16.0 1.1% 26% False False 12,272
100 1,619.2 1,411.8 207.4 14.2% 13.8 0.9% 26% False False 9,819
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 10.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,723.5
2.618 1,642.3
1.618 1,592.5
1.000 1,561.8
0.618 1,542.8
HIGH 1,512.0
0.618 1,493.0
0.500 1,487.0
0.382 1,481.0
LOW 1,462.0
0.618 1,431.3
1.000 1,412.3
1.618 1,381.5
2.618 1,331.8
4.250 1,250.5
Fisher Pivots for day following 08-Feb-2018
Pivot 1 day 3 day
R1 1,487.0 1,464.8
PP 1,479.5 1,464.8
S1 1,472.3 1,464.8

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

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