ICE Russell 2000 Mini Future March 2018


Trading Metrics calculated at close of trading on 09-Feb-2018
Day Change Summary
Previous Current
08-Feb-2018 09-Feb-2018 Change Change % Previous Week
Open 1,497.3 1,468.8 -28.5 -1.9% 1,543.7
High 1,511.9 1,489.3 -22.6 -1.5% 1,548.2
Low 1,462.1 1,434.0 -28.1 -1.9% 1,411.8
Close 1,464.8 1,477.2 12.4 0.8% 1,477.2
Range 49.8 55.3 5.5 11.0% 136.4
ATR 32.3 34.0 1.6 5.1% 0.0
Volume 41,831 56,690 14,859 35.5% 242,170
Daily Pivots for day following 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 1,632.8 1,610.3 1,507.5
R3 1,577.5 1,555.0 1,492.5
R2 1,522.3 1,522.3 1,487.3
R1 1,499.8 1,499.8 1,482.3 1,511.0
PP 1,466.8 1,466.8 1,466.8 1,472.5
S1 1,444.3 1,444.3 1,472.3 1,455.5
S2 1,411.5 1,411.5 1,467.0
S3 1,356.3 1,389.0 1,462.0
S4 1,301.0 1,333.8 1,446.8
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 1,888.3 1,819.3 1,552.3
R3 1,751.8 1,682.8 1,514.8
R2 1,615.5 1,615.5 1,502.3
R1 1,546.3 1,546.3 1,489.8 1,512.8
PP 1,479.0 1,479.0 1,479.0 1,462.3
S1 1,410.0 1,410.0 1,464.8 1,376.3
S2 1,342.8 1,342.8 1,452.3
S3 1,206.3 1,273.5 1,439.8
S4 1,069.8 1,137.3 1,402.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,548.2 1,411.8 136.4 9.2% 67.0 4.5% 48% False False 48,434
10 1,612.8 1,411.8 201.0 13.6% 45.5 3.1% 33% False False 38,019
20 1,619.2 1,411.8 207.4 14.0% 32.8 2.2% 32% False False 29,136
40 1,619.2 1,411.8 207.4 14.0% 25.0 1.7% 32% False False 24,211
60 1,619.2 1,411.8 207.4 14.0% 20.8 1.4% 32% False False 17,305
80 1,619.2 1,411.8 207.4 14.0% 16.8 1.1% 32% False False 12,981
100 1,619.2 1,411.8 207.4 14.0% 14.3 1.0% 32% False False 10,386
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 12.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,724.3
2.618 1,634.0
1.618 1,578.8
1.000 1,544.5
0.618 1,523.5
HIGH 1,489.3
0.618 1,468.3
0.500 1,461.8
0.382 1,455.0
LOW 1,434.0
0.618 1,399.8
1.000 1,378.8
1.618 1,344.5
2.618 1,289.3
4.250 1,199.0
Fisher Pivots for day following 09-Feb-2018
Pivot 1 day 3 day
R1 1,472.0 1,476.8
PP 1,466.8 1,476.3
S1 1,461.8 1,476.0

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

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