ICE Russell 2000 Mini Future June 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	1,360.5	1,368.4	7.9	0.6%	1,387.0
High	1,373.6	1,369.2	-4.4	-0.3%	1,387.0
Low	1,358.5	1,350.7	-7.8	-0.6%	1,353.9
Close	1,369.4	1,361.2	-8.2	-0.6%	1,362.9
Range	15.1	18.5	3.4	22.5%	33.1
ATR	15.3	15.6	0.2	1.6%	0.0
Volume	228,045	254,461	26,416	11.6%	447,662

Daily Pivots for day following 14-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,415.8	1,407.0	1,371.5
R3	1,397.3	1,388.5	1,366.3
R2	1,378.8	1,378.8	1,364.5
R1	1,370.0	1,370.0	1,363.0	1,365.3
PP	1,360.3	1,360.3	1,360.3	1,358.0
S1	1,351.5	1,351.5	1,359.5	1,346.8
S2	1,341.8	1,341.8	1,357.8
S3	1,323.3	1,333.0	1,356.0
S4	1,304.8	1,314.5	1,351.0

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,467.3	1,448.3	1,381.0
R3	1,434.3	1,415.0	1,372.0
R2	1,401.0	1,401.0	1,369.0
R1	1,382.0	1,382.0	1,366.0	1,375.0
PP	1,368.0	1,368.0	1,368.0	1,364.5
S1	1,348.8	1,348.8	1,359.8	1,341.8
S2	1,334.8	1,334.8	1,356.8
S3	1,301.8	1,315.8	1,353.8
S4	1,268.8	1,282.8	1,344.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,382.4	1,350.7	31.7	2.3%	17.3	1.3%	33%	False	True	185,075
10	1,414.0	1,350.7	63.3	4.7%	17.3	1.3%	17%	False	True	93,145
20	1,414.0	1,350.7	63.3	4.7%	14.8	1.1%	17%	False	True	46,600
40	1,414.0	1,337.0	77.0	5.7%	11.8	0.9%	31%	False	False	23,311
60	1,414.0	1,337.0	77.0	5.7%	9.8	0.7%	31%	False	False	15,544

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.3
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,447.8
2.618	1,417.8
1.618	1,399.3
1.000	1,387.8
0.618	1,380.8
HIGH	1,369.3
0.618	1,362.3
0.500	1,360.0
0.382	1,357.8
LOW	1,350.8
0.618	1,339.3
1.000	1,332.3
1.618	1,320.8
2.618	1,302.3
4.250	1,272.0

Fisher Pivots for day following 14-Mar-2017
Pivot	1 day	3 day
R1	1,360.8	1,362.3
PP	1,360.3	1,361.8
S1	1,360.0	1,361.5

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