ICE Russell 2000 Mini Future June 2017

Trading Metrics calculated at close of trading on 01-Mar-2017

Day Change Summary
	Previous	Current
	28-Feb-2017	01-Mar-2017	Change	Change %	Previous Week
Open	1,404.6	1,385.5	-19.1	-1.4%	1,396.3
High	1,404.6	1,414.0	9.4	0.7%	1,407.3
Low	1,383.0	1,385.0	2.0	0.1%	1,379.1
Close	1,383.5	1,411.4	27.9	2.0%	1,392.4
Range	21.6	29.0	7.4	34.3%	28.2
ATR	13.6	14.8	1.2	8.9%	0.0
Volume	118	834	716	606.8%	150

Daily Pivots for day following 01-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,490.5	1,480.0	1,427.3
R3	1,461.5	1,451.0	1,419.5
R2	1,432.5	1,432.5	1,416.8
R1	1,422.0	1,422.0	1,414.0	1,427.3
PP	1,403.5	1,403.5	1,403.5	1,406.0
S1	1,393.0	1,393.0	1,408.8	1,398.3
S2	1,374.5	1,374.5	1,406.0
S3	1,345.5	1,364.0	1,403.5
S4	1,316.5	1,335.0	1,395.5

Weekly Pivots for week ending 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,477.5	1,463.3	1,408.0
R3	1,449.3	1,435.0	1,400.3
R2	1,421.3	1,421.3	1,397.5
R1	1,406.8	1,406.8	1,395.0	1,399.8
PP	1,393.0	1,393.0	1,393.0	1,389.5
S1	1,378.5	1,378.5	1,389.8	1,371.8
S2	1,364.8	1,364.8	1,387.3
S3	1,336.5	1,350.3	1,384.8
S4	1,308.3	1,322.3	1,377.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,414.0	1,379.1	34.9	2.5%	19.5	1.4%	93%	True	False	242
10	1,414.0	1,379.1	34.9	2.5%	13.8	1.0%	93%	True	False	131
20	1,414.0	1,345.0	69.0	4.9%	11.5	0.8%	96%	True	False	84
40	1,414.0	1,337.0	77.0	5.5%	9.3	0.7%	97%	True	False	48
60	1,414.0	1,332.0	82.0	5.8%	7.8	0.5%	97%	True	False	34

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.3
Widest range in 66 trading days

Fibonacci Retracements and Extensions
4.250	1,537.3
2.618	1,490.0
1.618	1,461.0
1.000	1,443.0
0.618	1,432.0
HIGH	1,414.0
0.618	1,403.0
0.500	1,399.5
0.382	1,396.0
LOW	1,385.0
0.618	1,367.0
1.000	1,356.0
1.618	1,338.0
2.618	1,309.0
4.250	1,261.8

Fisher Pivots for day following 01-Mar-2017
Pivot	1 day	3 day
R1	1,407.5	1,407.0
PP	1,403.5	1,402.8
S1	1,399.5	1,398.5

Download as Excel Spreadsheet

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

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