ICE Russell 2000 Mini Future March 2017


Trading Metrics calculated at close of trading on 26-Jan-2017
Day Change Summary
Previous Current
25-Jan-2017 26-Jan-2017 Change Change % Previous Week
Open 1,367.5 1,382.0 14.5 1.1% 1,370.0
High 1,383.6 1,387.1 3.5 0.3% 1,372.0
Low 1,366.9 1,372.2 5.3 0.4% 1,339.4
Close 1,382.4 1,376.1 -6.3 -0.5% 1,352.1
Range 16.7 14.9 -1.8 -10.8% 32.6
ATR 18.7 18.4 -0.3 -1.4% 0.0
Volume 121,822 121,534 -288 -0.2% 552,887
Daily Pivots for day following 26-Jan-2017
Classic Woodie Camarilla DeMark
R4 1,423.3 1,414.5 1,384.3
R3 1,408.3 1,399.8 1,380.3
R2 1,393.3 1,393.3 1,378.8
R1 1,384.8 1,384.8 1,377.5 1,381.5
PP 1,378.5 1,378.5 1,378.5 1,377.0
S1 1,369.8 1,369.8 1,374.8 1,366.8
S2 1,363.5 1,363.5 1,373.3
S3 1,348.8 1,355.0 1,372.0
S4 1,333.8 1,340.0 1,368.0
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 1,452.3 1,434.8 1,370.0
R3 1,419.8 1,402.3 1,361.0
R2 1,387.0 1,387.0 1,358.0
R1 1,369.5 1,369.5 1,355.0 1,362.0
PP 1,354.5 1,354.5 1,354.5 1,350.8
S1 1,337.0 1,337.0 1,349.0 1,329.5
S2 1,322.0 1,322.0 1,346.0
S3 1,289.3 1,304.5 1,343.3
S4 1,256.8 1,271.8 1,334.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,387.1 1,339.0 48.1 3.5% 16.8 1.2% 77% True False 127,784
10 1,387.1 1,339.0 48.1 3.5% 19.0 1.4% 77% True False 140,273
20 1,388.8 1,339.0 49.8 3.6% 19.0 1.4% 74% False False 134,304
40 1,395.0 1,305.8 89.2 6.5% 18.5 1.3% 79% False False 120,064
60 1,395.0 1,122.9 272.1 19.8% 17.8 1.3% 93% False False 80,067
80 1,395.0 1,122.9 272.1 19.8% 15.0 1.1% 93% False False 60,052
100 1,395.0 1,122.9 272.1 19.8% 12.8 0.9% 93% False False 48,042
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 2.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,450.5
2.618 1,426.0
1.618 1,411.3
1.000 1,402.0
0.618 1,396.3
HIGH 1,387.0
0.618 1,381.5
0.500 1,379.8
0.382 1,378.0
LOW 1,372.3
0.618 1,363.0
1.000 1,357.3
1.618 1,348.0
2.618 1,333.3
4.250 1,309.0
Fisher Pivots for day following 26-Jan-2017
Pivot 1 day 3 day
R1 1,379.8 1,372.8
PP 1,378.5 1,369.5
S1 1,377.3 1,366.3

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

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