ICE Russell 2000 Mini Future March 2018


Trading Metrics calculated at close of trading on 14-Feb-2018
Day Change Summary
Previous Current
13-Feb-2018 14-Feb-2018 Change Change % Previous Week
Open 1,485.7 1,498.5 12.8 0.9% 1,543.7
High 1,497.5 1,524.7 27.2 1.8% 1,548.2
Low 1,476.0 1,470.1 -5.9 -0.4% 1,411.8
Close 1,496.2 1,521.0 24.8 1.7% 1,477.2
Range 21.5 54.6 33.1 154.0% 136.4
ATR 33.1 34.7 1.5 4.6% 0.0
Volume 16,725 32,957 16,232 97.1% 242,170
Daily Pivots for day following 14-Feb-2018
Classic Woodie Camarilla DeMark
R4 1,669.0 1,649.8 1,551.0
R3 1,614.5 1,595.0 1,536.0
R2 1,559.8 1,559.8 1,531.0
R1 1,540.5 1,540.5 1,526.0 1,550.3
PP 1,505.3 1,505.3 1,505.3 1,510.0
S1 1,485.8 1,485.8 1,516.0 1,495.5
S2 1,450.8 1,450.8 1,511.0
S3 1,396.0 1,431.3 1,506.0
S4 1,341.5 1,376.8 1,491.0
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 1,524.7 1,434.0 90.7 6.0% 43.3 2.8% 96% True False 36,342
10 1,584.9 1,411.8 173.1 11.4% 50.3 3.3% 63% False False 38,957
20 1,619.2 1,411.8 207.4 13.6% 34.8 2.3% 53% False False 29,672
40 1,619.2 1,411.8 207.4 13.6% 25.8 1.7% 53% False False 23,668
60 1,619.2 1,411.8 207.4 13.6% 22.5 1.5% 53% False False 18,690
80 1,619.2 1,411.8 207.4 13.6% 18.0 1.2% 53% False False 14,021
100 1,619.2 1,411.8 207.4 13.6% 15.3 1.0% 53% False False 11,217
120 1,619.2 1,379.6 239.6 15.8% 12.8 0.8% 59% False False 9,348
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 15.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,756.8
2.618 1,667.8
1.618 1,613.0
1.000 1,579.3
0.618 1,558.5
HIGH 1,524.8
0.618 1,503.8
0.500 1,497.5
0.382 1,491.0
LOW 1,470.0
0.618 1,436.3
1.000 1,415.5
1.618 1,381.8
2.618 1,327.3
4.250 1,238.0
Fisher Pivots for day following 14-Feb-2018
Pivot 1 day 3 day
R1 1,513.3 1,512.0
PP 1,505.3 1,503.3
S1 1,497.5 1,494.3

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

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