ICE Russell 2000 Mini Future June 2018


Trading Metrics calculated at close of trading on 28-Mar-2018
Day Change Summary
Previous Current
27-Mar-2018 28-Mar-2018 Change Change % Previous Week
Open 1,548.0 1,516.0 -32.0 -2.1% 1,589.8
High 1,557.0 1,526.8 -30.2 -1.9% 1,594.1
Low 1,509.1 1,506.4 -2.7 -0.2% 1,513.2
Close 1,518.8 1,517.3 -1.5 -0.1% 1,518.8
Range 47.9 20.4 -27.5 -57.4% 80.9
ATR 26.3 25.9 -0.4 -1.6% 0.0
Volume 18,771 17,433 -1,338 -7.1% 63,824
Daily Pivots for day following 28-Mar-2018
Classic Woodie Camarilla DeMark
R4 1,578.0 1,568.0 1,528.5
R3 1,557.8 1,547.8 1,523.0
R2 1,537.3 1,537.3 1,521.0
R1 1,527.3 1,527.3 1,519.3 1,532.3
PP 1,516.8 1,516.8 1,516.8 1,519.3
S1 1,506.8 1,506.8 1,515.5 1,511.8
S2 1,496.5 1,496.5 1,513.5
S3 1,476.0 1,486.5 1,511.8
S4 1,455.8 1,466.0 1,506.0
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 1,784.8 1,732.8 1,563.3
R3 1,703.8 1,651.8 1,541.0
R2 1,623.0 1,623.0 1,533.8
R1 1,570.8 1,570.8 1,526.3 1,556.5
PP 1,542.0 1,542.0 1,542.0 1,534.8
S1 1,490.0 1,490.0 1,511.5 1,475.5
S2 1,461.3 1,461.3 1,504.0
S3 1,380.3 1,409.0 1,496.5
S4 1,299.3 1,328.3 1,474.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,589.5 1,506.4 83.1 5.5% 37.5 2.5% 13% False True 17,091
10 1,594.7 1,506.4 88.3 5.8% 29.3 1.9% 12% False True 13,762
20 1,615.7 1,497.4 118.3 7.8% 27.5 1.8% 17% False False 8,773
40 1,615.7 1,464.3 151.4 10.0% 19.3 1.3% 35% False False 4,392
60 1,615.9 1,464.3 151.6 10.0% 13.3 0.9% 35% False False 2,929
80 1,615.9 1,464.3 151.6 10.0% 10.3 0.7% 35% False False 2,197
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6.4
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,613.5
2.618 1,580.3
1.618 1,559.8
1.000 1,547.3
0.618 1,539.5
HIGH 1,526.8
0.618 1,519.0
0.500 1,516.5
0.382 1,514.3
LOW 1,506.5
0.618 1,493.8
1.000 1,486.0
1.618 1,473.5
2.618 1,453.0
4.250 1,419.8
Fisher Pivots for day following 28-Mar-2018
Pivot 1 day 3 day
R1 1,517.0 1,531.8
PP 1,516.8 1,527.0
S1 1,516.5 1,522.0

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

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