ICE Russell 2000 Mini Future March 2017

Trading Metrics calculated at close of trading on 30-Dec-2016

Day Change Summary
	Previous	Current
	29-Dec-2016	30-Dec-2016	Change	Change %	Previous Week
Open	1,361.2	1,362.3	1.1	0.1%	1,367.5
High	1,371.7	1,368.5	-3.2	-0.2%	1,382.1
Low	1,355.8	1,352.5	-3.3	-0.2%	1,352.5
Close	1,362.6	1,356.9	-5.7	-0.4%	1,356.9
Range	15.9	16.0	0.1	0.6%	29.6
ATR	17.5	17.4	-0.1	-0.6%	0.0
Volume	89,270	109,752	20,482	22.9%	358,686

Daily Pivots for day following 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,407.3	1,398.0	1,365.8
R3	1,391.3	1,382.0	1,361.3
R2	1,375.3	1,375.3	1,359.8
R1	1,366.0	1,366.0	1,358.3	1,362.8
PP	1,359.3	1,359.3	1,359.3	1,357.5
S1	1,350.0	1,350.0	1,355.5	1,346.8
S2	1,343.3	1,343.3	1,354.0
S3	1,327.3	1,334.0	1,352.5
S4	1,311.3	1,318.0	1,348.0

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,452.8	1,434.3	1,373.3
R3	1,423.0	1,404.8	1,365.0
R2	1,393.5	1,393.5	1,362.3
R1	1,375.3	1,375.3	1,359.5	1,369.5
PP	1,363.8	1,363.8	1,363.8	1,361.0
S1	1,345.5	1,345.5	1,354.3	1,340.0
S2	1,334.3	1,334.3	1,351.5
S3	1,304.8	1,316.0	1,348.8
S4	1,275.0	1,286.3	1,340.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,382.1	1,352.5	29.6	2.2%	16.0	1.2%	15%	False	True	83,798
10	1,386.8	1,352.5	34.3	2.5%	16.0	1.2%	13%	False	True	95,454
20	1,395.0	1,307.4	87.6	6.5%	18.8	1.4%	57%	False	False	120,752
40	1,395.0	1,122.9	272.1	20.1%	17.8	1.3%	86%	False	False	60,428
60	1,395.0	1,122.9	272.1	20.1%	14.5	1.1%	86%	False	False	40,288
80	1,395.0	1,122.9	272.1	20.1%	11.8	0.9%	86%	False	False	30,216

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	3.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,436.5
2.618	1,410.5
1.618	1,394.5
1.000	1,384.5
0.618	1,378.5
HIGH	1,368.5
0.618	1,362.5
0.500	1,360.5
0.382	1,358.5
LOW	1,352.5
0.618	1,342.5
1.000	1,336.5
1.618	1,326.5
2.618	1,310.5
4.250	1,284.5

Fisher Pivots for day following 30-Dec-2016
Pivot	1 day	3 day
R1	1,360.5	1,365.8
PP	1,359.3	1,362.8
S1	1,358.0	1,359.8

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols