ICE Russell 2000 Mini Future March 2017

Trading Metrics calculated at close of trading on 10-Mar-2017

Day Change Summary
	Previous	Current
	09-Mar-2017	10-Mar-2017	Change	Change %	Previous Week
Open	1,364.4	1,361.6	-2.8	-0.2%	1,389.8
High	1,371.1	1,371.9	0.8	0.1%	1,390.2
Low	1,355.0	1,354.6	-0.4	0.0%	1,354.6
Close	1,358.9	1,363.5	4.6	0.3%	1,363.5
Range	16.1	17.3	1.2	7.5%	35.6
ATR	18.1	18.0	-0.1	-0.3%	0.0
Volume	238,717	202,942	-35,775	-15.0%	920,589

Daily Pivots for day following 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,415.3	1,406.8	1,373.0
R3	1,398.0	1,389.3	1,368.3
R2	1,380.8	1,380.8	1,366.8
R1	1,372.0	1,372.0	1,365.0	1,376.3
PP	1,363.3	1,363.3	1,363.3	1,365.5
S1	1,354.8	1,354.8	1,362.0	1,359.0
S2	1,346.0	1,346.0	1,360.3
S3	1,328.8	1,337.5	1,358.8
S4	1,311.5	1,320.3	1,354.0

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,476.3	1,455.5	1,383.0
R3	1,440.8	1,419.8	1,373.3
R2	1,405.0	1,405.0	1,370.0
R1	1,384.3	1,384.3	1,366.8	1,376.8
PP	1,369.5	1,369.5	1,369.5	1,365.8
S1	1,348.8	1,348.8	1,360.3	1,341.3
S2	1,333.8	1,333.8	1,357.0
S3	1,298.3	1,313.0	1,353.8
S4	1,262.8	1,277.5	1,344.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,390.2	1,354.6	35.6	2.6%	15.8	1.2%	25%	False	True	184,117
10	1,415.9	1,354.6	61.3	4.5%	18.8	1.4%	15%	False	True	170,012
20	1,415.9	1,354.6	61.3	4.5%	17.3	1.3%	15%	False	True	142,272
40	1,415.9	1,339.0	76.9	5.6%	18.5	1.3%	32%	False	False	142,228
60	1,415.9	1,339.0	76.9	5.6%	18.3	1.3%	32%	False	False	139,330
80	1,415.9	1,286.0	129.9	9.5%	17.5	1.3%	60%	False	False	113,620
100	1,415.9	1,122.9	293.0	21.5%	16.8	1.2%	82%	False	False	90,905
120	1,415.9	1,122.9	293.0	21.5%	15.0	1.1%	82%	False	False	75,755

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,445.5
2.618	1,417.3
1.618	1,400.0
1.000	1,389.3
0.618	1,382.5
HIGH	1,372.0
0.618	1,365.3
0.500	1,363.3
0.382	1,361.3
LOW	1,354.5
0.618	1,344.0
1.000	1,337.3
1.618	1,326.5
2.618	1,309.3
4.250	1,281.0

Fisher Pivots for day following 10-Mar-2017
Pivot	1 day	3 day
R1	1,363.5	1,368.5
PP	1,363.3	1,367.0
S1	1,363.3	1,365.3

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