ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 18-Sep-2017
Day Change Summary
Previous Current
15-Sep-2017 18-Sep-2017 Change Change % Previous Week
Open 1,421.6 1,431.3 9.7 0.7% 1,405.0
High 1,433.8 1,445.0 11.2 0.8% 1,433.8
Low 1,421.4 1,431.3 9.9 0.7% 1,405.0
Close 1,432.4 1,441.9 9.5 0.7% 1,432.4
Range 12.4 13.7 1.3 10.5% 28.8
ATR 12.0 12.1 0.1 1.0% 0.0
Volume 57,940 49,621 -8,319 -14.4% 295,244
Daily Pivots for day following 18-Sep-2017
Classic Woodie Camarilla DeMark
R4 1,480.5 1,475.0 1,449.5
R3 1,466.8 1,461.3 1,445.8
R2 1,453.0 1,453.0 1,444.5
R1 1,447.5 1,447.5 1,443.3 1,450.3
PP 1,439.5 1,439.5 1,439.5 1,440.8
S1 1,433.8 1,433.8 1,440.8 1,436.5
S2 1,425.8 1,425.8 1,439.5
S3 1,412.0 1,420.0 1,438.3
S4 1,398.3 1,406.5 1,434.3
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 1,510.3 1,500.0 1,448.3
R3 1,481.3 1,471.3 1,440.3
R2 1,452.5 1,452.5 1,437.8
R1 1,442.5 1,442.5 1,435.0 1,447.5
PP 1,423.8 1,423.8 1,423.8 1,426.3
S1 1,413.8 1,413.8 1,429.8 1,418.8
S2 1,395.0 1,395.0 1,427.0
S3 1,366.3 1,384.8 1,424.5
S4 1,337.3 1,356.0 1,416.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,445.0 1,415.1 29.9 2.1% 10.5 0.7% 90% True False 57,349
10 1,445.0 1,392.3 52.7 3.7% 12.0 0.8% 94% True False 42,689
20 1,445.0 1,350.4 94.6 6.6% 11.0 0.8% 97% True False 21,459
40 1,451.0 1,349.1 101.9 7.1% 11.3 0.8% 91% False False 10,757
60 1,451.0 1,349.1 101.9 7.1% 10.0 0.7% 91% False False 7,177
80 1,451.0 1,349.1 101.9 7.1% 8.0 0.6% 91% False False 5,383
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 2.6
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,503.3
2.618 1,480.8
1.618 1,467.3
1.000 1,458.8
0.618 1,453.5
HIGH 1,445.0
0.618 1,439.8
0.500 1,438.3
0.382 1,436.5
LOW 1,431.3
0.618 1,422.8
1.000 1,417.5
1.618 1,409.3
2.618 1,395.5
4.250 1,373.0
Fisher Pivots for day following 18-Sep-2017
Pivot 1 day 3 day
R1 1,440.8 1,439.0
PP 1,439.5 1,436.0
S1 1,438.3 1,433.0

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

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