ICE Russell 2000 Mini Future March 2018


Trading Metrics calculated at close of trading on 01-Mar-2018
Day Change Summary
Previous Current
28-Feb-2018 01-Mar-2018 Change Change % Previous Week
Open 1,540.9 1,514.4 -26.5 -1.7% 1,540.0
High 1,544.6 1,524.0 -20.6 -1.3% 1,557.5
Low 1,508.4 1,491.5 -16.9 -1.1% 1,516.7
Close 1,511.4 1,505.4 -6.0 -0.4% 1,550.9
Range 36.2 32.5 -3.7 -10.2% 40.8
ATR 31.2 31.3 0.1 0.3% 0.0
Volume 18,301 28,158 9,857 53.9% 64,069
Daily Pivots for day following 01-Mar-2018
Classic Woodie Camarilla DeMark
R4 1,604.5 1,587.5 1,523.3
R3 1,572.0 1,555.0 1,514.3
R2 1,539.5 1,539.5 1,511.3
R1 1,522.5 1,522.5 1,508.5 1,514.8
PP 1,507.0 1,507.0 1,507.0 1,503.0
S1 1,490.0 1,490.0 1,502.5 1,482.3
S2 1,474.5 1,474.5 1,499.5
S3 1,442.0 1,457.5 1,496.5
S4 1,409.5 1,425.0 1,487.5
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 1,491.5 76.0 5.0% 28.5 1.9% 18% False True 15,648
10 1,567.5 1,491.5 76.0 5.0% 27.8 1.8% 18% False True 17,648
20 1,584.9 1,411.8 173.1 11.5% 39.0 2.6% 54% False False 28,302
40 1,619.2 1,411.8 207.4 13.8% 28.8 1.9% 45% False False 24,043
60 1,619.2 1,411.8 207.4 13.8% 25.0 1.7% 45% False False 21,622
80 1,619.2 1,411.8 207.4 13.8% 21.0 1.4% 45% False False 16,225
100 1,619.2 1,411.8 207.4 13.8% 17.5 1.2% 45% False False 12,982
120 1,619.2 1,411.8 207.4 13.8% 15.0 1.0% 45% False False 10,819
Crabel Price Patterns
NR True
NR4 False
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 7.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,662.0
2.618 1,609.0
1.618 1,576.5
1.000 1,556.5
0.618 1,544.0
HIGH 1,524.0
0.618 1,511.5
0.500 1,507.8
0.382 1,504.0
LOW 1,491.5
0.618 1,471.5
1.000 1,459.0
1.618 1,439.0
2.618 1,406.5
4.250 1,353.5
Fisher Pivots for day following 01-Mar-2018
Pivot 1 day 3 day
R1 1,507.8 1,529.5
PP 1,507.0 1,521.5
S1 1,506.3 1,513.5

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

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