ICE Russell 2000 Mini Future March 2017

Trading Metrics calculated at close of trading on 14-Mar-2017

Day Change Summary
	Previous	Current
	13-Mar-2017	14-Mar-2017	Change	Change %	Previous Week
Open	1,362.9	1,369.5	6.6	0.5%	1,389.8
High	1,374.2	1,370.0	-4.2	-0.3%	1,390.2
Low	1,359.0	1,351.7	-7.3	-0.5%	1,354.6
Close	1,370.4	1,362.6	-7.8	-0.6%	1,363.5
Range	15.2	18.3	3.1	20.4%	35.6
ATR	17.8	17.9	0.1	0.4%	0.0
Volume	156,079	149,597	-6,482	-4.2%	920,589

Daily Pivots for day following 14-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,416.3	1,407.8	1,372.8
R3	1,398.0	1,389.5	1,367.8
R2	1,379.8	1,379.8	1,366.0
R1	1,371.3	1,371.3	1,364.3	1,366.3
PP	1,361.5	1,361.5	1,361.5	1,359.0
S1	1,352.8	1,352.8	1,361.0	1,348.0
S2	1,343.3	1,343.3	1,359.3
S3	1,324.8	1,334.5	1,357.5
S4	1,306.5	1,316.3	1,352.5

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	1,382.6	1,351.7	30.9	2.3%	17.3	1.3%	35%	False	True	196,860
10	1,415.9	1,351.7	64.2	4.7%	18.0	1.3%	17%	False	True	169,822
20	1,415.9	1,351.7	64.2	4.7%	17.5	1.3%	17%	False	True	145,773
40	1,415.9	1,339.0	76.9	5.6%	18.0	1.3%	31%	False	False	141,160
60	1,415.9	1,339.0	76.9	5.6%	18.0	1.3%	31%	False	False	135,144
80	1,415.9	1,299.7	116.2	8.5%	17.5	1.3%	54%	False	False	117,441
100	1,415.9	1,122.9	293.0	21.5%	17.0	1.2%	82%	False	False	93,962
120	1,415.9	1,122.9	293.0	21.5%	15.0	1.1%	82%	False	False	78,302

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,447.8
2.618	1,418.0
1.618	1,399.5
1.000	1,388.3
0.618	1,381.3
HIGH	1,370.0
0.618	1,363.0
0.500	1,360.8
0.382	1,358.8
LOW	1,351.8
0.618	1,340.5
1.000	1,333.5
1.618	1,322.0
2.618	1,303.8
4.250	1,274.0

Fisher Pivots for day following 14-Mar-2017
Pivot	1 day	3 day
R1	1,362.0	1,363.0
PP	1,361.5	1,362.8
S1	1,360.8	1,362.8

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