ICE Russell 2000 Mini Future March 2018


Trading Metrics calculated at close of trading on 16-Feb-2018
Day Change Summary
Previous Current
15-Feb-2018 16-Feb-2018 Change Change % Previous Week
Open 1,522.5 1,541.2 18.7 1.2% 1,478.5
High 1,542.3 1,552.1 9.8 0.6% 1,552.1
Low 1,514.7 1,533.8 19.1 1.3% 1,463.8
Close 1,540.3 1,543.9 3.6 0.2% 1,543.9
Range 27.6 18.3 -9.3 -33.7% 88.3
ATR 34.2 33.0 -1.1 -3.3% 0.0
Volume 21,687 22,018 331 1.5% 126,894
Daily Pivots for day following 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 1,598.3 1,589.3 1,554.0
R3 1,579.8 1,571.0 1,549.0
R2 1,561.5 1,561.5 1,547.3
R1 1,552.8 1,552.8 1,545.5 1,557.3
PP 1,543.3 1,543.3 1,543.3 1,545.5
S1 1,534.5 1,534.5 1,542.3 1,538.8
S2 1,525.0 1,525.0 1,540.5
S3 1,506.8 1,516.3 1,538.8
S4 1,488.3 1,497.8 1,533.8
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 1,784.8 1,752.8 1,592.5
R3 1,696.5 1,664.3 1,568.3
R2 1,608.3 1,608.3 1,560.0
R1 1,576.0 1,576.0 1,552.0 1,592.3
PP 1,520.0 1,520.0 1,520.0 1,528.0
S1 1,487.8 1,487.8 1,535.8 1,503.8
S2 1,431.8 1,431.8 1,527.8
S3 1,343.3 1,399.5 1,519.5
S4 1,255.0 1,311.3 1,495.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,552.1 1,463.8 88.3 5.7% 31.3 2.0% 91% True False 25,378
10 1,552.1 1,411.8 140.3 9.1% 49.3 3.2% 94% True False 36,906
20 1,619.2 1,411.8 207.4 13.4% 34.8 2.3% 64% False False 30,103
40 1,619.2 1,411.8 207.4 13.4% 25.8 1.7% 64% False False 23,691
60 1,619.2 1,411.8 207.4 13.4% 23.0 1.5% 64% False False 19,417
80 1,619.2 1,411.8 207.4 13.4% 18.5 1.2% 64% False False 14,567
100 1,619.2 1,411.8 207.4 13.4% 15.8 1.0% 64% False False 11,654
120 1,619.2 1,388.7 230.5 14.9% 13.3 0.9% 67% False False 9,712
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 16.6
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,630.0
2.618 1,600.0
1.618 1,581.8
1.000 1,570.5
0.618 1,563.5
HIGH 1,552.0
0.618 1,545.0
0.500 1,543.0
0.382 1,540.8
LOW 1,533.8
0.618 1,522.5
1.000 1,515.5
1.618 1,504.3
2.618 1,486.0
4.250 1,456.0
Fisher Pivots for day following 16-Feb-2018
Pivot 1 day 3 day
R1 1,543.5 1,533.0
PP 1,543.3 1,522.0
S1 1,543.0 1,511.0

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

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