ICE Russell 2000 Mini Future March 2018


Trading Metrics calculated at close of trading on 16-Jan-2018
Day Change Summary
Previous Current
12-Jan-2018 16-Jan-2018 Change Change % Previous Week
Open 1,586.7 1,594.3 7.6 0.5% 1,561.4
High 1,602.0 1,607.1 5.1 0.3% 1,602.0
Low 1,585.3 1,570.7 -14.6 -0.9% 1,547.1
Close 1,596.1 1,577.3 -18.8 -1.2% 1,596.1
Range 16.7 36.4 19.7 118.0% 54.9
ATR 16.1 17.6 1.4 9.0% 0.0
Volume 21,325 30,166 8,841 41.5% 93,616
Daily Pivots for day following 16-Jan-2018
Classic Woodie Camarilla DeMark
R4 1,694.3 1,672.3 1,597.3
R3 1,657.8 1,635.8 1,587.3
R2 1,621.5 1,621.5 1,584.0
R1 1,599.3 1,599.3 1,580.8 1,592.3
PP 1,585.0 1,585.0 1,585.0 1,581.5
S1 1,563.0 1,563.0 1,574.0 1,555.8
S2 1,548.8 1,548.8 1,570.8
S3 1,512.3 1,526.5 1,567.3
S4 1,475.8 1,490.3 1,557.3
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 1,746.5 1,726.3 1,626.3
R3 1,691.5 1,671.3 1,611.3
R2 1,636.8 1,636.8 1,606.3
R1 1,616.3 1,616.3 1,601.3 1,626.5
PP 1,581.8 1,581.8 1,581.8 1,586.8
S1 1,561.5 1,561.5 1,591.0 1,571.5
S2 1,526.8 1,526.8 1,586.0
S3 1,472.0 1,506.5 1,581.0
S4 1,417.0 1,451.8 1,566.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,607.1 1,548.5 58.6 3.7% 21.8 1.4% 49% True False 21,852
10 1,607.1 1,533.5 73.6 4.7% 17.8 1.1% 60% True False 19,240
20 1,607.1 1,510.4 96.7 6.1% 17.3 1.1% 69% True False 18,286
40 1,607.1 1,493.0 114.1 7.2% 15.8 1.0% 74% True False 12,677
60 1,607.1 1,455.0 152.1 9.6% 12.0 0.8% 80% True False 8,454
80 1,607.1 1,451.0 156.1 9.9% 10.3 0.6% 81% True False 6,341
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.9
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1,761.8
2.618 1,702.5
1.618 1,666.0
1.000 1,643.5
0.618 1,629.5
HIGH 1,607.0
0.618 1,593.3
0.500 1,589.0
0.382 1,584.5
LOW 1,570.8
0.618 1,548.3
1.000 1,534.3
1.618 1,511.8
2.618 1,475.5
4.250 1,416.0
Fisher Pivots for day following 16-Jan-2018
Pivot 1 day 3 day
R1 1,589.0 1,583.0
PP 1,585.0 1,581.3
S1 1,581.3 1,579.3

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

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