ICE Russell 2000 Mini Future March 2018


Trading Metrics calculated at close of trading on 23-Feb-2018
Day Change Summary
Previous Current
22-Feb-2018 23-Feb-2018 Change Change % Previous Week
Open 1,524.2 1,539.9 15.7 1.0% 1,540.0
High 1,549.7 1,551.9 2.2 0.1% 1,557.5
Low 1,516.7 1,530.4 13.7 0.9% 1,516.7
Close 1,536.1 1,550.9 14.8 1.0% 1,550.9
Range 33.0 21.5 -11.5 -34.8% 40.8
ATR 32.4 31.6 -0.8 -2.4% 0.0
Volume 17,680 9,532 -8,148 -46.1% 64,069
Daily Pivots for day following 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 1,609.0 1,601.5 1,562.8
R3 1,587.5 1,580.0 1,556.8
R2 1,566.0 1,566.0 1,554.8
R1 1,558.5 1,558.5 1,552.8 1,562.3
PP 1,544.5 1,544.5 1,544.5 1,546.3
S1 1,537.0 1,537.0 1,549.0 1,540.8
S2 1,523.0 1,523.0 1,547.0
S3 1,501.5 1,515.5 1,545.0
S4 1,480.0 1,494.0 1,539.0
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 1,664.0 1,648.3 1,573.3
R3 1,623.3 1,607.5 1,562.0
R2 1,582.5 1,582.5 1,558.5
R1 1,566.8 1,566.8 1,554.8 1,574.5
PP 1,541.8 1,541.8 1,541.8 1,545.8
S1 1,526.0 1,526.0 1,547.3 1,533.8
S2 1,501.0 1,501.0 1,543.5
S3 1,460.0 1,485.0 1,539.8
S4 1,419.3 1,444.3 1,528.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,557.5 1,516.7 40.8 2.6% 25.5 1.6% 84% False False 17,217
10 1,557.5 1,434.0 123.5 8.0% 32.3 2.1% 95% False False 24,765
20 1,612.8 1,411.8 201.0 13.0% 36.5 2.4% 69% False False 29,188
40 1,619.2 1,411.8 207.4 13.4% 27.5 1.8% 67% False False 23,900
60 1,619.2 1,411.8 207.4 13.4% 24.5 1.6% 67% False False 20,483
80 1,619.2 1,411.8 207.4 13.4% 19.8 1.3% 67% False False 15,368
100 1,619.2 1,411.8 207.4 13.4% 16.3 1.1% 67% False False 12,295
120 1,619.2 1,396.3 222.9 14.4% 14.0 0.9% 69% False False 10,246
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 12.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,643.3
2.618 1,608.3
1.618 1,586.8
1.000 1,573.5
0.618 1,565.3
HIGH 1,552.0
0.618 1,543.8
0.500 1,541.3
0.382 1,538.5
LOW 1,530.5
0.618 1,517.0
1.000 1,509.0
1.618 1,495.5
2.618 1,474.0
4.250 1,439.0
Fisher Pivots for day following 23-Feb-2018
Pivot 1 day 3 day
R1 1,547.8 1,546.3
PP 1,544.5 1,541.8
S1 1,541.3 1,537.0

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

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