ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 20-Dec-2016
Day Change Summary
Previous Current
19-Dec-2016 20-Dec-2016 Change Change % Previous Week
Open 1,365.0 1,373.1 8.1 0.6% 1,385.9
High 1,376.7 1,386.8 10.1 0.7% 1,395.0
Low 1,363.5 1,372.5 9.0 0.7% 1,352.3
Close 1,373.3 1,383.3 10.0 0.7% 1,366.1
Range 13.2 14.3 1.1 8.3% 42.7
ATR 18.3 18.0 -0.3 -1.6% 0.0
Volume 100,873 101,058 185 0.2% 1,145,261
Daily Pivots for day following 20-Dec-2016
Classic Woodie Camarilla DeMark
R4 1,423.8 1,417.8 1,391.3
R3 1,409.5 1,403.5 1,387.3
R2 1,395.3 1,395.3 1,386.0
R1 1,389.3 1,389.3 1,384.5 1,392.3
PP 1,380.8 1,380.8 1,380.8 1,382.3
S1 1,375.0 1,375.0 1,382.0 1,378.0
S2 1,366.5 1,366.5 1,380.8
S3 1,352.3 1,360.8 1,379.3
S4 1,338.0 1,346.3 1,375.5
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 1,499.3 1,475.3 1,389.5
R3 1,456.5 1,432.8 1,377.8
R2 1,413.8 1,413.8 1,374.0
R1 1,390.0 1,390.0 1,370.0 1,380.5
PP 1,371.3 1,371.3 1,371.3 1,366.5
S1 1,347.3 1,347.3 1,362.3 1,337.8
S2 1,328.5 1,328.5 1,358.3
S3 1,285.8 1,304.5 1,354.3
S4 1,243.0 1,261.8 1,342.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,386.8 1,352.3 34.5 2.5% 19.0 1.4% 90% True False 160,555
10 1,395.0 1,345.0 50.0 3.6% 20.0 1.4% 77% False False 178,918
20 1,395.0 1,305.8 89.2 6.4% 17.3 1.3% 87% False False 90,003
40 1,395.0 1,122.9 272.1 19.7% 16.3 1.2% 96% False False 45,035
60 1,395.0 1,122.9 272.1 19.7% 13.0 0.9% 96% False False 30,024
80 1,395.0 1,122.9 272.1 19.7% 10.3 0.7% 96% False False 22,518
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 4.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,447.5
2.618 1,424.3
1.618 1,410.0
1.000 1,401.0
0.618 1,395.8
HIGH 1,386.8
0.618 1,381.3
0.500 1,379.8
0.382 1,378.0
LOW 1,372.5
0.618 1,363.8
1.000 1,358.3
1.618 1,349.3
2.618 1,335.0
4.250 1,311.8
Fisher Pivots for day following 20-Dec-2016
Pivot 1 day 3 day
R1 1,382.0 1,380.3
PP 1,380.8 1,377.0
S1 1,379.8 1,373.8

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

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