ICE Russell 2000 Mini Future December 2017


Trading Metrics calculated at close of trading on 12-Oct-2017
Day Change Summary
Previous Current
11-Oct-2017 12-Oct-2017 Change Change % Previous Week
Open 1,509.7 1,508.0 -1.7 -0.1% 1,492.3
High 1,513.1 1,511.3 -1.8 -0.1% 1,517.4
Low 1,505.6 1,501.1 -4.5 -0.3% 1,491.6
Close 1,507.7 1,507.8 0.1 0.0% 1,511.6
Range 7.5 10.2 2.7 36.0% 25.8
ATR 12.1 11.9 -0.1 -1.1% 0.0
Volume 24,509 31,264 6,755 27.6% 165,763
Daily Pivots for day following 12-Oct-2017
Classic Woodie Camarilla DeMark
R4 1,537.3 1,532.8 1,513.5
R3 1,527.3 1,522.5 1,510.5
R2 1,517.0 1,517.0 1,509.8
R1 1,512.3 1,512.3 1,508.8 1,509.5
PP 1,506.8 1,506.8 1,506.8 1,505.3
S1 1,502.3 1,502.3 1,506.8 1,499.3
S2 1,496.5 1,496.5 1,506.0
S3 1,486.3 1,492.0 1,505.0
S4 1,476.3 1,481.8 1,502.3
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 1,584.3 1,573.8 1,525.8
R3 1,558.5 1,548.0 1,518.8
R2 1,532.8 1,532.8 1,516.3
R1 1,522.3 1,522.3 1,514.0 1,527.5
PP 1,506.8 1,506.8 1,506.8 1,509.5
S1 1,496.3 1,496.3 1,509.3 1,501.5
S2 1,481.0 1,481.0 1,506.8
S3 1,455.3 1,470.5 1,504.5
S4 1,429.5 1,444.8 1,497.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,518.0 1,501.1 16.9 1.1% 10.0 0.7% 40% False True 29,643
10 1,518.0 1,488.5 29.5 2.0% 11.0 0.7% 65% False False 33,328
20 1,518.0 1,421.4 96.6 6.4% 12.3 0.8% 89% False False 44,238
40 1,518.0 1,349.1 168.9 11.2% 12.0 0.8% 94% False False 30,161
60 1,518.0 1,349.1 168.9 11.2% 11.3 0.7% 94% False False 20,125
80 1,518.0 1,349.1 168.9 11.2% 10.3 0.7% 94% False False 15,098
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,554.8
2.618 1,538.0
1.618 1,527.8
1.000 1,521.5
0.618 1,517.5
HIGH 1,511.3
0.618 1,507.5
0.500 1,506.3
0.382 1,505.0
LOW 1,501.0
0.618 1,494.8
1.000 1,491.0
1.618 1,484.5
2.618 1,474.5
4.250 1,457.8
Fisher Pivots for day following 12-Oct-2017
Pivot 1 day 3 day
R1 1,507.3 1,507.8
PP 1,506.8 1,507.5
S1 1,506.3 1,507.5

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

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