ICE Russell 2000 Mini Future March 2018


Trading Metrics calculated at close of trading on 07-Mar-2018
Day Change Summary
Previous Current
06-Mar-2018 07-Mar-2018 Change Change % Previous Week
Open 1,545.8 1,541.7 -4.1 -0.3% 1,551.3
High 1,562.5 1,578.1 15.6 1.0% 1,567.5
Low 1,535.9 1,539.3 3.4 0.2% 1,490.4
Close 1,559.0 1,573.3 14.3 0.9% 1,530.0
Range 26.6 38.8 12.2 45.9% 77.1
ATR 32.2 32.6 0.5 1.5% 0.0
Volume 17,115 16,075 -1,040 -6.1% 88,380
Daily Pivots for day following 07-Mar-2018
Classic Woodie Camarilla DeMark
R4 1,680.0 1,665.5 1,594.8
R3 1,641.3 1,626.8 1,584.0
R2 1,602.3 1,602.3 1,580.5
R1 1,587.8 1,587.8 1,576.8 1,595.0
PP 1,563.5 1,563.5 1,563.5 1,567.3
S1 1,549.0 1,549.0 1,569.8 1,556.3
S2 1,524.8 1,524.8 1,566.3
S3 1,486.0 1,510.3 1,562.8
S4 1,447.3 1,471.5 1,552.0
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 1,760.5 1,722.5 1,572.5
R3 1,683.5 1,645.3 1,551.3
R2 1,606.5 1,606.5 1,544.3
R1 1,568.3 1,568.3 1,537.0 1,548.8
PP 1,529.3 1,529.3 1,529.3 1,519.5
S1 1,491.0 1,491.0 1,523.0 1,471.8
S2 1,452.3 1,452.3 1,515.8
S3 1,375.0 1,414.0 1,508.8
S4 1,298.0 1,337.0 1,487.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,578.1 1,490.4 87.7 5.6% 35.8 2.3% 95% True False 19,707
10 1,578.1 1,490.4 87.7 5.6% 32.3 2.0% 95% True False 16,630
20 1,578.1 1,434.0 144.1 9.2% 33.5 2.1% 97% True False 22,826
40 1,619.2 1,411.8 207.4 13.2% 31.3 2.0% 78% False False 24,264
60 1,619.2 1,411.8 207.4 13.2% 26.0 1.7% 78% False False 22,712
80 1,619.2 1,411.8 207.4 13.2% 22.5 1.4% 78% False False 17,105
100 1,619.2 1,411.8 207.4 13.2% 18.8 1.2% 78% False False 13,685
120 1,619.2 1,411.8 207.4 13.2% 16.3 1.0% 78% False False 11,405
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 8.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,743.0
2.618 1,679.8
1.618 1,641.0
1.000 1,617.0
0.618 1,602.0
HIGH 1,578.0
0.618 1,563.3
0.500 1,558.8
0.382 1,554.0
LOW 1,539.3
0.618 1,515.3
1.000 1,500.5
1.618 1,476.5
2.618 1,437.8
4.250 1,374.5
Fisher Pivots for day following 07-Mar-2018
Pivot 1 day 3 day
R1 1,568.5 1,564.5
PP 1,563.5 1,555.5
S1 1,558.8 1,546.5

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

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