ICE Russell 2000 Mini Future March 2018


Trading Metrics calculated at close of trading on 28-Feb-2018
Day Change Summary
Previous Current
27-Feb-2018 28-Feb-2018 Change Change % Previous Week
Open 1,560.2 1,540.9 -19.3 -1.2% 1,540.0
High 1,567.5 1,544.6 -22.9 -1.5% 1,557.5
Low 1,535.1 1,508.4 -26.7 -1.7% 1,516.7
Close 1,538.3 1,511.4 -26.9 -1.7% 1,550.9
Range 32.4 36.2 3.8 11.7% 40.8
ATR 30.9 31.2 0.4 1.2% 0.0
Volume 13,958 18,301 4,343 31.1% 64,069
Daily Pivots for day following 28-Feb-2018
Classic Woodie Camarilla DeMark
R4 1,630.0 1,607.0 1,531.3
R3 1,593.8 1,570.8 1,521.3
R2 1,557.8 1,557.8 1,518.0
R1 1,534.5 1,534.5 1,514.8 1,528.0
PP 1,521.5 1,521.5 1,521.5 1,518.3
S1 1,498.3 1,498.3 1,508.0 1,491.8
S2 1,485.3 1,485.3 1,504.8
S3 1,449.0 1,462.3 1,501.5
S4 1,412.8 1,426.0 1,491.5
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 1,567.5 1,508.4 59.1 3.9% 28.5 1.9% 5% False True 13,552
10 1,567.5 1,470.1 97.4 6.4% 29.8 2.0% 42% False False 18,128
20 1,596.7 1,411.8 184.9 12.2% 38.8 2.6% 54% False False 28,120
40 1,619.2 1,411.8 207.4 13.7% 28.5 1.9% 48% False False 23,879
60 1,619.2 1,411.8 207.4 13.7% 25.3 1.7% 48% False False 21,154
80 1,619.2 1,411.8 207.4 13.7% 20.5 1.4% 48% False False 15,873
100 1,619.2 1,411.8 207.4 13.7% 17.0 1.1% 48% False False 12,700
120 1,619.2 1,401.3 217.9 14.4% 14.8 1.0% 51% False False 10,584
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.6
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,698.5
2.618 1,639.3
1.618 1,603.3
1.000 1,580.8
0.618 1,567.0
HIGH 1,544.5
0.618 1,530.8
0.500 1,526.5
0.382 1,522.3
LOW 1,508.5
0.618 1,486.0
1.000 1,472.3
1.618 1,449.8
2.618 1,413.8
4.250 1,354.5
Fisher Pivots for day following 28-Feb-2018
Pivot 1 day 3 day
R1 1,526.5 1,538.0
PP 1,521.5 1,529.0
S1 1,516.5 1,520.3

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

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